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International banking and liquidity risk transmission : lessons from across countries
Buch, Claudia M.; Goldberg, Linda S. - 2014
studies conducted in 11 countries to explore liquidity risk transmission. Among the main results is, first, that explanatory … power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk … management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial …
Persistent link: https://www.econbiz.de/10010393856
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International banking and liquidity risk transmission : lessons from across countries
Buch, Claudia M.; Goldberg, Linda S. - 2014
studies conducted in eleven countries to explore liquidity risk transmission. Among the main results is, first, that … explanatory power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk … management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial …
Persistent link: https://www.econbiz.de/10010404142
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Trade uncertainty and U.S. bank lending
Correa, Ricardo; Di Giovanni, Julian; Goldberg, Linda S.; … - 2023
This paper uses U.S. loan-level credit register data and the 2018-2019 Trade War to test for the effects of international trade uncertainty on domestic credit supply. We exploit cross-sectional heterogeneity in banks' ex-ante exposure to trade uncertainty and find that an increase in trade...
Persistent link: https://www.econbiz.de/10014426248
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Time variation in asset price response to macro announcements
Goldberg, Linda S.; Grisse, Christian - 2013
the level of policy rates at the time of the news release, and risk conditions: Government bond yields increase in … response to good news, but less so when risk is elevated. Risk conditions matter since they can capture the effects of … objectives of central banks, and the effect of news announcements on the risk premium. …
Persistent link: https://www.econbiz.de/10010333621
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Time variation in asset price response to macro announcements
Goldberg, Linda S.; Grisse, Christian - 2013
the level of policy rates at the time of the news release, and risk conditions: Government bond yields increase in … response to "good news," but less so when risk is elevated. Risk conditions matter since they can capture the effects of … objectives of central banks, and the effect of news announcements on the risk premium. …
Persistent link: https://www.econbiz.de/10009787494
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International banking and liquidity risk transmission: Lessons from across countries
Buch, Claudia M.; Goldberg, Linda S. - 2014
studies conducted in eleven countries to explore liquidity risk transmission. Among the main results is, first, that … explanatory power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk … management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial …
Persistent link: https://www.econbiz.de/10011340974
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Cross-border prudential policy spillovers: How much? how important? Evidence from the International Banking Research Network
Buch, Claudia M.; Goldberg, Linda S. - 2016
The development of macroprudential policy tools has been one of the most significant changes in banking regulation in recent years. In this multi-study initiative of the International Banking Research Network, researchers from fifteen central banks and two international organizations use...
Persistent link: https://www.econbiz.de/10011796444
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The Fed's central bank swap lines and FIMA repo facility
Choi, Mark; Goldberg, Linda S.; Lerman, Robert Irving; … - 2021
Building on the facility design and application experience from the period of the global financial crisis, in March 2020 the Federal Reserve eased the terms on its standing swap lines in collaboration with other central banks, reactivated temporary swap agreements, and then introduced the new...
Persistent link: https://www.econbiz.de/10012703476
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Trade uncertainty and U.S. bank lending
Correa, Ricardo; Di Giovanni, Julian; Goldberg, Linda S.; … - 2023
This paper uses U.S. loan-level credit register data and the 2018-2019 Trade War to test for the effects of international trade uncertainty on domestic credit supply. We exploit cross-sectional heterogeneity in banks' ex-ante exposure to trade uncertainty and find that an increase in trade...
Persistent link: https://www.econbiz.de/10014480556
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The shifting drivers of global liquidity
Avdjiev, Stefan; Gambacorta, Leonardo; Goldberg, Linda S.; … - 2017
The post-crisis period has seen a considerable shift in the composition and drivers of international bank lending and … international bank lending to global risk conditions declined considerably after the crisis and became similar to that of … less well capitalized. By contrast, the post-crisis fall in the sensitivity of international bank lending to global risk …
Persistent link: https://www.econbiz.de/10011942764