Bank liquidity and the propagation of uncertainty in the U.S.
Sign Up to like & getrecommendations! Published in 2021 at "Finance Research Letters"
DOI: 10.1016/j.frl.2021.102467
Abstract: Abstract Does the banking sector matter for the propagation of uncertainty? We apply local projections to study the dynamic response of U.S. real GDP to exogenous changes in uncertainty conditional on the liquidity of the… read more here.
Keywords: propagation uncertainty; uncertainty; bank liquidity; finance ... See more keywords
System stress testing of bank liquidity risk
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DOI: 10.1016/j.jimonfin.2017.02.001
Abstract: Using a stress test methodology for bank liquidity risk we estimate the aggregate liquidity shortfall in the U.S. commercial banking system at the height of 2007–09 crisis, identifying key sources of funding vulnerabilities and the… read more here.
Keywords: liquidity risk; liquidity; system; bank liquidity ... See more keywords
Bank Liquidity Risk and Performance
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DOI: 10.1142/s0219091518500078
Abstract: This study employs an alternative measure of liquidity risk to investigate its determinants by using an unbalanced panel dataset of commercial banks in 12 advanced economies over the period 1994–2006. Dependence on liquid assets for… read more here.
Keywords: liquidity; liquidity risk; performance; bank liquidity ... See more keywords
Bank liquidity and the risk-taking channel of monetary policy: An empirical study of the banking system in China
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DOI: 10.1371/journal.pone.0279506
Abstract: This paper addresses the impact of bank liquidity on risk-taking behaviour of Chinese banks, and provides evidence for a risk-taking channel of monetary policy operating through bank liquidity. By using bank-level panel data from 123… read more here.
Keywords: risk taking; bank liquidity; bank; liquidity risk ... See more keywords