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Intraday Management of Bank Reserves: The Effects of Caps and Fees on Daylight Overdrafts

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Author Info
Hancock, Diana
Wilcox, James A
Abstract

The Federal Reserve System imposes caps and charges fees on the negative intraday balances in banks' reserve accounts. i.e., on daylight overdrafts. Our empirical results suggest that caps alone did little to reduce daylight overdrafts in the aggregate. By contrast, the 1994 imposition of fees reduced the average daily maximum overdraft on the Fedwire system by about $93 billion and the average aggregate overdraft at any time during the day by about $43 billion. We also found statistical evidence that higher beginning-of-day reserve balances, lower aggregate dollar values of securities-related transfers over Fedwire, and lower shares of banks' assets funded with federal funds and repurchase agreements reduced daylight overdrafts. Copyright 1996 by Ohio State University Press.

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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 28 (1996)
Issue (Month): 4 (November)
Pages: 870-908
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Handle: RePEc:mcb:jmoncb:v:28:y:1996:i:4:p:870-908

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
  1. William R. Emmons, 1997. "Recent developments in wholesale payments systems," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 23-43. [Downloadable!]
  2. Charles M. Kahn & William Roberds, 1999. "Real-time gross settlement and the costs of immediacy," Working Paper 98-21, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  3. Huberto M. Ennis & John A. Weinberg, 2007. "Interest on reserves and daylight credit," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 111-142. [Downloadable!]
  4. Nilssen,T., 2000. "Risk externalities in a payments oligopoly," Memorandum 10/2000, Oslo University, Department of Economics. [Downloadable!]
  5. John R. Walter, 1998. "Can a safety net subsidy be contained?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 1-20. [Downloadable!]
  6. Richard G. Anderson & Robert H. Rasche, 1996. "Measuring the adjusted monetary base in an era of financial change," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 3-37. [Downloadable!]
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