Liquidity policies and systemic risk," Staff Reports 661, Federal Reserve Bank of New York.Adrian, T. and N. Boyarchenko (2013), "Liquidity Policies and Systemic Risk," Federal Reserve Bank of New York Sta¤ Report No. 661, December....
2016. "The Dark Side of Liquidity Creation: Leverage and Systemic Risk." Journal of Financial Intermediation, forthcoming.Acharya, V. V., and A. V. Thakor (2012). `The dark side of liquidity creation: Leverage and systemic risk,' Working Paper....
systemic riskWe find that banks subject to the Liquidity Coverage Ratio (LCR) create less liquidity per dollar of assets in the post-LCR period than banks not subject to theRoberts, DanielSarkar, AsaniShachar, OrSocial Science Electronic Publishing...
Bank HEalth Assessment Tool (HEAT) Y Y Financial, corporate and household Low Cash flow and...Severo, Tiago, 2012, Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance. IMF Working Paper, n°12/194.Severo, T. 2012. "Measuring Systemic Liquidity Risk and the Cost of ...
We study a novel mechanism to explain the interaction between banks' liquidity management and the emergence of systemic financial crises, in the form of self-fulfilling runs. To this end, we develop an environment where banks offer insurance to their depositors against both idiosyncratic and aggregat...
Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank. Jour- nal og Money, Credit and Banking, Vol. 32, No. 3, August 2000 (Part 2)Freixas X., Parigi B., Rochet J.-C., 2000, "Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank"...
1. A system for reducing payments risk, liquidity risk and systemic risk associated with payments-based transactions, said system comprising a communications network formed by the interlinking of a plurality of internet protocol (IP) networks; a plurality of user host applications supported over said...
risk, liquidity risk and systemic risk throughout said system; wherein said Filter Process Module in each said Payment Bank Host Application is integrated with payments processing such that payments instructions are filtered for compliance using suspend payment instructions and said payments risk ...
Basel II is a vital and unavoidable trend for Vietnamese commercial banks as they integrate into the global financial system. [5] suppose bank risk-taking behavior is associated with policies that increase risk through any channels. Credit risk is one of the most obvious risks to manage in ...
The dark side of liquidity creation: leverage and systemic risk J. Financ. Intermed. (2016) Viral V. Acharya et al. Too many to fail—an analysis of time-inconsistency in bank closure policies J. Financ. Intermed. (2007) Nuno Alves et al. Surviving the perfect storm: the role of the ...