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Bank Liquidity Creation and Financial Crises

Bank Liquidity Creation and Financial Crises
  • Author : Allen Berger,Christa Bouwman
  • Publisher : Academic Press
  • Release : 24 November 2015
GET THIS BOOKBank Liquidity Creation and Financial Crises

Bank Liquidity Creation and Financial Crises delivers a consistent, logical presentation of bank liquidity creation and addresses questions of research and policy interest that can be easily understood by readers with no advanced or specialized industry knowledge. Authors Allen Berger and Christa Bouwman examine ways to measure bank liquidity creation, how much liquidity banks create in different countries, the effects of monetary policy (including interest rate policy, lender of last resort, and quantitative easing), the effects of capital, the effects

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Bank Liquidity and the Global Financial Crisis

Bank Liquidity and the Global Financial Crisis
  • Author : Laura Chiaramonte
  • Publisher : Springer
  • Release : 09 July 2018
GET THIS BOOKBank Liquidity and the Global Financial Crisis

One of the lessons learned from the Global Financial Crisis of 2007–9 is that minimum capital requirements are a necessary but inadequate safeguard for the stability of an intermediary. Despite the high levels of capitalization of many banks before the crisis, they too experienced serious difficulties due to insufficient liquidity buffers. Thus, for the first time, after the GFC regulators realized that liquidity risk can jeopardize the orderly functioning of a bank and, in some cases, its survival. Previously, the risk

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Financial Crises and Bank Liquidity Creation (This is an OLD WP that has been split into 2 parts

Financial crises and bank liquidity creation are often connected. We examine this connection from two perspectives. First, we examine the aggregate liquidity creation of banks before, during, and after five major financial crises in the U.S. from 1984:Q1 to 2008:Q1. We uncover numerous interesting patterns, such as a significant build-up or drop-off of quot;abnormalquot; liquidity creation before each crisis, where quot;abnormalquot; is defined relative to a time trend and seasonal factors. Banking and market-related crises differ in

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High Liquidity Creation and Bank Failures

High Liquidity Creation and Bank Failures
  • Author : Zuzana Fungacova,Rima Turk,Laurent Weill
  • Publisher : International Monetary Fund
  • Release : 06 May 2015
GET THIS BOOKHigh Liquidity Creation and Bank Failures

We formulate the “High Liquidity Creation Hypothesis” (HLCH) that a proliferation in the core activity of bank liquidity creation increases failure probability. We test the HLCH in the context of Russian banking, which provides a natural field experiment due to numerous failures experienced over the past decade. Using Berger and Bouwman’s (2009) liquidity creation measures as a comprehensive proxy for overall bank output, we find that high liquidity creation significantly increases the probability of bank failure; this finding survives multiple

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Bank Funding Structures and Risk

Bank Funding Structures and Risk
  • Author : Mr. Pablo Federico,Mr. Francisco F. Vázquez
  • Publisher : International Monetary Fund
  • Release : 01 January 2012
GET THIS BOOKBank Funding Structures and Risk

This paper analyzes the evolution of bank funding structures in the run up to the global financial crisis and studies the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and Europe during 2001?09. The results show that banks with weaker structural liquidity and higher leverage in the pre-crisis period were more likely to fail afterward. The likelihood of bank failure also increases with bank risk-taking. In the cross-section, the smaller domestically-oriented banks were

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THREE ESSAYS ON BANK LIQUIDITY CREATION AND FUNDING LIQUIDITY RISK.

THREE ESSAYS ON BANK LIQUIDITY CREATION AND FUNDING LIQUIDITY RISK.
  • Author : Feng Tu
  • Publisher : Anonim
  • Release : 12 August 2022
GET THIS BOOKTHREE ESSAYS ON BANK LIQUIDITY CREATION AND FUNDING LIQUIDITY RISK.

According to the modern theory of financial intermediation, liquidity creation is an essential role of banks. Chapter 1 investigates the relationship between diversification of activities conducted by banks and bank liquidity creation. We show that despite the passage of GLBA act in 1999, banks increased their specialization in the traditional loan market and thus became less diversified from 2004 until the end of 2008. In addition, we find evidence that more specialized banks tend to create more excess liquidity during normal times, suggesting too

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Bank Risk-Taking and Competition Revisited

Bank Risk-Taking and Competition Revisited
  • Author : Mr.Gianni De Nicolo,John H. Boyd
  • Publisher : International Monetary Fund
  • Release : 01 June 2003
GET THIS BOOKBank Risk-Taking and Competition Revisited

This study reinvestigates the theoretical relationship between competition in banking and banks' exposure to risk of failure. There is a large existing literature that concludes that when banks are confronted with increased competition, they rationally choose more risky portfolios. We briefly review this literature and argue that it has had a significant influence on regulators and central bankers, causing them to take a less favorable view of competition and encouraging anti-competitive consolidation as a response to banking instability. We then

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Financial Crises, Liquidity, and the International Monetary System

Financial Crises, Liquidity, and the International Monetary System
  • Author : Jean Tirole
  • Publisher : Princeton University Press
  • Release : 21 July 2002
GET THIS BOOKFinancial Crises, Liquidity, and the International Monetary System

Tirole analyzes the current views on financial crises and on the reform of the international financial architecture. Based on the Paolo Baffi Lecture the author delivered at the Bank of Italy, this refreshingly accessible book is teeming with rich insights that researchers, policy makers, and students at all levels will find indispensable.

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The Financial Crisis Inquiry Report

The Financial Crisis Inquiry Report
  • Author : Financial Crisis Inquiry Commission
  • Publisher : Cosimo, Inc.
  • Release : 01 May 2011
GET THIS BOOKThe Financial Crisis Inquiry Report

The Financial Crisis Inquiry Report, published by the U.S. Government and the Financial Crisis Inquiry Commission in early 2011, is the official government report on the United States financial collapse and the review of major financial institutions that bankrupted and failed, or would have without help from the government. The commission and the report were implemented after Congress passed an act in 2009 to review and prevent fraudulent activity. The report details, among other things, the periods before, during, and after

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High Liquidity Creation and Bank Failures

High Liquidity Creation and Bank Failures
  • Author : Zuzana Fungacova,Rima Turk,Laurent Weill
  • Publisher : International Monetary Fund
  • Release : 06 May 2015
GET THIS BOOKHigh Liquidity Creation and Bank Failures

We formulate the “High Liquidity Creation Hypothesis” (HLCH) that a proliferation in the core activity of bank liquidity creation increases failure probability. We test the HLCH in the context of Russian banking, which provides a natural field experiment due to numerous failures experienced over the past decade. Using Berger and Bouwman’s (2009) liquidity creation measures as a comprehensive proxy for overall bank output, we find that high liquidity creation significantly increases the probability of bank failure; this finding survives multiple

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Managing Elevated Risk

Managing Elevated Risk
  • Author : Iwan J. Azis,Hyun Song Shin
  • Publisher : Springer
  • Release : 11 December 2014
GET THIS BOOKManaging Elevated Risk

This book discusses the risks and opportunities that arise in Emerging Asia given the context of a new environment in global liquidity and capital flows. It elaborates on the need to ensure financial and overall economic stability in the region through improved financial regulation and other policy measures to minimize the emergent risks. "Managing Elevated Risk: Global Liquidity, Capital Flows, and Macroprudential Policy—An Asian Perspective" also explores the range of policy options that may be deployed to address the

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Liquidity and Crises

Liquidity and Crises
  • Author : Franklin Allen,Elena Carletti,Jan Pieter Krahnen,Marcel Tyrell
  • Publisher : OUP USA
  • Release : 13 January 2011
GET THIS BOOKLiquidity and Crises

One important cause of the 2007-2009 crisis was illiquidity combined with exposure of many financial institutions to liquidity needs. But what is liquidity and why is it so important for financial institutions to command enough liquidity? This book brings together classic articles and recent contributions to this important field.

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Interest Rate Shocks, Competition and Bank Liquidity Creation

Interest Rate Shocks, Competition and Bank Liquidity Creation
  • Author : Thomas Kick
  • Publisher : Anonim
  • Release : 12 August 2022
GET THIS BOOKInterest Rate Shocks, Competition and Bank Liquidity Creation

We study the effects of interest rate shocks (IRS) on banks' liquidity creation. A unique supervisory data set from the Deutsche Bundesbank allows identifying banks' liquidity creation for the real economy and the effects of banking market competition. Here, we employ a novel approach to account for IRS that are both unexpected and effective for a bank's business model. We find that higher individual pricing power in the market lowers banks' liquidity creation, which is in line with theory that

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