Liquidity regulations, bank lending and fire-sale risk
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DOI: 10.1016/j.jbankfin.2023.107007
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- Daniel Roberts & Asani Sarkar & Or Shachar, 2018. "Liquidity Regulations, Bank Lending, and Fire-Sale Risk," Staff Reports 852, Federal Reserve Bank of New York.
References listed on IDEAS
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Cited by:
- Wayne Passmore & Judit Temesvary, 2020. "Investor Demands for Safety, Bank Capital, and Liquidity Measurement," Finance and Economics Discussion Series 2020-079, Board of Governors of the Federal Reserve System (U.S.).
- Adi Mordel, 2018. "Prudential Liquidity Regulation in Banking-A Literature Review," Discussion Papers 18-8, Bank of Canada.
- Jiakai Chen & Haoyang Liu & Asani Sarkar & Zhaogang Song, 2020. "Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis," Staff Reports 933, Federal Reserve Bank of New York.
- Okahara, Naoto, 2020. "Liquidity requirement and banks' lending," MPRA Paper 101816, University Library of Munich, Germany.
- Richard K. Crump & João A. C. Santos, 2018. "Review of New York Fed studies on the effects of post-crisis banking reforms," Economic Policy Review, Federal Reserve Bank of New York, issue 24-2, pages 71-90.
- Joshua Bosshardt & Ali Kakhbod & Farzad Saidi, 2021.
"The Bank Liquidity Channel of Financial (In)stability,"
ECONtribute Discussion Papers Series
108, University of Bonn and University of Cologne, Germany.
- Saidi, Farzad & Bosshardt, Joshua & Kakhbod, Ali, 2022. "The Bank Liquidity Channel of Financial (In)stability," CEPR Discussion Papers 16438, C.E.P.R. Discussion Papers.
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More about this item
Keywords
Liquidity coverage ratio; Banks; Liquidity creation; Lending; Fire-sale risk;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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