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Liedorp, Franka; Mosch, Robert; Cruijsen, Carin van der; … - de Nederlandsche Bank - 2011

Following Eijffinger and Geraats (2006), we construct an index of transparency of banking supervisors that takes political, economic, procedural, policy and operational transparency into account. Based on a survey, we construct the index for 24 banking supervisors. There are large differences...

Persistent link: https://www.econbiz.de/10009144152

Knowledge and Opinions about Banking Supervision: Evidence from a Survey of Dutch Households

Cruijsen, Carin van der; Haan, Jakob de; Jansen, David-Jan - de Nederlandsche Bank - 2010

What does the general public know about banking supervision? What objectives does the public think bank supervisors should pursue? We investigate these issues using a survey among Dutch households. First, we find that the public's knowledge about banking supervision is far from perfect. We also...

Persistent link: https://www.econbiz.de/10008783626

Who pays for banking supervision? Principles and practices

Masciandaro, Donato; Nieto, Maria; Prast, Henriette - de Nederlandsche Bank - 2007

This paper focuses on the financing of banking supervision. Countries are classified according to who finances banking supervision the tax payer and/or the supervised industry -, and how the budget and fees are determined. We show that funding regimes differ across countries. Public funding is...

Persistent link: https://www.econbiz.de/10005101845

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

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

The crisis of 2007-2009 has shown that financial market turbulence can lead to huge funding liquidity problems for … liquidity management are modelled in a panel Vector Autoregressive (p-VAR) framework. Orthogonalized impulse responses reveal … that banks respond to a negative funding liquidity shock in a number of ways. First, banks reduce lending, especially …

Persistent link: https://www.econbiz.de/10009018572

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

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

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

Bank Risk within and across Equilibria

Agur, Itai - de Nederlandsche Bank - 2011

This paper models a financial sector in which there is a feedback between individual bank risk and aggregate funding market problems. Greater individual risk taking worsens adverse selection problems on the market. But adverse selection premia on that market push up bank risk taking, leading to...

Persistent link: https://www.econbiz.de/10009193243

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

Did the crisis affect inflation expectations?

Galati, Gabriele; Poelhekke, Steven; Zhou, Chen - de Nederlandsche Bank - 2009

Brothers. Liquidity premia and technical factors have significantly influenced the behaviour of inflation-indexed markets since …

Persistent link: https://www.econbiz.de/10008482047