دانلود و نمایش مقالات مرتبط با Bank liquidity::صفحه 1
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نتیجه جستجو - Bank liquidity

تعداد مقالات یافته شده: 10
ردیف عنوان نوع
1 The cost of being safer in banking: Market power loss
هزینه ایمن تر شدن در بانکداری: از دست دادن قدرت بازار-2019
To promote safety at financial institutions, Basel III introduced two new liquidity rules, the net stable funding ratio and the liquidity coverage ratio. However, the issue of how the new rules affect the market power of banks has not been investigated. This paper fills the gap by analyzing how an increase in bank liquidity associates with market power for a sample of 2,665 unique commercial banks and bank holding companies in the U.S. during 2000– 2015. We find a significantly negative correlation between liquidity and market power. The result is robust over different measures of liquidity and market power and different estimation methods. Our further investigation reveals that banks can expand their business aggressively to enjoy economies of scale to mitigate the negative effect of liquidity on market power.
مقاله انگلیسی
2 Liquidity Creation Performance and Financial Stability Consequences of Islamic Banking: Evidence from a Multinational Study
عملکرد ایجاد نقدینگی و پیامدهای ثبات مالی بانکداری اسلامی: شواهدی از یک مطالعه چند ملیتی-2019
Despite the growth of Islamic banks (IBs), little is known about their liquidity creation performance and financial stability consequences relative to conventional banks (CBs). We address these issues using data from 24 countries over 2000–2014. We find IBs create more liquidity per unit of assets than CBs, primarily on the asset side of the balance sheet. Results are economically significant, econometrically robust, hold in high- and low-income countries, and during the Global Financial Crisis and other times. In addition, CB liquidity creation results in reduced national financial stability, particularly in high-income countries, whereas IB liquidity creation does no
Key Words: Islamic Banks | Bank Liquidity Creation | Financial Stability
مقاله انگلیسی
3 Bank liquidity creation and recessions
ایجاد سیالیت بانکی و رکودها-2018
We investigate the relationship between bank liquidity creation and recessions in the U.S. For the 1984–2010 sample, we find that (i) lower bank on-balance sheet liquidity creation signals recessions four quarters into the future; (ii) off-balance sheet liquidity creation is not a robust predictor of recessions at longer forecast horizons; (iii) off-balance sheet liquidity creation falls in tandem with on-balance sheet liquidity creation one quarter prior to recessions, and aggregate, on- and off-balance sheet bank liquidity creation continue to decline during and up to five quarters after recessions; and (iv) liquidity creation of larger banks contains more information about future recessions than that of smaller ones.
keywords: Treasury yield curve |Bank liquidity creation |Recessions |Financial stability |Monetary Policy
مقاله انگلیسی
4 The seed of a crisis: Investor sentiment and bank liquidity
بذر بحران: احساس سرمایه گذار و نقدینگی بانک-2018
This paper investigates the role of investor sentiment in bank liquidity. I argue that investor sentiment provides banks with a natural hedge against liquidity risk in normal times. However, banks are unaware that such hedge becomes invalid during a prolonging distress. I show that these together contribute to the excessive growth of credit lines in market booms, which may in turn plant the seed of a potential liquidity crisis.
Keywords: Investor sentiment ، Bank liquidity ، Credit lines ، Arbitrage risk ، JEL classification: G11، G21 ، G28
مقاله انگلیسی
5 بذر بحران: احساسات سرمایه گذار و نقدینگی بانک
سال انتشار: 2018 - تعداد صفحات فایل pdf انگلیسی: 4 - تعداد صفحات فایل doc فارسی: 13
این مقاله نقش احساسات سرمایه گذار در نقدینگی بانک را بررسی می کند. من بحث می کنم که احساسات سرمایه گذار، بانک هایی ایجاد می کند که یک حصار طبیعی دربرابر خطر نقدینگی در زمان های عادی دارند. با این حال، بانک ها آگاه نیستند که چنین حصاری درطی یک اضطرار طولانی مدت نامعتبر می شود. من نشان می دهم که اینها باهم در رشد فراوان خطوط اعتباری در جهش های بازار سهیم هستند که درهمین راستا می تواند بذر یک بحران بالقوه نقدینگی را بکارد.
مقاله ترجمه شده
6
تست سیستم استرس از ریسک نقدینگی بانک-2017
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 dominant composition of liquid asset hold ings against liquidity shocks. The largest liquidity shocks to the system are estimated in the first half of the crisis, in line with Acharya and Mora (2015). Large banks experience the largest liquidity shortfall in 2008:Q1 ($154 billion or 14% of total assets) and small banks in 2007:Q4 ($117 billion or 11% of total assets). The dominant funding vulnerability to the system stems from large time deposits, while government securities largely dominate other classes of liquid assets as liquidity backstop. The analysis draws on detailed bank level data on balance sheet flows of funds and applies stochastic dominance efficiency methods to capture liquidity risk diversification effects across assets and liabilities.
Keywords: Banks | Liquidity risk | Stochastic dominance efficiency
مقاله انگلیسی
7 The role of governance on bank liquidity creation
نقش دولت در ایجاد نقدینگی بانک-2017
This paper examines the impact of internal bank governance on bank liquidity creation in the U.S. be fore, during and after the 2007–2009 financial crisis. Using bank holding company level data, we analyze whether better-governed banks create higher levels of liquidity. We find that this effect is positive and significant but only for large bank holding companies. Further analysis reveals that specific internal gov ernance categories: CEO education, compensation structure, progressive practices, and ownership have a significant effect on bank liquidity. However, this positive effect occurs mostly during the crisis period, and for large banks that are also high liquidity creators. Finally, we find that the effect of governance on liquidity creation increases during the crisis period. These findings are robust even while controlling for liquidity measures, bank size, and endogeneity problems between governance and liquidity creation.
Keywords: Liquidity creation | Governance | Crisis | Bank holding companies | Compensation
مقاله انگلیسی
8 The effect of bank capital on lending: Does liquidity matter?
تاثیر سرمایه بانک بر وام دهی : آیا نقدینگی مهم است؟-2017
This paper uses a sample of quarterly observations of insured US commercial banks to examine whether the effect of bank capital on lending differs depending upon the level of bank liquidity. We find that the effect of an increase in bank capital on credit growth, defined as growth rate of net loans and un used commitments, is positively associated with the level of bank liquidity only for large banks and that this positive relationship has been more substantial during the recent financial crisis period. This result suggests that bank capital exerts a significantly positive effect on lending only after large banks retain sufficient liquid assets.
Keywords: Bank capital | Bank liquidity | Lending behavior | Financial crisis | Basel III
مقاله انگلیسی
9 Bank liquidity creation and real economic output
ایجاد نقدینگی بانک و خروج اقتصاد واقعی-2017
We find that bank liquidity creation (LC) is statistically and economically significantly positively related to real economic output (GDP). This is robust to using instrumental variables and many robustness checks. LC also beats bank assets in “horse races.” On-balance sheet LC matters more for small banks and off balance sheet LC matters more for large banks. Small bank LC generates more GDP per dollar than large bank LC, but large bank LC matters more overall because large banks provide much more LC than small banks. The LC-output relation is strongest in bank-dependent industries, consistent with the hypothesized transmission mechanism.
Keywords: Banks | Liquidity creation | GDP | Economic output
مقاله انگلیسی
10 Does bank supervision impact bank loan growth?
نظارت بانک بر رشد وام بانکی تاثیر می گذارد؟-2017
We estimate the impact of a poor bank examination rating on the growth rates of individual bank loan portfolios.Weuseanovelapproachtocontrolforloandemandvariationandestimateafixed-effectmodel using an unbalanced panel with over 381,000 bank-quarter observations from the period 1994–2011. Our estimates show that a poor examination rating has a large negative impact on bank loan growth, even after controlling for the impact of monetary policy, bank capital and liquidity conditions, and any voluntary reduction in lending triggered by weak legacy loan portfolio performance or other bank losses. This previously unidentified effect is consistent with the hypothesis that the bank supervision process successfully constrains the lending activities of banks operating in an unsafe and unsound manner.
Keywords: Bank supervision | ank loan growth | Bank capital | Bank liquidity
مقاله انگلیسی
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