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Persistent link: https://www.econbiz.de/10011790739
This paper examines market liquidity in the post-crisis era in light of concerns that regulatory changes might have … considering additional drivers of market liquidity. We document a stagnation of dealer balance sheets after the financial crisis … liquidity. …
Persistent link: https://www.econbiz.de/10011547707
the innovations in the VIX index. Aggregate liquidity can be seen as the rate of change of the aggregate balance sheet of …
Persistent link: https://www.econbiz.de/10014216388
, providing liquidity support for the banking system, and creating several emergency facilities to sustain the flow of credit to …
Persistent link: https://www.econbiz.de/10014258592
This paper examines market liquidity in the post-crisis era in light of concerns that regulatory changes might have … considering additional drivers of market liquidity. We document a stagnation of dealer balance sheets after the financial crisis … liquidity …
Persistent link: https://www.econbiz.de/10012967739
Persistent link: https://www.econbiz.de/10011959764
closely tied to fluctuations in the leverage of market-based financial intermediaries. Offering a window on liquidity, the …
Persistent link: https://www.econbiz.de/10003812553
Persistent link: https://www.econbiz.de/10003856061
regulatory reform agenda, and we review the impact of regulations on market liquidity and credit availability. Current evidence …
Persistent link: https://www.econbiz.de/10012908347
capital requirements; liquidity-based tools such as the liquidity coverage and net stable funding ratios; credit-based tools … such as caps on loan-to-value ratios and margins; capital and liquidity stress testing; and supervisory guidance and moral …
Persistent link: https://www.econbiz.de/10011341899