Diamond, D., 1996, Liquidity, Banks and Markets: Effects of Financial Development on Banks and the Maturity of Financial Claims, Working Paper, University of Chicago.Diamond DW. Liquidity, banks and markets: effects of financial development on banks and maturity of financial claims, Pocicy ...
need to be concerned about liquidity risk. For banks and financial institutions, managing this risk is vital and is often regulated by frameworks that enforce liquidity standards to ensure financial stability and protect depositors. Corporations also need to manage liquidity risk carefully, ...
We study the liquidity demand of large settlement (first-tier) banks in the UK and its effect on the Sterling Money Markets before and during the sub-prime crisis of 2007-08. Liquidity holdings of large settlement banks experienced on average a 30% increase in the period immediately following...
Banking and Markets. Financial institutions can take the form of banks or intermediaries. Unlike intermediary-based systems, bank-based financial systems are subject to crises, ... Allen,Franklin,Gale,... - 《Working Papers Financial Institutions Center at the Wharton School》 被引量: 6发表: 200...
We study the liquidity demand of large settlement banks in the UK and its effect on the money markets before and during the subprime crisis of 2007–08. We find that the liquidity demand of large settlement banks experienced a 30% increase in the period immediately following August 9 2007, ...
Banks and stock markets are major constituents of the financial system. In this paper, I analyse if aggregate stock market liquidity is associated with bank stability. There is a large literature showing that sophisticated, liquid stock markets can substitute for bank's traditional sources of busines...
Basel liquidity regulation and credit risk market perception: Evidence from large European banks Results from the regression analysis show that this effect depends on bank-specific factors. Specifically, the negative CDS market reaction weakens when banks... G Simion,U Rigoni,E Cavezzali,... 被引...
Banks make loans that cannot be sold quickly at... DW Diamond - Economic Quarterly - Federal Reserve Bank of Richmond 被引量: 0发表: 2007年 Liquidity creation through banks and markets: Multiple insurance and limited market access The paper studies the intertemporal allocation of funds through ...
interbank marketsmarket disciplineliquidity riskexogenous liquidity shocksmonetary policyfinancial stability.This paper examines the impact of exogenous liquidity shocks on banks borrowing funds in the interbank market. We evaluate the effects of idiosyncratic liquidit...
The report noted that inflation has been higher and more persistent than expected, even before the war in Ukraine, and uncertainty over the inflation outlook "poses risks" to financial conditions and economic activity. "Banks remained well capitalized, but some money market and bond funds are stil...