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Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales

Citations

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Cited by:

  1. Massimiliano Affinito, 2019. "What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy," Temi di discussione (Economic working papers) 1238, Bank of Italy, Economic Research and International Relations Area.
  2. Danisman, Gamze Ozturk & Tarazi, Amine, 2024. "ESG activity and bank lending during financial crises," Journal of Financial Stability, Elsevier, vol. 70(C).
  3. Tran, Dung Viet & Bui, Dien Giau & Nguyen, Cuong & Hoang, Huy Viet, 2023. "Bank liquidity hoarding during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 55(PB).
  4. Luu, Duc Thi & Napoletano, Mauro & Barucca, Paolo & Battiston, Stefano, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Journal of Financial Stability, Elsevier, vol. 52(C).
  5. Jari‐Mikko Meriläinen, 2020. "Bank ownership type and temporal evolution of long‐term bank funding in the period 2005–2017," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 91(2), pages 237-268, June.
  6. Jose Arias & Oleksandr Talavera & Andriy Tsapin, 2020. "Bank Liquidity and Exposure to Industry Shocks," Discussion Papers 20-16, Department of Economics, University of Birmingham.
  7. H. Evren Damar & Césaire Meh & Yaz Terajima, 2015. "Effects of Funding Portfolios on the Credit Supply of Canadian Banks," Staff Working Papers 15-10, Bank of Canada.
  8. Guarin, Alexander & Lozano, Ignacio, 2017. "Credit funding and banking fragility: A forecasting model for emerging economies," Emerging Markets Review, Elsevier, vol. 32(C), pages 168-189.
  9. Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol, 2022. "Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
  10. Farmer, J. Doyne & Wiersema, Garbrand & Kemp, Esti, 2023. "Liquidity Spirals," INET Oxford Working Papers 2023-16, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
  11. Riedler, Jesper & Brueckbauer, Frank, 2017. "Evaluating regulation within an artificial financial system: A framework and its application to the liquidity coverage ratio regulation," ZEW Discussion Papers 17-022, ZEW - Leibniz Centre for European Economic Research.
  12. Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes, 2017. "Banks' trading after the Lehman crisis: The role of unconventional monetary policy," Discussion Papers 19/2017, Deutsche Bundesbank.
  13. Aysan, Ahmet F. & Disli, Mustafa & Duygun, Meryem & Ozturk, Huseyin, 2018. "Religiosity versus rationality: Depositor behavior in Islamic and conventional banks," Journal of Comparative Economics, Elsevier, vol. 46(1), pages 1-19.
  14. repec:spo:wpmain:info:hdl:2441/2b7q60gmqo82aqr0p34bieidke is not listed on IDEAS
  15. Gropp, Reint & Radev, Deyan, 2017. "International banking conglomerates and the transmission of lending shocks across borders," SAFE Working Paper Series 175, Leibniz Institute for Financial Research SAFE.
  16. Arias, Jose & Talavera, Oleksandr & Tsapin, Andriy, 2022. "Bank liquidity and exposure to industry shocks: Evidence from Ukraine," Emerging Markets Review, Elsevier, vol. 53(C).
  17. Deyan Radev, 2024. "Global Banks and the Transmission of Shocks across Borders," Bulgarian Economic Papers bep-2024-02, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Jan 2024.
  18. Alexander Guar�n-L�pez & Ignacio Lozano-Espitia, 2016. "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia 14306, Banco de la Republica.
  19. Manuel Bachmann, 2018. "The Impact of Ex Ante Regulations and Ex Post Interventions on Bank Lending and Solvency," Department of Economics Working Papers wuwp269, Vienna University of Economics and Business, Department of Economics.
  20. 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.
  21. Pliszka, Kamil, 2021. "System-wide and banks' internal stress tests: Regulatory requirements and literature review," Discussion Papers 19/2021, Deutsche Bundesbank.
  22. Banerjee, Ryan N. & Mio, Hitoshi, 2018. "The impact of liquidity regulation on banks," Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 30-44.
  23. Bonner, Clemens & Wedow, Michael & Budnik, Katarzyna & Koban, Anne & Kok, Christoffer & Laliotis, Dimitrios & Meller, Barbara & Melo, Ana Sofia & Moldovan, Iulia & Schmitz, Stefan & Couaillier, Cyril , 2018. "Systemic liquidity concept, measurement and macroprudential instruments," Occasional Paper Series 214, European Central Bank.
  24. Pool, Sebastiaan & de Haan, Leo & Jacobs, Jan P.A.M., 2015. "Loan loss provisioning, bank credit and the real economy," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 124-136.
  25. Saibal Ghosh, 2016. "Capital Buffer, Credit Risk and Liquidity Behaviour: Evidence for GCC Banks," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 58(4), pages 539-569, December.
  26. Nguyen, Vu Hong Thai & Boateng, Agyenim, 2013. "The impact of excess reserves beyond precautionary levels on Bank Lending Channels in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 358-377.
  27. Tafirei Mashamba & Farai Kwenda, 2017. "A Look at the Liquidity Management Practices of Banks in South Africa," Journal of Economics and Behavioral Studies, AMH International, vol. 9(3), pages 113-120.
  28. Daniel O. Beltran & Valentin Bolotnyy & Elizabeth C. Klee, 2015. "Un-Networking: The Evolution of Networks in the Federal Funds Market," Finance and Economics Discussion Series 2015-55, Board of Governors of the Federal Reserve System (U.S.).
  29. Bachmann, Manuel, 2018. "The Impact of Ex Ante Regulations and Ex Post Interventions on Bank Lending and Solvency," Department of Economics Working Paper Series 269, WU Vienna University of Economics and Business.
  30. Cubillas, Elena & Suárez, Nuria, 2018. "Bank market power and lending during the global financial crisis," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 1-22.
  31. Alette Tammenga & Pieter Haarman, 2020. "Liquidity risk regulation and its practical implications for banks: the introduction and effects of the Liquidity Coverage Ratio," Maandblad Voor Accountancy en Bedrijfseconomie Articles, Maandblad Voor Accountancy en Bedrijfseconomie, vol. 94(9-10), pages 367-378, October.
  32. Bachmann, Manuel, 2018. "Market Illiquidity, Credit Freezes and Endogenous Funding Constraints," Department of Economics Working Paper Series 255, WU Vienna University of Economics and Business.
  33. Antonio Álvarez & Alejandro Fernández & Joaquín García-Cabo & Diana Posada, 2019. "Liquidity Funding Shocks: the Role of Banks’ Funding Mix," Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(2), pages 167-190, June.
  34. Geoffrey R. D. Underhill & Erik Jones, 2023. "Optimum financial areas: Retooling the governance of global finance," The World Economy, Wiley Blackwell, vol. 46(6), pages 1582-1608, June.
  35. Manuel Bachmann, 2018. "Market Illiquidity, Credit Freezes and Endogenous Funding Constraints," Department of Economics Working Papers wuwp255, Vienna University of Economics and Business, Department of Economics.
  36. George Kladakis & Lei Chen & Sotirios K. Bellos, 2022. "Wholesale funding and liquidity creation," Review of Quantitative Finance and Accounting, Springer, vol. 59(4), pages 1501-1524, November.
  37. Claudio Oliveira De Moraes & José Americo Pereira Antunes & Adriano Rodrigues, 2019. "Financial intermediation analysis from financial flows," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(3), pages 727-747, August.
  38. Axelle Arquié, 2023. "Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors," Working Papers 2023-09, CEPII research center.
  39. Dung Viet Tran & David McMillan, 2020. "Funding liquidity and bank lending," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1734324-173, January.
  40. Xu, Ying & La, Hai Anh, 2015. "Foreign banks and international shock transmission: Does bank ownership still matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 200-216.
  41. Leo de Haan & Jan Willem van den End & Philip Vermeulen, 2017. "Lenders on the storm of wholesale funding shocks: saved by the central bank?," Applied Economics, Taylor & Francis Journals, vol. 49(46), pages 4679-4703, October.
  42. Gropp, Reint E. & Radev, Deyan, 2017. "International banking conglomerates and the transmission of lending shocks across borders," IWH Discussion Papers 19/2017, Halle Institute for Economic Research (IWH).
  43. Chen, Ting-Hsuan & Chou, Hsiu-Hsia & Chang, Yuan & Fang, Hao, 2015. "The effect of excess lending on bank liquidity : Evidence from China," International Review of Economics & Finance, Elsevier, vol. 36(C), pages 54-68.
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