Bank Liquidity Creation and Financial Crises
  • Author : Allen Berger
  • Release Date : 24 November 2015
  • Publisher : Academic Press
  • Genre : Business & Economics
  • Pages : 294
  • ISBN 13 : 9780128005316

Download Or Read Bank Liquidity Creation and Financial Crises eBook PDF

Book excerpt: 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

Bank Liquidity Creation and Financial Crises

Bank Liquidity Creation and Financial Crises

Author : Allen Berger,Christa Bouwman
Publisher : Academic Press
Genre : Business & Economics
Get Book

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, ...

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
Genre : Uncategorized
Get Book

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 ...

High Liquidity Creation and Bank Failures

High Liquidity Creation and Bank Failures

Author : Zuzana Fungacova,Rima Turk,Laurent Weill
Publisher : International Monetary Fund
Genre : Business & Economics
Get Book

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 ...

Bank Funding Structures and Risk

Bank Funding Structures and Risk

Author : Mr. Pablo Federico,Mr. Francisco F. Vázquez
Publisher : International Monetary Fund
Genre : Business & Economics
Get Book

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 ...

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
Genre : Uncategorized
Get Book

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 ...

Bank Risk Taking and Competition Revisited

Bank Risk Taking and Competition Revisited

Author : Mr.Gianni De Nicolo,John H. Boyd
Publisher : International Monetary Fund
Genre : Business & Economics
Get Book

This study reinvestigates the theoretical relationship between competition in banking and banks' exposure to risk of failure. There is a large existing literature that concludes that when banks are confronted with increased competition, they rationally choose more risky portfolios. We briefly review this literature and argue that it has had ...

Interest Rate Shocks  Competition and Bank Liquidity Creation

Interest Rate Shocks Competition and Bank Liquidity Creation

Author : Thomas Kick
Publisher : Unknown
Genre : Uncategorized
Get Book

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 ...

Financial Crises  Causes  Consequences  and Policy Responses

Financial Crises Causes Consequences and Policy Responses

Author : Stijn Claessens,Mr. M. Ayhan Kose,Mr. Luc Laeven,Fabian Valencia
Publisher : International Monetary Fund
Genre : Business & Economics
Get Book

Financial Crises: Causes, Consequences, and Policy Responses provides a comprehensive overview of research into financial crises and policy lessons learned. The book covers a wide range of crises, including banking, balance of payments, and sovereign debt crises. It begins with an overview of the various types of crises and introduces ...

Bank Liquidity and the Global Financial Crisis

Bank Liquidity and the Global Financial Crisis

Author : Laura Chiaramonte
Publisher : Springer
Genre : Business & Economics
Get Book

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. ...

The Financial Crisis Inquiry Report

The Financial Crisis Inquiry Report

Author : Financial Crisis Inquiry Commission
Publisher : Cosimo, Inc.
Genre : Political Science
Get Book

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 ...

Liquidity Creation Performance and Financial Stability Consequences of Islamic Banking

Liquidity Creation Performance and Financial Stability Consequences of Islamic Banking

Author : Allen N. Berger
Publisher : Unknown
Genre : Uncategorized
Get Book

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 ...

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
Genre : Business & Economics
Get Book

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 ...

Essays on Stability and Regulation of the Banking System

Essays on Stability and Regulation of the Banking System

Author : Shasta Shakya
Publisher : Unknown
Genre : Uncategorized
Get Book

This dissertation consists of three chapters each of which explores different topics in the area of banking. In the first chapter, I ask how a banks connectedness affects its financial stability and what mechanisms amplify or mitigate this effect. I consider connectedness arising due to linkages that are formed between ...