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Modelling the liquidity ratio as macroprudential instrument

End, Jan-Willem van den; Kruidhof, Mark - In: Journal of banking regulation 14 (2013) 2, pp. 91-106

Persistent link: https://www.econbiz.de/10010355913

Cournot fire sales

Eisenbach, Thomas M.; Phelan, Gregory - 2018

Persistent link: https://www.econbiz.de/10011891520

Sketching a roadmap for systemic liquidity stress tests

Hałaj, Grzegorz; Henry, Jérôme - In: Journal of risk management in financial institutions 10 (2016/2017) 4, pp. 319-340

Persistent link: https://www.econbiz.de/10011753937

Cournot fire sales

Eisenbach, Thomas M.; Phelan, Gregory - 2018

illiquid assets or underprovision of liquidity. We investigate whether imperfect competition (Cournot) improves welfare through … internalizing the externality and find that this is far from guaranteed. In a standard model of liquidity shocks, when liquidity is … sufficiently scarce, Cournot competition leads to even less liquidity than the Walrasian equilibrium. In a standard model of …

Persistent link: https://www.econbiz.de/10011806238

Rollover risk, liquidity and macroprudential regulation

Ahnert, Toni - In: Journal of money, credit and banking : JMCB 48 (2016) 8, pp. 1753-1785

Persistent link: https://www.econbiz.de/10011707954

The different roles of liquidity and capital in preventing financial crises : insights from a Post-Keynesian model

Docherty, Peter - In: Review of Keynesian economics 12 (2024) 2, pp. 159-180

Persistent link: https://www.econbiz.de/10014558545

Too big to fail : the hazards of bank bailouts

Stern, Gary H.; Feldman, Ron J. - 2004

Persistent link: https://www.econbiz.de/10001804341

Systemic financial crisis : resolving large bank insolvencies

Bollard, Alan E. - In: Reserve Bank of New Zealand bulletin 67 (2004) 4, pp. 35-41

Persistent link: https://www.econbiz.de/10002549871

The Saving and Loan Insolvencies and the Costs of Financial Crises

Field, Alexander J. - 2016

At the time they occurred, the savings and loan insolvencies were considered the worst financial crisis since the Great Depression. Contrary to what was then believed, and in sharp contrast with 2007-09, they in fact had little macroeconomic significance. S&L remediation cost between 2 and 3...

Persistent link: https://www.econbiz.de/10013006290

When Time Is Not on Our Side : The Costs of Regulatory Forbearance in the Closure of Insolvent Banks

Cole, Rebel A. - 2017

In this paper, we empirically estimate the costs of delay in the FDIC's closures of 433 commercial banks between 2007 and 2014 based upon a counterfactual closure regime. We find that the costs of delay could have been as high as $18.5 billion, or 37% of the FDIC's estimated costs of closure of...

Persistent link: https://www.econbiz.de/10012970582