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The information content of Basel III liquidity risk measures

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  1. The Scandal is What's Legal
    by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-02-08 18:26:31

Citations

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Cited by:

  1. Simion, Giorgia & Rigoni, Ugo & Cavezzali, Elisa & Veller, Andrea, 2024. "Basel liquidity regulation and credit risk market perception: Evidence from large European banks," Research in International Business and Finance, Elsevier, vol. 69(C).
  2. Ashraf, Dawood & Rizwan, Muhammad Suhail & L’Huillier, Barbara, 2016. "A net stable funding ratio for Islamic banks and its impact on financial stability: An international investigation," Journal of Financial Stability, Elsevier, vol. 25(C), pages 47-57.
  3. Foly Ananou & Dimitris Chronopoulos & Amine Tarazi & John O S Wilson, 2023. "Liquidity Regulation and Bank Risk," Working Papers hal-03366418, HAL.
  4. Thiago Christiano Silva & Marcos Soares da Silva & Benjamin Miranda Tabak, 2015. "Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach," Working Papers Series 401, Central Bank of Brazil, Research Department.
  5. Petros Arvanitis & Konstantinos Drakos, 2015. "The Net Stable Funding Ratio of US Bank Holding Companies: A Retrospective Analysis," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(2), pages 1-9, June.
  6. Karim Belcaid & Mamdouh Abdulaziz Saleh Al-Faryan, 2024. "Determinants of Bank Profitability in the Context of Financial Liberalization: Evidence from Morocco," Business Perspectives and Research, , vol. 12(1), pages 164-180, January.
  7. Cong Wang & Lihuan Zhuang, 2022. "Bank liquidity and the risk-taking channel of monetary policy: An empirical study of the banking system in China," PLOS ONE, Public Library of Science, vol. 17(12), pages 1-15, December.
  8. Jin, Yi & Gao, Xin & Li, Donghui, 2022. "The effect of individualism on bank risk and bank Performance: An international study," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
  9. Yiannis Anagnostopoulos & Jackie Kabeega, 2019. "Insider perspectives on European banking challenges in the post-crisis regulation environment," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(2), pages 136-158, June.
  10. Sebastian Doerr & Mathias Drehmann, 2026. "The liquidity coverage ratio a decade on: a stocktake of the literature," BIS Papers, Bank for International Settlements, number 164, May.
  11. Olalere Oluwaseyi Ebenezer & Md. Aminul Islam & Wan Sallha Yusoff & Farid Ahammad Sobhani, 2019. "Exploring Liquidity Risk and Interest-Rate Risk: Implications for Profitability and Firm Value in Nigerian Banks," Journal of Reviews on Global Economics, Lifescience Global, vol. 8, pages 315-326.
  12. Besma Hamdi & Mohamed Abdouli & Afifa Ferhi & Mouna Aloui & Sami Hammami, 2019. "The Stability of Islamic and Conventional Banks in the MENA Region Countries During the 2007–2012 Financial Crisis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 10(1), pages 365-379, March.
  13. Schupp, Fabian & Silbermann, Leonid, 2017. "The role of structural funding for stability in the German banking sector," Discussion Papers 03/2017, Deutsche Bundesbank.
  14. Tian, Shu & Park, Donghyun & Cagas, Marie Anne, 2021. "Bond market development and bank stability: Evidence from emerging markets," Research in International Business and Finance, Elsevier, vol. 58(C).
  15. Sundaresan, Suresh & Xiao, Kairong, 2024. "Liquidity regulation and banks: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 151(C).
  16. I‐Ju Chen & Yu‐Yi Lee & Yong‐Chin Liu, 2020. "Bank liquidity, macroeconomic risk, and bank risk: Evidence from the Financial Services Modernization Act," European Financial Management, European Financial Management Association, vol. 26(1), pages 143-175, January.
  17. Ly, Kim Cuong & Shimizu, Katsutoshi, 2018. "Funding liquidity risk and internal markets in multi-bank holding companies: Diversification or internalization?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 77-89.
  18. D’Orazio, Paola & Popoyan, Lilit, 2019. "Fostering green investments and tackling climate-related financial risks: Which role for macroprudential policies?," Ecological Economics, Elsevier, vol. 160(C), pages 25-37.
  19. Ahmadyan, Azam & Shahchera, Mahshid, 2018. "Effect of Asset and Liability Management on Liquidity Risk of Iranian Banks," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(1), pages 107-123, January.
  20. Becchetti, Leonardo & Ciciretti, Rocco & Hasan, Iftekhar, 2015. "Corporate social responsibility, stakeholder risk, and idiosyncratic volatility," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 297-309.
  21. Ahmed S. Baig & Drew B. Winters, 2021. "Month-End Regularities in the Overnight Bank Funding Markets," JRFM, MDPI, vol. 14(5), pages 1-16, May.
  22. Basim Alzugaiby & Jairaj Gupta & Andrew Mullineux & Rizwan Ahmed, 2021. "Relevance of size in predicting bank failures," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3504-3543, July.
  23. Sebastian de Ramon & William Francis & Kristoffer Milonas, 2017. "An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database," Bank of England working papers 652, Bank of England.
  24. Rubio, Margarita & Carrasco-Gallego, José A., 2016. "The new financial regulation in Basel III and monetary policy: A macroprudential approach," Journal of Financial Stability, Elsevier, vol. 26(C), pages 294-305.
  25. Matías Cabrera & Gerald P. Dwyer & María J. Nieto, 2018. "The G-20 regulatory agenda and bank risk," Working Papers 1829, Banco de España.
  26. Passmore, Wayne & Temesvary, Judit, 2022. "How investor demands for safety influence bank capital and liquidity trade-offs," Journal of Financial Stability, Elsevier, vol. 60(C).
  27. Sviatlana Hlebik, 2017. "Liquidity Risk under The New Basel Global Regulatory Framework," Applied Economics and Finance, Redfame publishing, vol. 4(6), pages 78-90, November.
  28. Meriläinen, Jari-Mikko & Junttila, Juha, 2020. "The relationship between credit ratings and asset liquidity: Evidence from Western European banks," Journal of International Money and Finance, Elsevier, vol. 108(C).
  29. Citterio, Alberto, 2024. "Bank failure prediction models: Review and outlook," Socio-Economic Planning Sciences, Elsevier, vol. 92(C).
  30. Muhammad Saifuddin Khan, 2018. "The Role of Liquidity in Financial Intermediation," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2018, January-A.
  31. Bruno de Menna, 2021. "The Joint Impact of Bank Capital and Funding Liquidity on the Monetary Policy's Risk-Taking Channel," Working Papers hal-03138724, HAL.
  32. Stephanos Papadamou & Dimitrios Sogiakas & Vasilios Sogiakas & Konstantinos Syriopoulos, 2021. "The role of net stable funding ratio on the bank lending channel: evidence from European Union," Journal of Banking Regulation, Palgrave Macmillan, vol. 22(4), pages 287-307, December.
  33. Isabelle Distinguin & Aref Mahdavi-Ardekani & Amine Tarazi, 2017. "Do banks differently set their liquidity ratios based on their network characteristics?," Working Papers hal-01336784, HAL.
  34. Al-Shboul, Mohammad & Maghyereh, Aktham & Hassan, Abul & Molyneux, Phillip, 2020. "Political risk and bank stability in the Middle East and North Africa region," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
  35. Li Xian Liu & Shuangzhe Liu & Milind Sathye, 2021. "Predicting Bank Failures: A Synthesis of Literature and Directions for Future Research," JRFM, MDPI, vol. 14(10), pages 1-24, October.
  36. Chronopoulos, Dimitris K. & Wilson, John O.S. & Yilmaz, Muhammed H., 2023. "Regulatory oversight and bank risk," Journal of Financial Stability, Elsevier, vol. 64(C).
  37. Khan, Muhammad Saifuddin & Scheule, Harald & Wu, Eliza, 2017. "Funding liquidity and bank risk taking," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 203-216.
  38. Nguyen, Thach V.H. & Nguyen, Thai Vu Hong, 2022. "How do banks price liquidity? The role of market power," Global Finance Journal, Elsevier, vol. 53(C).
  39. Cole, Rebel & Sokolyk, Tatyana, 2016. "Who needs credit and who gets credit? Evidence from the surveys of small business finances," Journal of Financial Stability, Elsevier, vol. 24(C), pages 40-60.
  40. Cai, Khoa & Le, Minh & Vo, Hong, 2019. "The cost of being safer in banking: Market power loss," Economic Analysis and Policy, Elsevier, vol. 62(C), pages 116-130.
  41. Chiorazzo, Vincenzo & D'Apice, Vincenzo & DeYoung, Robert & Morelli, Pierluigi, 2018. "Is the traditional banking model a survivor?," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 238-256.
  42. Shahchera, Mahshid & Taheri, Mandana, 2017. "Liquidity Coverage Ratio, Ownership, Stability: Evidence from Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(2), pages 175-191, April.
  43. Assaf, A. George & Berger, Allen N. & Roman, Raluca A. & Tsionas, Mike G., 2019. "Does efficiency help banks survive and thrive during financial crises?," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 445-470.
  44. Hafiz Waqas Kamran & Dr. Shamsul Bahrain bin Mohamed Arshad & Dr. Abdelnaser Omran, 2019. "Liquidity Risk Management in Banking Sector under the Shadow of Systematic Risk and Economic Dynamics in Pakistan," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), vol. 7(2), pages :167-183, June.
  45. Wang, Kaike & Zhang, Xin & Wang, Shuhong, 2024. "Blockchain technology concerns and corporate financial risk prevention—A quasi-natural experiment for Chinese listed A-share companies," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1496-1512.
  46. Ion LAPTEACRU, 2022. "What drives the risk of European banks during crises? New evidence and insights," Bordeaux Economics Working Papers 2022-02, Bordeaux School of Economics (BSE).
  47. Giovanni Calice & Yong Kyu Gam, 2023. "US National Banks and Local Economic Fragility," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(3), pages 313-338, June.
  48. Jennie Bai & Arvind Krishnamurthy & Charles†Henri Weymuller, 2018. "Measuring Liquidity Mismatch in the Banking Sector," Journal of Finance, American Finance Association, vol. 73(1), pages 51-93, February.
  49. Bowo Setiyono & Ahmad Maulin Naufa, 2020. "The Impact of Net Stable Funding Ratio on Bank Performance and Risk Around the World," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 23(4), pages 543-564, December.
  50. Chiaramonte, Laura & Casu, Barbara, 2017. "Capital and liquidity ratios and financial distress. Evidence from the European banking industry," The British Accounting Review, Elsevier, vol. 49(2), pages 138-161.
  51. Patel, Ajay & Sorokina, Nonna & Thornton, John H., 2022. "Liquidity and bank capital structure," Journal of Financial Stability, Elsevier, vol. 62(C).
  52. Tien V. Nguyen & Anh Phan & Dung Viet Tran, 2023. "Activity strategies, bank stability and policy uncertainty," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(4), pages 959-983, December.
  53. Karel Brůna & Naďa Blahová, 2015. "Ekonomické a regulatorní podmínky řízení likvidity v bankovním sektoru České republiky v kontextu aplikace poměru likvidního krytí
    [Economic and Regulatory Conditions of Liquidity Management in the    ," Politická ekonomie, University of Economics, Prague, vol. 2015(6), pages 768-713.
  54. Neyer, Ulrike & Sterzel, André, 2018. "Preferential treatment of government bonds in liquidity regulation: Implications for bank behaviour and financial stability," DICE Discussion Papers 301, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  55. Chen, Wei-Da & Chen, Yehning & Huang, Shu-Chun, 2021. "Liquidity risk and bank performance during financial crises," Journal of Financial Stability, Elsevier, vol. 56(C).
  56. Douglas da Rosa München & Herbert Kimura, 2020. "Regulatory Banking Leverage: what do you know?," Working Papers Series 540, Central Bank of Brazil, Research Department.
  57. Farouq Altahtamouni & Shikhah Alyousef, 2021. "The Effect of Liquidity According to the Requirements of the Basel III Committee on the Profitability of Banks: Evidence from Saudi Banks," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 439-463.
  58. Sandrine Lecarpentier & Cyril Pouvelle & Olivier de Bandt, 2019. "Determinants of banks' liquidity : a French perspective on market and regulatory ratio interactions," EconomiX Working Papers 2019-18, University of Paris Nanterre, EconomiX.
  59. André F Silva, 2019. "Strategic Liquidity Mismatch and Financial Sector Stability," The Review of Financial Studies, Society for Financial Studies, vol. 32(12), pages 4696-4733.
  60. Choi, Seungho & Gam, Yong Kyu & Park, Junho & Shin, Hojong, 2020. "Bank partnership and liquidity crisis," Journal of Banking & Finance, Elsevier, vol. 120(C).
  61. Galletta, Simona & Mazzù, Sebastiano & Scannella, Enzo, 2021. "Risk committee complexity and liquidity risk in the European banking industry," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 691-703.
  62. Naďa Blahová & Karel Brůna, 2015. "Ekonomické a regulatorní podmínky řízení likvidity v bankovním sektoru České republiky v kontextu aplikace poměru likvidního krytí [Economic and Regulatory Conditions of Liquidity Management in the Czech Banking Sector in the Context of Applicatio," Politická ekonomie, Prague University of Economics and Business, vol. 2015(6), pages 689-713.
  63. Sara Longo & Antonio Parbonetti & Amedeo Pugliese, 2022. "Investors’ expectations around quantitative easing: does liquidity injection affect European banks equally?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 26(3), pages 957-996, September.
  64. Vincenzo Russo & Valentina Lagasio & Marina Brogi & Frank J. Fabozzi, 2020. "Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules," Annals of Finance, Springer, vol. 16(1), pages 141-157, March.
  65. Jean-Loup, Soula, 2017. "Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 302-313.
  66. Nguyen Tran Thai Ha & Phan Gia Quyen, 2018. "The Impact of Funding Liquidity on Risk-taking Behaviour of Vietnamese Banks: Approaching by Z-Score Measure," International Journal of Economics and Financial Issues, Econjournals, vol. 8(3), pages 29-35.
  67. López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura, 2017. "Sovereign tail risk," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 174-188.
  68. Giuliana Birindelli & Paola Ferretti & Marco Savioli, 2016. "Basel 3: Does One Size Really Fit All Banks' Business Models?," Working Paper series 16-20, Rimini Centre for Economic Analysis.
  69. Smaoui, Houcem & Mimouni, Karim & Miniaoui, Héla & Temimi, Akram, 2020. "Funding liquidity risk and banks' risk-taking: Evidence from Islamic and conventional banks," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
  70. Giuliana Birindelli & Paola Ferretti & Giovanni Ferri & Marco Savioli, 2022. "Regulatory reform and banking diversity: reassessing Basel 3," Annals of Finance, Springer, vol. 18(4), pages 429-456, December.
  71. Ayesha Afzal & Nawazish Mirza & Fatima Arshad, 2021. "Market discipline in South Asia: Evidence from commercial banking sector," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2251-2262, April.
  72. Husodo, Zaäfri A. & Raz, Arisyi F. & Danarsari, Dwi Nastiti, 2024. "The bind and the slack of Basel III liquidity regulations: Evidence from Indonesia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 96(C).
  73. Igan, Deniz & Mirzaei, Ali, 2020. "Does going tough on banks make the going get tough? Bank liquidity regulations, capital requirements, and sectoral activity," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 688-726.
  74. de Bandt, Olivier & Lecarpentier, Sandrine & Pouvelle, Cyril, 2021. "Determinants of banks’ liquidity: A French perspective on interactions between market and regulatory requirements," Journal of Banking & Finance, Elsevier, vol. 124(C).
  75. Agus Widarjono & Diana Wijayanti & Suharto Suharto, 2022. "Funding liquidity risk and asset risk of Indonesian Islamic rural banks," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2059911-205, December.
  76. Chen, Ting-Hsuan & Lee, Chien-Chiang & Shen, Chung-Hua, 2022. "Liquidity indicators, early warning signals in banks, and financial crises," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  77. Kočenda, Evžen & Iwasaki, Ichiro, 2020. "Bank survival in Central and Eastern Europe," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 860-878.
  78. Khalifeh, Imtynan & Benhmad, Francois & El Moussawi, Chawki & Tarazi, Amine, 2025. "Net stable funding ratio: Implication for Bank stability in Europe," Global Finance Journal, Elsevier, vol. 67(C).
  79. Ananou, Foly & Chronopoulos, Dimitris K. & Tarazi, Amine & Wilson, John O.S., 2021. "Liquidity regulation and bank lending," Journal of Corporate Finance, Elsevier, vol. 69(C).
  80. Lartey, Theophilus & James, Gregory A. & Danso, Albert, 2021. "Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach," International Review of Financial Analysis, Elsevier, vol. 75(C).
  81. Raz, Arisyi F. & McGowan, Danny & Zhao, Tianshu, 2022. "The dark side of liquidity regulation: Bank opacity and funding liquidity risk," Journal of Financial Intermediation, Elsevier, vol. 52(C).
  82. Tursoy, Turgut, 2018. "Risk management process in banking industry," MPRA Paper 86427, University Library of Munich, Germany.
  83. Cabrera, Matias & Dwyer, Gerald P. & Nieto, Maria J., 2018. "The G-20′s regulatory agenda and banks’ risk," Journal of Financial Stability, Elsevier, vol. 39(C), pages 66-78.
  84. Li, Boyao, 2021. "Bank equity, interest payments, and credit creation under Basel III regulations," MPRA Paper 111269, University Library of Munich, Germany.
  85. Bank for International Settlements, 2016. "Literature review on integration of regulatory capital and liquidity instruments," BCBS Working Papers 30, Bank for International Settlements.
  86. Ochenge, Rogers Ondiba, 2023. "The effect of FinTech development on bank risktaking: Evidence from Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series 72, Kenya Bankers Association (KBA).
  87. Li, Boyao, 2022. "How does bank equity affect credit creation? Multiplier effects under Basel III regulations," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 299-324.
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