Bank Liquidity Creation and Financial Crises

Book Bank Liquidity Creation and Financial Crises Cover

Read or download book entitled Bank Liquidity Creation and Financial Crises written by Allen Berger and published by Academic Press in PDF, EPUB and Kindle Format. Click Get This Book button to download or read online books. Join over 650.000 happy Readers and READ as many books as you like. We cannot guarantee that Bank Liquidity Creation and Financial Crises book is available in the library.

  • Publisher : Academic Press
  • Release : 01 August 2015
  • ISBN : 0128002336
  • Page : 294 pages
  • Rating : 4.5/5 from 103 voters

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Bank Liquidity Creation and Financial Crises delivers a consistent, logical presentation of bank liquidity creation and addresses questions of research and policy interest that can be easily understood by readers with no advanced or specialized industry knowledge. Authors Allen Berger and Christa Bouwman examine ways to measure bank liquidity creation, how much liquidity banks create in different countries, the effects of monetary policy (including interest rate policy, lender of last resort, and quantitative easing), the effects of capital, the effects of regulatory interventions, the effects of bailouts, and much more. They also analyze bank liquidity creation in the US over the past three decades during both normal times and financial crises. Narrowing the gap between the "academic world" (focused on theories) and the "practitioner world" (dedicated to solving real-world problems), this book is a helpful new tool for evaluating a bank's performance over time and comparing it to its peer group. Explains that bank liquidity creation is a more comprehensive measure of a bank's output than traditional measures and can also be used to measure bank liquidity Describes how high levels of bank liquidity creation may cause or predict future financial crises Addresses questions of research and policy interest related to bank liquidity creation around the world and provides links to websites with data and other materials to address these questions Includes such hot-button topics as the effects of monetary policy (including interest rate policy, lender of last resort, and quantitative easing), the effects of capital, the effects of regulatory interventions, and the effects of bailouts

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Bank Liquidity Creation and Financial Crises

Bank Liquidity Creation and Financial Crises
  • Author : Allen Berger,Christa Bouwman
  • Publisher : Academic Press
  • Release Date : 2015-08-01
  • ISBN : 0128002336
GET THIS BOOKBank Liquidity Creation and Financial Crises

Bank Liquidity Creation and Financial Crises delivers a consistent, logical presentation of bank liquidity creation and addresses questions of research and policy interest that can be easily understood by readers with no advanced or specialized industry knowledge. Authors Allen Berger and Christa Bouwman examine ways to measure bank liquidity creation, how much liquidity banks create in different countries, the effects of monetary policy (including interest rate policy, lender of last resort, and quantitative easing), the effects of capital, the effects

Bank Liquidity Creation and Financial Crises

Bank Liquidity Creation and Financial Crises
  • Author : Allen Berger,Christa Bouwman
  • Publisher : Academic Press
  • Release Date : 2015-11-24
  • ISBN : 9780128005316
GET THIS BOOKBank Liquidity Creation and Financial Crises

Bank Liquidity Creation and Financial Crises delivers a consistent, logical presentation of bank liquidity creation and addresses questions of research and policy interest that can be easily understood by readers with no advanced or specialized industry knowledge. Authors Allen Berger and Christa Bouwman examine ways to measure bank liquidity creation, how much liquidity banks create in different countries, the effects of monetary policy (including interest rate policy, lender of last resort, and quantitative easing), the effects of capital, the effects

Bank Liquidity Creation, Monetary Policy, and Financial Crises

Bank Liquidity Creation, Monetary Policy, and Financial Crises
  • Author : Allen N. Berger,Christa H. S. Ouwman
  • Publisher : Unknown
  • Release Date : 2009
  • ISBN : OCLC:838045520
GET THIS BOOKBank Liquidity Creation, Monetary Policy, and Financial Crises

Bank Liquidity and the Global Financial Crisis

Bank Liquidity and the Global Financial Crisis
  • Author : Laura Chiaramonte
  • Publisher : Springer
  • Release Date : 2018-07-09
  • ISBN : 9783319944005
GET THIS BOOKBank Liquidity and the Global Financial Crisis

One of the lessons learned from the Global Financial Crisis of 2007–9 is that minimum capital requirements are a necessary but inadequate safeguard for the stability of an intermediary. Despite the high levels of capitalization of many banks before the crisis, they too experienced serious difficulties due to insufficient liquidity buffers. Thus, for the first time, after the GFC regulators realized that liquidity risk can jeopardize the orderly functioning of a bank and, in some cases, its survival. Previously, the risk

Financial Crises and Bank Liquidity Creation (This is an OLD WP that has been split into 2 parts

Financial Crises and Bank Liquidity Creation (This is an OLD WP that has been split into 2 parts
  • Author : Allen N. Berger
  • Publisher : Unknown
  • Release Date : 2013
  • ISBN : OCLC:1290235573
GET THIS BOOKFinancial Crises and Bank Liquidity Creation (This is an OLD WP that has been split into 2 parts

Financial crises and bank liquidity creation are often connected. We examine this connection from two perspectives. First, we examine the aggregate liquidity creation of banks before, during, and after five major financial crises in the U.S. from 1984:Q1 to 2008:Q1. We uncover numerous interesting patterns, such as a significant build-up or drop-off of quot;abnormalquot; liquidity creation before each crisis, where quot;abnormalquot; is defined relative to a time trend and seasonal factors. Banking and market-related crises differ in

Bank Funding Structures and Risk

Bank Funding Structures and Risk
  • Author : Mr. Pablo Federico,Mr. Francisco F. Vázquez
  • Publisher : International Monetary Fund
  • Release Date : 2012-01-01
  • ISBN : 9781463949525
GET THIS BOOKBank Funding Structures and Risk

This paper analyzes the evolution of bank funding structures in the run up to the global financial crisis and studies the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and Europe during 2001?09. The results show that banks with weaker structural liquidity and higher leverage in the pre-crisis period were more likely to fail afterward. The likelihood of bank failure also increases with bank risk-taking. In the cross-section, the smaller domestically-oriented banks were

Does Bank Liquidity Creation Contribute to Economic Growth?

Does Bank Liquidity Creation Contribute to Economic Growth?
  • Author : Jarko Fidrmuc,Zuzana Fungáčová,Laurent Weill
  • Publisher : Unknown
  • Release Date : 2015
  • ISBN : 952323031X
GET THIS BOOKDoes Bank Liquidity Creation Contribute to Economic Growth?

High Liquidity Creation and Bank Failures

High Liquidity Creation and Bank Failures
  • Author : Zuzana Fungacova,Rima Turk,Laurent Weill
  • Publisher : International Monetary Fund
  • Release Date : 2015-05-06
  • ISBN : 9781484371107
GET THIS BOOKHigh Liquidity Creation and Bank Failures

We formulate the “High Liquidity Creation Hypothesis” (HLCH) that a proliferation in the core activity of bank liquidity creation increases failure probability. We test the HLCH in the context of Russian banking, which provides a natural field experiment due to numerous failures experienced over the past decade. Using Berger and Bouwman’s (2009) liquidity creation measures as a comprehensive proxy for overall bank output, we find that high liquidity creation significantly increases the probability of bank failure; this finding survives multiple

High Liquidity Creation and Bank Failures

High Liquidity Creation and Bank Failures
  • Author : Zuzana Fungacova,Rima Turk,Laurent Weill
  • Publisher : International Monetary Fund
  • Release Date : 2015-05-06
  • ISBN : 9781475581805
GET THIS BOOKHigh Liquidity Creation and Bank Failures

We formulate the “High Liquidity Creation Hypothesis” (HLCH) that a proliferation in the core activity of bank liquidity creation increases failure probability. We test the HLCH in the context of Russian banking, which provides a natural field experiment due to numerous failures experienced over the past decade. Using Berger and Bouwman’s (2009) liquidity creation measures as a comprehensive proxy for overall bank output, we find that high liquidity creation significantly increases the probability of bank failure; this finding survives multiple

The Financial Crisis - Causes & Cures

The Financial Crisis - Causes & Cures
  • Author : Sony Kapoor
  • Publisher : Unknown
  • Release Date : 2010
  • ISBN : 3868724583
GET THIS BOOKThe Financial Crisis - Causes & Cures

"The financial crisis has exposed several flaws in the institutional structures, incentive systems, regulations and supervisory structures of financial markets. The European Trade Union Institute, the Friedrich Ebert Stiftung and Bertelsmann Stiftung have teamed up with Re-Define to publish this well-timed book which cuts through the technical jargon of financial reform underway in the EU and US, using easily understood metaphors and explains the working of the financial system, the causes of the crisis and the concepts and justifications for

Interest Rate Shocks, Competition and Bank Liquidity Creation

Interest Rate Shocks, Competition and Bank Liquidity Creation
  • Author : Thomas Kick
  • Publisher : Unknown
  • Release Date : 2022
  • ISBN : 3957298822
GET THIS BOOKInterest Rate Shocks, Competition and Bank Liquidity Creation

We study the effects of interest rate shocks (IRS) on banks' liquidity creation. A unique supervisory data set from the Deutsche Bundesbank allows identifying banks' liquidity creation for the real economy and the effects of banking market competition. Here, we employ a novel approach to account for IRS that are both unexpected and effective for a bank's business model. We find that higher individual pricing power in the market lowers banks' liquidity creation, which is in line with theory that

THREE ESSAYS ON BANK LIQUIDITY CREATION AND FUNDING LIQUIDITY RISK.

THREE ESSAYS ON BANK LIQUIDITY CREATION AND FUNDING LIQUIDITY RISK.
  • Author : Feng Tu
  • Publisher : Unknown
  • Release Date : 2015
  • ISBN : OCLC:944517206
GET THIS BOOKTHREE ESSAYS ON BANK LIQUIDITY CREATION AND FUNDING LIQUIDITY RISK.

According to the modern theory of financial intermediation, liquidity creation is an essential role of banks. Chapter 1 investigates the relationship between diversification of activities conducted by banks and bank liquidity creation. We show that despite the passage of GLBA act in 1999, banks increased their specialization in the traditional loan market and thus became less diversified from 2004 until the end of 2008. In addition, we find evidence that more specialized banks tend to create more excess liquidity during normal times, suggesting too

Understanding Financial Crises

Understanding Financial Crises
  • Author : Franklin Allen,Douglas Gale
  • Publisher : OUP Oxford
  • Release Date : 2009-04-02
  • ISBN : 9780191622861
GET THIS BOOKUnderstanding Financial Crises

What causes a financial crisis? Can financial crises be anticipated or even avoided? What can be done to lessen their impact? Should governments and international institutions intervene? Or should financial crises be left to run their course? In the aftermath of the Asian financial crisis, many blamed international institutions, corruption, governments, and flawed macro and microeconomic policies not only for causing the crisis but also unnecessarily lengthening and deepening it. Based on ten years of research, the authors develop a

The Financial Crisis Inquiry Report

The Financial Crisis Inquiry Report
  • Author : Financial Crisis Inquiry Commission
  • Publisher : Cosimo, Inc.
  • Release Date : 2011-05-01
  • ISBN : 9781616405410
GET THIS BOOKThe Financial Crisis Inquiry Report

The Financial Crisis Inquiry Report, published by the U.S. Government and the Financial Crisis Inquiry Commission in early 2011, is the official government report on the United States financial collapse and the review of major financial institutions that bankrupted and failed, or would have without help from the government. The commission and the report were implemented after Congress passed an act in 2009 to review and prevent fraudulent activity. The report details, among other things, the periods before, during, and after

Does Going Tough on Banks Make the Going Get Tough? Bank Liquidity Regulations, Capital Requirements, and Sectoral Activity

Does Going Tough on Banks Make the Going Get Tough? Bank Liquidity Regulations, Capital Requirements, and Sectoral Activity
  • Author : Ms.Deniz O Igan,Ali Mirzaei
  • Publisher : International Monetary Fund
  • Release Date : 2020-06-19
  • ISBN : 9781513548104
GET THIS BOOKDoes Going Tough on Banks Make the Going Get Tough? Bank Liquidity Regulations, Capital Requirements, and Sectoral Activity

Whether and to what extent tougher bank regulation weighs on economic growth is an open empirical question. Using data from 28 manufacturing industries in 50 countries, we explore the extent to which cross-country differences in bank liquidity and capital levels were related to differences in sectoral activity around the period of the global financial crisis. We find that industries which are more dependent on external finance, in countries where banks had higher liquidity and capital ratios, performed relatively better during the crisis,