Showing 1 - 10 of 117
Banks’ liquidity holdings are comfortably above legal or prudential requirements in most Central American countries …. While good for financial stability, high systemic liquidity may nonetheless hinder monetary policy transmission and … precautionary liquidity buffers is associated with measures of bank size, profitability, capitalization, and financial development …
Persistent link: https://www.econbiz.de/10011142020
As part of Basel III reforms, the NSFR is a new prudential liquidity rule aimed at limiting excess maturity …
Persistent link: https://www.econbiz.de/10011142026
structural liquidity positions in 2007Q2 to estimate the impact of exposure to market freezes during 2007–08 on the supply of … particular, banks that were ex-ante more dependent on market funding and had lower structural liquidity reduced the supply of …
Persistent link: https://www.econbiz.de/10011142046
liquidity risk. We find an inverted U-shaped relationship between capital requirements and bank lending, efficiency, and welfare …, with their benefits turning into costs beyond a certain requirement threshold. By contrast, liquidity requirements reduce … lending, efficiency and welfare significantly. The costs of high capital and liquidity requirements represent a lower bound on …
Persistent link: https://www.econbiz.de/10011142059
This paper provides a definition of global liquidity consistent with its meaning as the “ease of financing†in … also the cyclical impact of global liquidity, with sensitivities of flows to banks decreasing with stronger macroeconomic …
Persistent link: https://www.econbiz.de/10011142075
We examine the impact of banks’ exposure to market liquidity shocks through wholesale funding on their supply of …
Persistent link: https://www.econbiz.de/10011142090
the existence of the structural liquidity in the banking system; bank’s unwillingness to lock up liquidity in the NBP … also shows the effectiveness of the NBP’s responses to the financial crisis and structural liquidity surplus. …
Persistent link: https://www.econbiz.de/10011142119
countries’ sovereign CDS spreads are largely driven by global investor sentiment, macroeconomic fundamentals and liquidity … drop in liquidity and a spike in risk aversion contributed to high spreads in Central and Eastern and South …
Persistent link: https://www.econbiz.de/10011142168
This paper examines how the financial activities of non-financial corporates (NFCs) in international markets potentially affects domestic monetary aggregates and financial conditions. Monetary aggregates reflect, in part, the activities of NFCs, who channel capital market financing into the...
Persistent link: https://www.econbiz.de/10011142187
This paper explores the effect of U.S. unconventional monetary policy (QE2) on a group of frontier developing economies (FDEs) in Asia. This paper finds that spillovers emanating from the U.S. on FDEs in Asia have been small. The relative insulation of emerging Asia from the global financial...
Persistent link: https://www.econbiz.de/10011163125