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When liquidity risk becomes a systemic issue : empirical evidence of bank behaviour

End, Jan-Willem van den; Tabbae, Mostafa - In: Journal of financial stability 8 (2012) 2, pp. 107-120

Persistent link: https://www.econbiz.de/10009655661

When liquidity risk becomes a macro-prudential issue : empirical evidence of bank behaviour

End, Jan-Willem van den; Tabbae, Mostafa - 2009

Persistent link: https://www.econbiz.de/10003912742

Liquidity stress-tester : do Basel III and unconventional monetary policy work?

End, Jan-Willem van den - In: Applied financial economics 22 (2012) 13/15, pp. 1233-1257

Persistent link: https://www.econbiz.de/10009625378

A macroprudential approach to address liquidity risk with the loan-to-deposit ratio

End, Jan-Willem van den - 2013

Persistent link: https://www.econbiz.de/10009714474

Liquidity stress-tester: do Basel III and unconventional monetary policy work?

End, Jan-Willem van den - 2010

Persistent link: https://www.econbiz.de/10008758061

Financial cycles and macroprudential policy

End, Jan-Willem van den - In: Financial cycles and real economy : lessons for CESEE …, (pp. 293-301). 2014

Persistent link: https://www.econbiz.de/10010437928

Liquidity stress-tester : a model for stress-testing banks' liquidity risk

End, Jan-Willem van den - In: CESifo economic studies : CESifo, a joint initiative of … 56 (2010) 1, pp. 38-69

This article presents a stress-testing model for liquidity risks of banks. It takes into account the first- and second-round (feedback) effects of shocks, induced by reactions of heterogeneous banks, and reputation effects. The impact on liquidity buffers and the probability of a liquidity...

Persistent link: https://www.econbiz.de/10003944301

Liquidity stress-tester : a macro model for stress-testing banks' liquidity risk

End, Jan-Willem van den - 2008

Persistent link: https://www.econbiz.de/10003704555

Banks' responses to funding liquidity shocks : lending adjustment, liquidity hoarding and fire sales

Haan, Leo de; End, Jan-Willem van den - 2011

Persistent link: https://www.econbiz.de/10009011409

Banks’ responses to funding liquidity shocks : lending adjustment, liquidity hoarding and fire sales

Haan, Leo de; End, Jan-Willem van den - In: Journal of international financial markets, … 26 (2013), pp. 152-174

Persistent link: https://www.econbiz.de/10010234929