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findings support the Basel III focus on banks’ core capital and on funding liquidity risks. They also call for a more …
Persistent link: https://www.econbiz.de/10009002549
the insulation effect produced by capital and liquidity buffers on bank risk was lower for banks operating in countries …
Persistent link: https://www.econbiz.de/10010686842
This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that includes quarterly balance sheet information for listed banks operating in the European Union and the United States in the last decade, we find evidence that unusually low...
Persistent link: https://www.econbiz.de/10008541295
fundamental role of liquidity transformation performed by financial intermediaries. We claim that the changing role of banks from …
Persistent link: https://www.econbiz.de/10005033430
other indicators (i.e. size, liquidity and capitalization), traditionally used in the bank lending channel literature to …
Persistent link: https://www.econbiz.de/10005037602