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  • Search: subject_exact:"Bank liquidity"
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Year of publication
Subject
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Bank liquidity 7,376 Bankenliquidität 7,291 Theorie 2,131 Theory 2,128 Liquidity 1,911 Liquidität 1,838 Finanzkrise 1,816 Financial crisis 1,807 Bank 1,497 Banking crisis 1,459 Bankenkrise 1,457 Monetary policy 1,296 Geldpolitik 1,291 Basel Accord 1,219 Basler Akkord 1,219 Bank regulation 1,207 Bankenregulierung 1,207 Bank risk 1,118 Bankrisiko 1,118 Kreditgeschäft 1,021 Bank lending 1,019 Credit risk 852 Kreditrisiko 823 Geldmarkt 762 Money market 759 Zentralbank 682 Central bank 680 Welt 674 World 674 Betriebliche Liquidität 663 Corporate liquidity 663 USA 577 United States 577 Risk management 512 Risikomanagement 486 EU countries 472 EU-Staaten 472 Bankenaufsicht 439 Banking supervision 430 Systemic risk 384
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Online availability
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Free 3,776 Undetermined 1,426 CC license 122
Type of publication
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Book / Working Paper 4,399 Article 3,244 Journal 8
Type of publication (narrower categories)
All
Article in journal 2,823 Aufsatz in Zeitschrift 2,823 Graue Literatur 2,025 Non-commercial literature 2,025 Working Paper 1,850 Arbeitspapier 1,844 Aufsatz im Buch 338 Book section 338 Hochschulschrift 147 Thesis 89 Collection of articles of several authors 69 Sammelwerk 69 Collection of articles written by one author 41 Sammlung 41 Conference paper 34 Konferenzbeitrag 34 Konferenzschrift 31 Aufsatzsammlung 29 Amtsdruckschrift 23 Government document 23 Conference proceedings 17 Bibliografie enthalten 16 Bibliography included 16 Article 8 Dissertation u.a. Prüfungsschriften 8 Rezension 7 Case study 6 Fallstudie 6 Glossar enthalten 6 Glossary included 6 Lehrbuch 5 Handbook 4 Handbuch 4 Accompanied by computer file 3 Bibliografie 3 Elektronischer Datenträger als Beilage 3 Gesetz 3 Law 3 Systematic review 3 Textbook 3
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Language
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English 6,875 German 302 Undetermined 270 French 63 Spanish 32 Russian 29 Italian 21 Hungarian 16 Polish 10 Norwegian 9 Ukrainian 7 Danish 6 Croatian 3 Dutch 3 Portuguese 3 Serbian 3 Czech 2 Bulgarian 1 Finnish 1 Latvian 1 Romanian 1 Slovak 1 Turkish 1
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Author
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Acharya, Viral V. 92 Martin, Antoine 60 Fecht, Falko 57 Goldberg, Linda S. 49 Shin, Hyun Song 46 Peydró, José-Luis 44 Berger, Allen N. 43 Strahan, Philip E. 35 Ratnovski, Lev 34 Diamond, Douglas W. 31 Gorton, Gary 31 Keister, Todd 31 Bindseil, Ulrich 30 Carlson, Mark 30 McAndrews, James Joseph 28 Perotti, Enrico 28 Ongena, Steven 27 Rajan, Raghuram Govind 27 Freixas, Xavier 26 Nyborg, Kjell G. 26 Afonso, Gara 25 Bech, Morten L. 24 Merrouche, Ouarda 24 Weill, Laurent 23 Calomiris, Charles W. 22 Carletti, Elena 22 Goodhart, Charles A. E. 22 Hoerova, Marie 22 Rochet, Jean-Charles 22 Skeie, David 22 Steffen, Sascha 22 Yorulmazer, Tanju 22 Agénor, Pierre-Richard 21 Bouwman, Christa H. S. 21 Cassola, Nuno 21 Claessens, Stijn 21 Craig, Ben R. 21 End, Jan-Willem van den 20 Rocholl, Jörg 20 Adrian, Tobias 19
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Institution
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International Monetary Fund (IMF) 215 International Monetary Fund 137 National Bureau of Economic Research 107 Basel Committee on Banking Supervision 42 Federal Reserve Bank of New York 41 Federal Reserve Bank of Chicago 17 Internationaler Währungsfonds 12 European Parliament / Directorate-General for Internal Policies of the Union 11 Europäische Zentralbank 9 European Central Bank 8 International Monetary Fund / Monetary and Capital Markets Department 6 SUERF - The European Money and Finance Forum 6 Federal Reserve Bank of Cleveland 5 Federal Reserve Board (Board of Governors of the Federal Reserve System) 5 Internationaler Währungsfonds / Monetary and Exchange Affairs Department 5 USA / Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises 4 Europäisches Währungsinstitut / Working Group on EU Payment Systems 3 Federal Reserve Bank of Boston 3 Federal Reserve Bank of St. Louis 3 Internationaler Währungsfonds / Monetary and Capital Markets Department 3 Norges Bank 3 OECD 3 Reserve Bank of Australia 3 USA / Congress / Senate / Committee on Banking, Housing and Urban Affairs 3 Bank für Internationalen Zahlungsausgleich 2 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 2 Books on Demand GmbH <Norderstedt> 2 Bureau of Business Research <Urbana, Ill.> 2 C.E.P.R. Discussion Papers 2 College of Commerce and Business Administration <Urbana, Ill.> 2 Danmarks Nationalbank 2 European System of Central Banks / International Relations Committee 2 Federal Reserve Bank of Richmond 2 Federal Reserve System / Division of Research and Statistics 2 Financial Stability Board 2 Institute of European Finance <Bangor, Gwynedd> 2 Narodowy Bank Polski 2 Springer Fachmedien Wiesbaden 2 The Wharton Financial Institutions Center 2 Universitat Pompeu Fabra / Departament d'Economia i Empresa 2
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Published in...
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Journal of banking & finance 127 IMF Staff Country Reports 126 NBER working paper series 104 Working paper / National Bureau of Economic Research, Inc. 90 Working paper series / European Central Bank 90 Journal of financial stability 89 IMF Working Papers 84 IMF working papers 78 Discussion paper / Centre for Economic Policy Research 75 NBER Working Paper 75 Staff reports / Federal Reserve Bank of New York 64 Discussion papers / CEPR 61 Journal of money, credit and banking : JMCB 54 Discussion paper 53 Finance and economics discussion series 51 ECB Working Paper 44 The journal of financial crises 44 Journal of financial intermediation 43 International journal of central banking : IJCB 40 Journal of economic dynamics & control 39 Journal of financial economics 39 Working paper 39 Finance research letters 34 IMF Working Paper 33 Speech / Federal Reserve Bank of New York 33 FEDS Working Paper 32 Journal of international financial markets, institutions & money 31 Journal of monetary economics 30 Research paper series / Swiss Finance Institute 30 FRB of New York Staff Report 29 Working papers / Bank for International Settlements 29 DNB working paper 27 Staff working papers / Bank of England 27 IMF working paper 26 Journal of international money and finance 26 Bank of Finland research discussion papers 25 International review of financial analysis 25 Journal of risk management in financial institutions 25 Research in international business and finance 25 Working papers / Financial Institutions Center 25
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Source
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ECONIS (ZBW) 7,272 RePEc 344 USB Cologne (EcoSocSci) 15 EconStor 14 ArchiDok 4 Other ZBW resources 2
Showing 1 - 50 of 7,651
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Digital euro: short-term effects on the liquidity of German banks considering holding limits
Fritz, Benedikt; Krüger, Ulrich; Wong, Lui Hsian - 2024
We examine the impact of introducing a digital euro, as currently conceptualized in the proposal by the European Commission, on the liquidity situation of banks in Germany. The analyses are the basis for assessing the effects of a digital euro on banks' liquidity, as presented in the 11th Annual...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015135322
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Bank culture and bank liquidity creation
Nguyen Loan Quynh Thi; Luu Duc Toan Huynh - In: Corporate governance : an international review 32 (2024) 6, pp. 1087-1109
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The impact of capital and liquidity requirements on the lending ability of banks in Pakistan
Siddiqui, Talha Ahmed; Iftikhar, Syed Faizan; Iftikhar, … - In: Pakistan journal of applied economics : PJAE 34 (2024) 1, pp. 71-92
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Assortative matching, interbank markets, and monetary policy
Bittner, Christian; Jamilov, Rustam; Saidi, Farzad - 2025
We develop a quantitative macroeconomic framework with heterogeneous financial intermediaries and active liquidity management. In the model, banks manage uninsured, idiosyncratic deposit withdrawal risk through an iterative over-the-counter interbank market with endogenous intensive and...
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Forecasting banking system liquidity using payment system data in Uzbekistan
Makhmudov, Shakhzod Abdullaevich - 2025
Forecasting banking system liquidity is crucial for the effective monetary policy implementation. This study investigates the effectiveness of various econometric and machine learning models in predicting the autonomous factors of banking system liquidity. The research compares widely used...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015198517
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When banks hold back : credit and liquidity provision
Altavilla, Carlo; Rostagno, Massimo; Schumacher, Julian - 2025
Banks are reluctant to tap central bank backup liquidity facilities and use the borrowed funds for loans to the real economy. We show that excessively parsimonious borrowing and lending can arise in a stigma-free model where the banking sector has an incentive to overissue deposits. Banks don't...
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Pricing liquidity support : a PLB for Switzerland
Monnet, Cyril; Niepelt, Dirk; Taudien, Remo - 2025
The proposed revision of the Swiss Banking Act introduces a public liquidity backstop (PLB) for distressed systemically important banks (SIBs), in part to facilitate resolution. We examine the impact of the PLB on fiscal balances, societal welfare, and the incentives of bank shareholders and...
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Likviditetsrisiko i banksystemet : en ny modell og en stresstest med et cyberscenario
Erard, Monique; Haugen, Charlotte Høeg; Winje, Hanna - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325261
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Leverage actually : the impact on banks' borrowing costs in euro area money markets
Andreeva, Desislava Č.; Samarina, Anna; Sousa Faria, Lara - 2025
This paper explores the impact of the regulatory leverage ratio (LR) on banks' demand for reserves and thus the pricing of overnight liquidity in the euro area money markets. We use daily transaction-level money market data during the period between January 2017 - February 2023 and examine the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330342
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What difference does central bank digital currency make? : insights from an agent-based model
Hess, Simon - 2025
This paper studies the effects of introducing a Central Bank Digital Currency (CBDC) on economic output, bank intermediation and financial stability in a closed economy using an Agentbased Stock Flow Consistent (AB-SFC) Model. Thereby a digital bank run is simulated across various economic...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015386594
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Bank capital structure, valuation adjustments and financial market liquidity
Cerrato, Mario; Mei, Shengfeng - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015398653
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Navigating banking resilience : bail-ins & bailouts in the Czech banking sector
Švéda, Josef - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015397728
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Better than risk-free : reserve premiums and bank lending
Kim, Raymond - 2025
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In the shadow of shadow banking : a liquidity perspective
Liu, Zehao; He, Ping; Xie, Chengbo - In: Theoretical economics : TE ; an open access journal in … 20 (2025) 1, pp. 131-168
Liquidity requirements for commercial banks improve risk-sharing for depositors. Nevertheless, shadow banks, issuing securities with lower liquidity, operate outside such regulatory constraints. In an economy featuring shadow banks with a constant level of liquidity for shadow bank securities,...
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Liquidity, collateral quality and interest rate
Ahn, Jung-Hyun; Bignon, Vincent; Breton, Régis; … - 2025
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The prudential toolkit with shadow banking
Hachem, Kinda; Kunci, Martin - 2025 - Revised March 2025
Several countries now require banks or money market funds to impose state-contingent costs on shortterm creditors to absorb financial stress. We study these requirements as part of the broader prudential toolkit in a model with five key ingredients: banks may face an aggregate stress state with...
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Bank economic capital
Hirtle, Beverly J.; Plosser, Matthew C. - 2025
Conventional measures of bank solvency fail to account for the unique liquidity risks posed by deposits. Using public regulatory data, we develop a novel measure, economic capital, that jointly quantifies the impact of credit, liquidity, and market risk on bank solvency. We validate that...
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Competition in the Colombian banking sector
Pérez-Reyna, David; Rodríguez Barraquer, Tomás; … - 2025
In this paper, we analyze the competition in the Colombian banking sector using bank-level monthly balance sheet information. We estimate the changes in measures of market power due to the exogenous introduction of a liquidity regulation. Our results suggest that introducing a net stable funding...
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Bank transparency, asset and liquidity risks
Chen, Yehning; Hasan, Iftekhar; Takalo, Tuomas - 2025
We study the effects of bank transparency on both banks' asset and liquidity risks, and ultimately, on banking sector stability and welfare. We show how enhanced bank transparency increases banks' vulnerability to excessive deposit outflows, but this threat of a liquidity crisis incentivizes...
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US Treasury market default risk and global interbank liquidity risk
Cottrell, Simon; Lei, Jinghua; Ma, Yihong; Delpachitra, … - In: Borsa Istanbul Review 25 (2025) 1, pp. 66-78
Using Credit Default Swaps (CDS) on sovereign bonds, we investigate whether US sovereign default risk is a greater driving factor of domestic interbank funding risk than domestic sovereign default risk across the five Libor counties including Canada and Australia. We use equivalent-country...
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Caudillo banking : political instability and banking fragility in Mexico, 1925-1929
Dávalos, Jorge; Flores Zendejas, Juan; Nodari, Gianandrea - 2025
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A granular look into firms' cash portfolios
Yook, Youngsuk - 2025
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The contingent term repot facility : lessons learned and an update
Chen, Jessie Ziqing; Chu, Parnell; Kinnear, Scott - 2025
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Bank liquidity supply and corporate investment during the 2008-2009 financial crisis
Zhang, Wei - 2025
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Asset pricing and the Covid-19 deposit glut : an application of liquidity preference theory
Bezemer, Dirk Johan; Senner, Richard - 2025
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Money creation in a neoclassical economy : equilibrium multiplicity and the liquidity trap
Altermatt, Lukas; Buggenum, Hugo van; Voellmy, Lukas - 2025
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The lending implications of banks holding excess capital
Pillay, Neryvia; Makrelov, Konstantin - In: The South African journal of economics 93 (2025) 1, pp. 27-42
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How the Federal Reserve got so huge, and why and how it can shrink
Nelson, William R. - In: Southern economic journal 91 (2025) 4, pp. 1287-1322
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Liquidity dynamics of banks in emerging market economies
Mashamba, Tafirei - In: Journal of central banking theory and practice 11 (2022) 1, pp. 179-206
This study examines the liquidity dynamics of banks in emerging market economies. Using annual data of 91 commercial banks from 11 countries, the study established that banks in emerging markets have target liquidity ratios they pursue and partially adjust due to market frictions. Overall, risk...
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The leading role of bank supply shocks
Bonilla-Mejía, Leonardo; Villamizar-Villegas, Mauricio; … - 2022
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Investigation on the credit risk transfer effects on the banking stability and performance
Younes, R. - In: Cogent economics & finance 10 (2022) 1, pp. 1-21
Considered among of the main causes of the 2007 financial crisis, the credit risk transfer activities deserve nowadays particular attention. This study discusses the continuous effectiveness of the credit risk transfer activities by investigating their effects on the bank risk, liquidity and...
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Banking on snow : bank capital, risk, and employment
Baumgartner, Simon; Stomper, Alex; Schober, Thomas; … - 2022
How does small-firm employment respond to exogenous labor productivity risk? We find that this depends on the capitalization of firms' local banks. The evidence comes from firms offering (quasi-) fixed employment to workers whose productivity depends on the weather. Weather risk reduces this...
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Digital euro: Short-term effects on the liquidity of German banks considering holding limits
Fritz, Benedikt; Krüger, Ulrich; Wong, Lui Hsian - 2024
We examine the impact of introducing a digital euro, as currently conceptualized in the proposal by the European Commission, on the liquidity situation of banks in Germany. The analyses are the basis for assessing the effects of a digital euro on banks' liquidity, as presented in the 11th Annual...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015165645
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Contagion mechanism of liquidity risk in the interbank network
Chen, Naixi; Fan, Hong; Pang, Congyuan - In: Economic modelling 140 (2024), pp. 1-12
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The impact of climate risk on bank profitability through liquidity creation channel : empirical evidence from G7 countries
Lee, Seungho; Alam, Md. Zahangir - In: The journal of asset management : a major new, … 25 (2024) 7, pp. 726-739
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Navigating bank risk-taking under excess liquidity : the moderating role of economic policy uncertainty and lessons from the Global Financial Crisis
Thanh Cong Nguyen; Nguyen Vu Hong Thai; Schinckus, … - In: Cogent economics & finance 12 (2024) 1, pp. 1-13
The study investigates the moderation effect of economic policy uncertainty (EPU) towards the relationship between excess liquidity and bank risk-taking as well as explores its stronger impact in countries severely affected by the 2008 Global Financial Crisis (GFC). Using System Generalized...
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Liquidity creation and banking stability : an approach using the Bayes method
Thanh Nga Thi Tran - In: Cogent economics & finance 12 (2024) 1, pp. 1-15
This research used the Bayesian method and Gibbs sampling algorithm on an unbalanced database and examined the impacts of the liquidity creation (LC) on the financial stability (FS) of the banks in Southeast Asian countries from 2007 to 2021. With both 'Cat Fat' and 'Cat Nonfat' method, the...
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Aim, focus, shoot : the choice of appropriate and effective macroprudential instruments
Azzone, Michele; Pirovano, Mara - 2024
We examine the issue of the appropriate selection of macroprudential instruments according to the vulnerabilities identified and the policymakers' objectives using a version of the 3D DSGE model following Mendicino et al. (2020) and Hinterschweiger et al. (2021) calibrated for the euro area. We...
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Price dynamics and liquidity in financial markets
Larsen, Lars Christian - 2024 - First edition
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015177020
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A dealer's funding liquidity risk and its money market trades in the 2007/08 crisis
Fecht, Falko; Reitz, Stefan; Weber, Patrick - In: Journal of financial stability 75 (2024), pp. 1-15
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The effectiveness of macroprudential policies during the Covid-19 pandemic in sub-Saharan Africa
Baudino, Patrizia; Guerra, Rebecca; Djigbenou, Marie Louise - 2024
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Navigating liquidity stress: operational readiness for central bank support
Coelho, Rodrigo; Drehmann, Mathias; Murphy, Diarmuid; … - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015211626
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International banking and nonbank financial intermediation : global liquidity, regulation, and implications
Buch, Claudia M.; Goldberg, Linda S. - 2024
Global liquidity flows are largely channeled through banks and nonbank financial institutions. The common drivers of global liquidity flows include monetary policy in advanced economies and risk conditions. At the same time, the sensitivities of liquidity flows to changes in these drivers differ...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014501217
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Foreign currency liquidity risk management at Japanese major banks : efforts and enhancement
Nihon Ginkō / Kin'yū shisutemu ginkō shinsabu; Japan … - In: Bank of Japan review (2024) 3, pp. 1-8
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015187788
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Risk-to buffer : setting cyclical and structural banks capital requirements through stress tests
Couaillier, Cyril; Scalone, Valerio - 2024
In this paper, we propose a new framework to jointly calibrate cyclical and structural capital requirements. For this, we integrate a non-linear macroeconomic model and a stress test model. In the macroeconomic model, the severity of the scenarios depends on the level of cyclical risk....
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The not-so-hidden risks of "hidden-to-maturity" accounting : on depositor runs and bank resilience
Feinstein, Zachary; Hałaj, Grzegorz; Søjmark, Andreas - 2024
We build a balance sheet-based model to capture run risk, i.e., a reduced potential to raise capital from liquidity buffers under stress, driven by depositor scrutiny and further fuelled by fire sales in response to withdrawals. The setup is inspired by the Silicon Valley Bank (SVB) meltdown in...
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News sentiment and liquidity risk forecasting : insights from Iranian Banks
Mirashk, Hamed; Albadvi, Amir; Kargari, Mehrdad; … - In: Risks : open access journal 12 (2024) 11, pp. 1-32
This study addresses the critical challenge of predicting liquidity risk in the banking sector, as emphasized by the Basel Committee on Banking Supervision. Liquidity risk serves as a key metric for evaluating a bank's short-term resilience to liquidity shocks. Despite limited prior research,...
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The effects of stress testing on US banks' off-balance sheet activities
Calice, Giovanni; Savoia, Francesco - In: Financial markets, institutions & instruments 33 (2024) 4, pp. 447-475
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Risk-to buffer : setting cyclical and structural banks capital requirements through stress tests
Couaillier, Cyril (contributor);  … - European Central Bank - 2024
In this paper, we propose a new framework to jointly calibrate cyclical and structural capital requirements. For this, we integrate a non-linear macroeconomic model and a stress test model. In the macroeconomic model, the severity of the scenarios depends on the level of cyclical risk....
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Competition, liquidity creation and bank stability
Vuong Thao Tran; Nguyen, Hoa - In: Accounting and finance 64 (2024) 2, pp. 2111-2146
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