Search Results - subject:"Maturity mismatch"

Pecuniary externalities, bank overleverage, and macroeconomic fragility

Kato, Ryo; Tsuruga, Takayuki - 2020

Pecuniary externalities in models with financial friction justify macroprudential policies for preventing economic agents'excessive risk taking. We extend the Diamond and Rajan (2012) model of banks with the production factors and explore how a pe- cuniary externality affects a bank's leverage....

Persistent link: https://www.econbiz.de/10012430030

The effect of maturity mismatch between investing and financing on audit pricing

Yin, Hong; Zhang, Ruo Nan - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 9, pp. 51-61

Persistent link: https://www.econbiz.de/10012670777

Pecuniary externalities, bank overleverage, and macroeconomic fragility

Kato, Ryo; Tsuruga, Takayuki - 2020

Persistent link: https://www.econbiz.de/10012195599

A macro-financial perspective to analyse maturity mismatch and default

Wang, Xuan - 2020

The Basel Committee proposed the Net Stable Funding Ratio (NSFR) to curb excessive maturity mismatch of the banking … featuring banks' maturity mismatch and the moral hazard due to costly monitoring. First, I show that a tightening of the NSFR to …

Persistent link: https://www.econbiz.de/10012427585

Liquidity risk drivers and bank business models

Galletta, Simona; Mazzù, Sebastiano - In: Risks 7 (2019) 3, pp. 1-18

This paper examines the bank liquidity risk while using a maturity mismatch indicator of loans and deposits (LTDm …

Persistent link: https://www.econbiz.de/10013200507

Liquidity risk drivers and bank business models

Galletta, Simona; Mazzù, Sebastiano - In: Risks : open access journal 7 (2019) 3/89, pp. 1-18

This paper examines the bank liquidity risk while using a maturity mismatch indicator of loans and deposits (LTDm …

Persistent link: https://www.econbiz.de/10012126481

Uncertainty and the shadow banking crisis : estimates from a dynamic model

Tian, Xu - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1469-1496

Persistent link: https://www.econbiz.de/10012887613

The impact of liquidity risk in the Chinese banking system on the global commodity markets

Jo, Yonghwan; Kim, Jihee; Santos, Francisco - In: Journal of empirical finance 66 (2022), pp. 23-50

Persistent link: https://www.econbiz.de/10013370586

Central bank communication, corporate maturity mismatch and innovation

Han, Xun; Ma, Sichao; Peng, Yuchao; Xie, Xinyan - In: International review of financial analysis 84 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013472946

Bank liquidity hoarding and corporate maturity mismatch : evidence from China

Ma, Sichao; Peng, Yuchao; Wu, Wanting; Zhu, Feifei - In: Research in international business and finance 63 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10014248940

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