Narrow search
Showing 1 - 10 of 862
Cover Image
Preferential regulatory treatment and banks' demand for government bonds
Bonner, Clemens - de Nederlandsche Bank - 2014
analysis suggests that preferential treatment in liquidity and capital regulation increases banks' demand for government bonds … beyond their own risk appetite. Liquidity and capital regulation also seem to incentivize banks to substitute other bonds …
Persistent link: https://www.econbiz.de/10010812608
Cover Image
Global liquidity regulation - Why did it take so long?
Bonner, Clemens; Hilbers, Paul - de Nederlandsche Bank - 2015
The purpose of this paper is to assess the history of global liquidity regulation until the revised Basel III proposals … in 2013 and to analyze the interaction of capital regulation and banks' liquidity buffers. Our analysis suggests that … regulating capital is associated with declining liquidity uffers. The interaction of liquidity regulation and monetary policy as …
Persistent link: https://www.econbiz.de/10011127195
Cover Image
The Impact of the LCR on the Interbank Money Market
Bonner, Clemens; Eijffinger, Sylvester - de Nederlandsche Bank - 2012
This paper analyzes the impact of a liquidity requirement similar to the Basel 3 Liquidity Coverage Ratio (LCR) on the … banks from 2005 to 2011, we show that banks which are just above/below their short-term regulatory liquidity requirement pay … liquidity requirement's 30 day horizon. Being close to the minimum liquidity requirement induces banks to increase borrowing …
Persistent link: https://www.econbiz.de/10010757285
Cover Image
Credit, Financial Stability, and the Macroeconomy
Taylor, Alan M. - National Bureau of Economic Research (NBER) - 2015
Since the 2008 global financial crisis, and after decades of relative neglect, the importance of the financial system and its episodic crises as drivers of macroeconomic outcomes has attracted fresh scrutiny from academics, policy makers, and practitioners. Theoretical advances are following a...
Persistent link: https://www.econbiz.de/10011207908
Cover Image
Depositor and Investor Protection in the EU and the Netherlands: A Brief History
Garcia, Gillian; Prast, Henriette - de Nederlandsche Bank - 2003
This paper provides some history of deposit insurance and investor protection in the Netherlands against the background of the history of such protection in the European Union, EU-legislation and the recent changes in the design of financial supervision in the Netherlands. It discusses how...
Persistent link: https://www.econbiz.de/10005101939
Cover Image
Self-Fulfilling Credit Market Freezes
Bebchuk, Lucian; Goldstein, Itay - National Bureau of Economic Research (NBER) - 2010
This paper develops a model of a self-fulfilling credit market freeze and uses it to study alternative governmental responses to such a crisis. We study an economy in which operating firms are interdependent, with their success depending on the ability of other operating firms to obtain...
Persistent link: https://www.econbiz.de/10008635935
Cover Image
Repairing a Mortgage Crisis: HOLC Lending and its Impact on Local Housing Markets
Courtemanche, Charles; Snowden, Kenneth A. - National Bureau of Economic Research (NBER) - 2010
The Home Owners' Loan Corporation purchased more than a million delinquent mortgages from private lenders between 1933 and 1936 and refinanced the loans for the borrowers. Its primary goal was to break the cycle of foreclosure, forced property sales and decreases in home values that was...
Persistent link: https://www.econbiz.de/10008548780
Cover Image
Will the U.S. Bank Recapitalization Succeed? Eight Lessons from Japan
Hoshi, Takeo; Kashyap, Anil - National Bureau of Economic Research (NBER) - 2008
During the financial crisis that started in 2007, the U.S. government has used a variety of tools to try to rehabilitate the U.S. banking industry. Many of those strategies were used also in Japan to combat its banking problems in the 1990s. There are also a surprising number of other...
Persistent link: https://www.econbiz.de/10005037672
Cover Image
Modelling the liquidity ratio as macroprudential instrument
End, Jan Willem van den; Kruidhof, Mark - de Nederlandsche Bank - 2012
The Basel 3 Liquidity Coverage Ratio (LCR) is a micro prudential instrument to strengthen the liquidity position of … regulatory rule can have negative externalities. We simulate the systemic implications of the LCR by a liquidity stress …
Persistent link: https://www.econbiz.de/10010543516
Cover Image
A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio
End, Jan Willem van den - de Nederlandsche Bank - 2013
policy to mitigate liquidity risk. We inspect the LTD trends and cycles of 11 euro area countries by filtering methods and …
Persistent link: https://www.econbiz.de/10010822694