Search Results - subject_exact:"Bank liquidity"

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Natural disasters and bank liquidity creation in sub-Saharan African countries : evidence from banks panel data

Attila, Joseph; Combes, Jean-Louis; Ouedraogo, Rasmane - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015405504

Banks vs. firms : who benefits from credit guarantees?

Martin, Alberto; Mayordomo, Sergio; Vanasco, Victoria - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015407094

Political environment, banking liquidity, and banking crises : a mediation analysis from panel data

Attila, Joseph - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015482696

Digital euro: short-term effects on the liquidity of German banks considering holding limits

Fritz, Benedikt; Krüger, Ulrich; Wong, Lui Hsian - 2024

We examine the impact of introducing a digital euro, as currently conceptualized in the proposal by the European Commission, on the liquidity situation of banks in Germany. The analyses are the basis for assessing the effects of a digital euro on banks' liquidity, as presented in the 11th Annual...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015135322

Bank culture and bank liquidity creation

Nguyen Loan Quynh Thi; Luu Duc Toan Huynh - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015142249

The impact of capital and liquidity requirements on the lending ability of banks in Pakistan

Siddiqui, Talha Ahmed; Iftikhar, Syed Faizan; Iftikhar, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015202333

Repo and the liquidity risk premium

Copeland, Adam; Engbretson, Owen - 2026

Securities dealers play a central role intermediating funds in the U.S. short-term money markets. This intermediation involves risk, which can be mitigated by holding buffers of liquid securities. The cost of holding these buffers - the liquidity risk premium - is driven by the opportunity cost...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618112

Endogenous bank risks and the lending channel of monetary policy

Araujo, Gabriela; Rivero, David; Rodríguez, Hugo - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015655489

The liquidity coverage ratio a decade on : a stocktake of the literature

Dörr, Sebastian; Drehmann, Mathias - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015619088

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The liquidity coverage ratio a decade on : a stocktake of the literature

Dörr, Sebastian; Drehmann, Mathias - 2026

Book / Working Paper

A bibliometric analysis of bank liquidity creation : international evidence

Sri Lestari; Adawiyah, Wiwiek Rabiatul; Alhimidi, Alfin Faiz - 2026

The purpose of this research is to analyze research trends related to banking liquidity creation, the factors influencing this process, the impact of created liquidity, and the direction for further research. Bibliographic sources were obtained from the Scopus database spanning from 2013 to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609808

Regulatory responses to the financial stability implications of stablecoins

Bindseil, Ulrich - 2026 - Final version: 11 February 2026

In essence, the currently large stablecoins are electronic money issued by narrow balance sheet vehicles into a distributed ledger (or a "programmable platform"). Many believe that they will have significant success as a new form of money. Members of the current US administration expect that US...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015610715

Can macroprudential policy for retail banks reduce bank runs? : evidence from WAEMU's banking sector

Aboulaye, Toure Talnan; Moussa, Ouattara Zieh; Kacou, … - 2026

Motivated by the coexistence of retail and wholesale banks with distinct risk profiles under uniform capital regulation, and by the lack of quantitative evidence on whether differentiated capital requirements can reduce bank runs and interbank frictions in low-income monetary unions, this paper...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611530

Cross-border banking, intragroup exposures, and risk-taking

Cuijpers, Eric; Vlahu, Razvan - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611564

Overnight interbank rate volatility across liquidity states : key drivers and policy implications

Mukhtarov, Elmir; Hajili, Ali; Garayeva, Aygun; … - 2026

Effective monetary policy requires maintaining the short-term interbank rate close to the policy rate while limiting its volatility, ensuring smooth transmission, and reducing banks' liquidity and interest rate risks. This paper seeks to identify and explain the drivers of volatility in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614335

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Overnight interbank rate volatility across liquidity states : key drivers and policy implications

Mukhtarov, Elmir; Hajili, Ali; Garayeva, Aygun; … - 2025

Book / Working Paper

Stablecoin disintermediation

Lee, Michael Junho; Tou, Donny - 2026

We propose a theory of stablecoin disintermediation, whereby stablecoins not only erode banks' deposit franchises but also transmit liquidity stress to the banking system. Using transaction-level data linking onchain transactions to wholesale interbank payments, we document the first evidence of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614724

The credit gap as a real-time early warning indicator of financial imbalances : a South African perspective

Msiska, Wongani; Sikhosana, Ayanda; Vermeulen, Cobus - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615329

Climate change, bank liquidity and systemic risk

Giuzio, Margherita; Kahraman, Bige; Knyphausen, Jasper - 2026

This paper examines the relevance of banks' exposure to climate transition risk in the interbank lending market. Using transaction-level data on repo agreements, we first establish that banks with higher exposure to transition risk face significantly higher borrowing costs. This premium is a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015592352

Liquidity spirals

Wiersema, Garbrand; Kemp, Esti; Farmer, J. Doyne - 2026

The financial crisis of 2007-2008 highlighted the risks that liquidity spirals pose to financial stability. We introduce a novel method for studying liquidity spirals and use this method to identify spirals before stock prices plummet and funding markets lock up. We show that liquidity spirals...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015592365

Bank failures : the roles of solvency and liquidity

Correia, Sergio; Luck, Stephan; Verner, Emil - 2026

Bank failures can stem from runs on otherwise solvent banks or from losses that render banks insolvent, regardless of withdrawals. Disentangling the relative importance of liquidity and solvency in explaining bank failures is central to understanding financial crises and designing effective...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604668

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Bank failures: the roles of solvency and liquidity

Correia, Sergio; Luck, Stephan; Verner, Emil - 2026

Book / Working Paper

Bank Failures : The Roles of Solvency and Liquidity

Correia, Sergio A.; Luck, Stephan; Verner, Emil - 2026

Book / Working Paper

A structural model of capital buffer usability

Lang, Jan Hannes; Menno, Dominik - 2026

Under which conditions do usability constraints for regulatory capital buffers emerge? To answer this question, we build a non-linear structural banking sector model with a minimum capital requirement that banks are not allowed to breach, and a capital buffer requirement (CBR) that banks can...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015605600

Covid-19 pandemic crisis and macroprudential policy measures in Brazil

Bandeira, Fernanda Martins; Ornelas, José Renato Haas - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625394

CBDCs and liquidity risks : evidence from the SandDollar's impact on deposits and loans in the Bahamas

Giraldo-Gordillo, Francisco Elieser; Bustillo Mesanza, … - 2026

This study evaluates the early impact of Central Bank Digital Currencies (CBDCs) on key financial indicators in The Bahamas, focusing on the introduction of the SandDollar-the world's first fully implemented retail CBDC. Using the Synthetic Control Method (SCM), the analysis constructs...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628744

Banking structures, liquidity, and macroeconomic stability

Araujo, Luis; Beqiraj, Elton; Hong, David; Kokas, Sotirios - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015637774

Macro-financial blind spots in emerging markets : non-bank intermediation, funding liquidity, and the persistence of global shock transmission

Pessoa, Gustavo Henrique Rodrigues; Rochman, Ricardo R. - 2026

Despite significant advances in bank regulation and the widespread adoption of macroprudential frameworks, emerging market economies remain persistently vulnerable to global financial shocks. Episodes such as the Global Financial Crisis, the COVID-19 market turmoil, and recent monetary...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643130

Bank runs and interest rates : a revolving lines perspective

Bräuning, Falk; Ivashina, Victoria - 2026 - This version: February 2026

Revolving credit is at the core of the banking business. Corporate revolving credit lines are demandable claims; therefore, as with a traditional bank run on deposits, sudden widespread drawdowns on credit lines can destabilize the banking sector. However, we show that, unlike with deposits,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643298

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Bank Runs and Interest Rates : A Revolving Lines Perspective

Bräuning, Falk; Ivashina, Victoria - 2026

Book / Working Paper

The effect of regulatory liquidity measure on bank capital structure

Mabandla, Ndonwabile Zimasa; Marozva, Godfrey - 2026

This study investigates the effects of liquidity regulation, specifically the liquidity coverage ratio (LCR), on the capital structure of South African banks, with a focus on debt maturity composition. Using panel data covering the period 2015-2024, the analysis applies the Generalized Method of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015656185

Reserve requirement ratio and capital flows : a regime-switching DSGE estimation for China

Hu, Ruopu - 2026 - This version: March 31, 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015647392

The impact of ESG performance on non-performing loans, capital adequacy, liquidity risk, and net balance sheet position in banks

Ciğer, Ayşegül; Yetiz, Filiz; Kınay, Bülent - 2026

This study examines the relationship between banks' ESG performance and core risk and balance sheet indicators in the Turkish banking sector. Using an unbalanced panel of eight banks listed on Borsa Istanbul over the period 2008-2023, we estimate bank fixed-effects models with one-year-lagged...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015652115

The effects of technology and liquidity on bank capital structure

Mabandla, Ndonwabile Zimasa - 2026

This research enhances the literature on bank capital structure by combining financial intermediation theory with technological innovation to analyse the impact of FinTech adoption and liquidity management on leverage choices in South African banks. Utilising panel data spanning 2015 to 2024 and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015652196

Do credit and liquidity risks interact to shape bank stability? : evidence from an emerging banking system

Atari, Sana'; Bin Saddig, Ruaa; Awwad, Bahaa Sobhi Abde … - 2026

This paper examines whether the interaction between credit risk and liquidity conditions helps explain bank stability in a fragile and institutionally constrained banking environment. Using an annual panel of 13 Palestinian banks over 2011-2024 and measuring stability by the (log) Z-score, we...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015652373

A tale of demand and supply for central bank reserves

Anbil, Sriya; Infante, Sebastian; Senyuz, Zeynep - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015653196

Bank regulation and post-2008 US monetary policy

Hu, Ruopu; Schabert, Andreas - 2026 - This version: March 19, 2026

Since U.S. bank capital holdings began rising almost concurrently with the monetary policy change after 2008, we examine the role of capital requirements for monetary policy regimes. While standard models predict that equilibrium determination and responses to aggregate shocks are fundamentally...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625616

Central bank reserves and banks' portfolio rebalancing in the euro area

Lampousis, Athanasios; Migiakis, Petros - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015665282

Likviditetsrisiko i banksystemet: En ny modell og en stresstest med et cyberscenario

Erard, Monique; Haugen, Charlotte Høeg; Winje, Hanna - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015433786

Dollar funding fragility and non-U.S. global banks

Bacchetta, Philippe; Davis, Scott; Van Wincoop, Eric - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015546278

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Dollar funding fragility and non-US global banks

Bacchetta, Philippe; Davis, Scott; Van Wincoop, Eric - 2025

Book / Working Paper

Automated bail-in : eliminating regulatory restraints

Lendermann, Urs Benedikt - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015486005

Pricing liquidity support : a PLB for Switzerland

Monnet, Cyril; Niepelt, Dirk; Taudien, Remo - 2025

The proposed revision of the Swiss Banking Act introduces a public liquidity backstop (PLB) for distressed systemically important banks (SIBs), in part to facilitate resolution. We examine the impact of the PLB on fiscal balances, societal welfare, and the incentives of bank shareholders and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015323465

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Pricing liquidity support : a PLB for Switzerland

Monnet, Cyril; Niepelt, Dirk; Taudien, Remo - 2025

Book / Working Paper

Pricing liquidity support : a PLB for Switzerland

Monnet, Cyril; Niepelt, Dirk; Taudien, Remo - 2025

Book / Working Paper

Bank liquidity supply and corporate investment during the 2008-2009 financial crisis

Zhang, Wei - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372658

The contingent term repot facility : lessons learned and an update

Chen, Jessie Ziqing; Chu, Parnell; Kinnear, Scott - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015373091

Bank transparency, asset and liquidity risks

Chen, Yehning; Hasan, Iftekhar; Takalo, Tuomas - 2025

We study the effects of bank transparency on both banks' asset and liquidity risks, and ultimately, on banking sector stability and welfare. We show how enhanced bank transparency increases banks' vulnerability to excessive deposit outflows, but this threat of a liquidity crisis incentivizes...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015375845

Leverage actually : the impact on banks' borrowing costs in euro area money markets

Andreeva, Desislava Č.; Samarina, Anna; Sousa Faria, Lara - 2025

This paper explores the impact of the regulatory leverage ratio (LR) on banks' demand for reserves and thus the pricing of overnight liquidity in the euro area money markets. We use daily transaction-level money market data during the period between January 2017 - February 2023 and examine the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330342

In the shadow of shadow banking : a liquidity perspective

Liu, Zehao; He, Ping; Xie, Chengbo - 2025

Liquidity requirements for commercial banks improve risk-sharing for depositors. Nevertheless, shadow banks, issuing securities with lower liquidity, operate outside such regulatory constraints. In an economy featuring shadow banks with a constant level of liquidity for shadow bank securities,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015332591

US Treasury market default risk and global interbank liquidity risk

Cottrell, Simon; Lei, Jinghua; Ma, Yihong; Delpachitra, … - 2025

Using Credit Default Swaps (CDS) on sovereign bonds, we investigate whether US sovereign default risk is a greater driving factor of domestic interbank funding risk than domestic sovereign default risk across the five Libor counties including Canada and Australia. We use equivalent-country...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015334486

Caudillo banking : political instability and banking fragility in Mexico, 1925-1929

Dávalos, Jorge; Flores Zendejas, Juan; Nodari, Gianandrea - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015337355

A granular look into firms' cash portfolios

Yook, Youngsuk - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015339665

Assortative matching, interbank markets, and monetary policy

Bittner, Christian; Jamilov, Rustam; Saidi, Farzad - 2025

We develop a quantitative macroeconomic framework with heterogeneous financial intermediaries and active liquidity management. In the model, banks manage uninsured, idiosyncratic deposit withdrawal risk through an iterative over-the-counter interbank market with endogenous intensive and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015192256

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Assortative matching, interbank markets, and monetary policy

Bittner, Christian; Jamilov, Rustam; Saidi, Farzad - 2025

Book / Working Paper

When banks hold back : credit and liquidity provision

Altavilla, Carlo; Rostagno, Massimo; Schumacher, Julian - 2025

Banks are reluctant to tap central bank backup liquidity facilities and use the borrowed funds for loans to the real economy. We show that excessively parsimonious borrowing and lending can arise in a stigma-free model where the banking sector has an incentive to overissue deposits. Banks don't...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015179817

Forecasting banking system liquidity using payment system data in Uzbekistan

Makhmudov, Shakhzod Abdullaevich - 2025

Forecasting banking system liquidity is crucial for the effective monetary policy implementation. This study investigates the effectiveness of various econometric and machine learning models in predicting the autonomous factors of banking system liquidity. The research compares widely used...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015198517

Likviditetsrisiko i banksystemet : en ny modell og en stresstest med et cyberscenario

Erard, Monique; Haugen, Charlotte Høeg; Winje, Hanna - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325261

The prudential toolkit with shadow banking

Hachem, Kinda; Kunci, Martin - 2025 - Revised March 2025

Several countries now require banks or money market funds to impose state-contingent costs on shortterm creditors to absorb financial stress. We study these requirements as part of the broader prudential toolkit in a model with five key ingredients: banks may face an aggregate stress state with...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329942