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Shadow banking : financial intermediation beyond banks
Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018
Persistent link: https://www.econbiz.de/10011790739
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Market liquidity after the financial crisis
Adrian, Tobias; Fleming, Michael J.; Shachar, Or; Vogt, Erik - 2017 - Revised June 2017
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
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Macro-Financial Stability in the COVID-19 Crisis : Some Reflections
Adrian, Tobias; Natalucci, Fabio; Qureshi, Mahvash Saeed - 2023
, 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
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Market Liquidity after the Financial Crisis
Adrian, Tobias - 2017
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
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Liquidity, leverage, and regulation 10 years after the global financial crisis
Adrian, Tobias; Kiff, John; Shin, Hyun Song - In: Annual review of financial economics 10 (2018), pp. 1-24
Persistent link: https://www.econbiz.de/10011959764
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Liquidity, Leverage, and Regulation 10 Years after the Global Financial Crisis
Adrian, Tobias - 2018
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
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Macroprudential policy : case study from a tabletop exercise
Adrian, Tobias; Fontnouvelle, Patrick de; Yang, Emily; … - 2015
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
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Monetary and Macroprudential Policy with Endogenous Risk
Adrian, Tobias; Duarte, Fernando; Liang, Nellie; … - 2021
We extend the New Keynesian (NK) model to include endogenous risk. Lower interest rates not only shift consumption intertemporally but also conditional output risk via their impact on risk-taking, giving rise to a vulnerability channel of monetary policy. The model fits the conditional output...
Persistent link: https://www.econbiz.de/10013252204
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Dealer balance sheets and bond liquidity provision
Adrian, Tobias; Boyarchenko, Nina; Shachar, Or - 2017 - Revised March 2017
-bond-level transactions, we link changes in liquidity of individual U.S. corporate bonds to dealers’ transaction activity and balance sheet …
Persistent link: https://www.econbiz.de/10011576274
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Dealer Balance Sheets and Bond Liquidity Provision
Adrian, Tobias - 2017
-bond-level transactions, we link changes in liquidity of individual U.S. corporate bonds to dealers' transaction activity and balance sheet …
Persistent link: https://www.econbiz.de/10012966738