IDEAS home Printed from https://ideas.repec.org/r/red/sed014/720.html
   My bibliography  Save this item

Liquidity Policies and Systemic Risk

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Thomas L. Hogan, 2021. "A Review of the Regulatory Impact Analysis of Risk-Based Capital and Related Liquidity Rules," JRFM, MDPI, vol. 14(1), pages 1-29, January.
  2. Marcelo Rezende & Mary-Frances Styczynski & Cindy M. Vojtech, 2016. "The Effects of Liquidity Regulation on Bank Demand in Monetary Policy Operations," Finance and Economics Discussion Series 2016-090, Board of Governors of the Federal Reserve System (U.S.).
  3. Gazi I Kara & S Mehmet Ozsoy & Itay Goldstein, 2020. "Bank Regulation under Fire Sale Externalities," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2554-2584.
  4. Tsuji, Chikashi, 2020. "Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management," International Review of Financial Analysis, Elsevier, vol. 70(C).
  5. Roberts, Daniel & Sarkar, Asani & Shachar, Or, 2023. "Liquidity regulations, bank lending and fire-sale risk," Journal of Banking & Finance, Elsevier, vol. 156(C).
  6. Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2019. "Managing Risk Taking With Interest Rate Policy And Macroprudential Regulations," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1056-1081, April.
  7. Jean-Guillaume Sahuc & Olivier de Bandt & Hibiki Ichiue & Bora Durdu & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Valério Scalone & Michael Straughan, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," EconomiX Working Papers 2022-3, University of Paris Nanterre, EconomiX.
  8. Yunying Huang & Kenichiro Soyano, 2022. "Which Component of Deposit Drives Systemic Risk Volatility," Economic Analysis Letters, Anser Press, vol. 1(1), pages 1-7, September.
  9. Cristina Zeldea, 2020. "Modeling the Connection between Bank Systemic Risk and Balance-Sheet Liquidity Proxies through Random Forest Regressions," Administrative Sciences, MDPI, vol. 10(3), pages 1-14, August.
  10. Glocker, Christian, 2019. "Do reserve requirements reduce the risk of bank failure?," MPRA Paper 95634, University Library of Munich, Germany.
  11. Sandrine Lecarpentier & Olivier de Bandt & Cyril Pouvelle, 2019. "Determinants of banks' liquidity : a French perspective on market and regulatory ratio interactions," Working Papers hal-04141861, HAL.
  12. Jane E. Ihrig & Edward Kim & Cindy M. Vojtech & Gretchen C. Weinbach, 2019. "How Have Banks Been Managing the Composition of High-Quality Liquid Assets?," Review, Federal Reserve Bank of St. Louis, vol. 101(3).
  13. de Bandt, Olivier & Lecarpentier, Sandrine & Pouvelle, Cyril, 2021. "Determinants of banks’ liquidity: A French perspective on interactions between market and regulatory requirements," Journal of Banking & Finance, Elsevier, vol. 124(C).
  14. Douglas da Rosa München & Herbert Kimura, 2020. "Regulatory Banking Leverage: what do you know?," Working Papers Series 540, Central Bank of Brazil, Research Department.
  15. Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valerio Scalone & Michael Straughan, 2024. "Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models," International Journal of Central Banking, International Journal of Central Banking, vol. 20(1), pages 1-52, February.
  16. Jeffrey E. Stambaugh & John Martinez & G. T. Lumpkin & Niyati Kataria, 0. "How well do EO measures and entrepreneurial behavior match?," International Entrepreneurship and Management Journal, Springer, vol. 0, pages 1-21.
  17. Tobias Adrian, 2015. "Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”," Staff Reports 722, Federal Reserve Bank of New York.
  18. Matyska, Branka, 2021. "Salience, systemic risk and spectral risk measures as capital requirements," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
  19. Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
  20. Raz, Arisyi F. & McGowan, Danny & Zhao, Tianshu, 2022. "The dark side of liquidity regulation: Bank opacity and funding liquidity risk," Journal of Financial Intermediation, Elsevier, vol. 52(C).
  21. Adi Mordel, 2018. "Prudential Liquidity Regulation in Banking-A Literature Review," Discussion Papers 18-8, Bank of Canada.
  22. Rezende, Marcelo & Styczynski, Mary-Frances & Vojtech, Cindy M., 2021. "The Effects of Liquidity Regulation on Bank Demand in Monetary Policy Operations," Journal of Financial Intermediation, Elsevier, vol. 46(C).
  23. Marcin Maciaszczyk, 2018. "Znikający rynek stawek WIBOR. Efekt zmian regulacyjnych dla wyceny stóp rynku międzybankowego w Polsce," Bank i Kredyt, Narodowy Bank Polski, vol. 49(3), pages 217-252.
  24. Das, Sanjiv R. & Kalimipalli, Madhu & Nayak, Subhankar, 2022. "Banking networks, systemic risk, and the credit cycle in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
  25. Vo, Quynh-Anh, 2021. "Interactions of capital and liquidity requirements: a review of the literature," Bank of England working papers 916, Bank of England.
  26. Kok, Christoffer & Darracq Pariès, Matthieu & Hałaj, Grzegorz, 2016. "Bank capital structure and the credit channel of central bank asset purchases," Working Paper Series 1916, European Central Bank.
  27. Glocker, C., 2021. "Reserve requirements and financial stability," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
  28. Alette Tammenga & Pieter Haarman, 2020. "Liquidity risk regulation and its practical implications for banks: the introduction and effects of the Liquidity Coverage Ratio," Maandblad Voor Accountancy en Bedrijfseconomie Articles, Maandblad Voor Accountancy en Bedrijfseconomie, vol. 94(9-10), pages 367-378, October.
  29. Francisco Covas & John C. Driscoll, 2014. "Bank Liquidity and Capital Regulation in General Equilibrium," Finance and Economics Discussion Series 2014-85, Board of Governors of the Federal Reserve System (U.S.).
  30. Jeffrey E. Stambaugh & John Martinez & G. T. Lumpkin & Niyati Kataria, 2017. "How well do EO measures and entrepreneurial behavior match?," International Entrepreneurship and Management Journal, Springer, vol. 13(3), pages 717-737, September.
  31. Husodo, Zaäfri A. & Raz, Arisyi F. & Danarsari, Dwi Nastiti, 2024. "The bind and the slack of Basel III liquidity regulations: Evidence from Indonesia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 96(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.