Bank regulation under fire sale externalities
Citations
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Cited by:
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95, May.
- Wang, Yujie & Tsang, Albert & Xiang, Yi & Yan, Shuo, 2024. "How can regulators affect corporate social responsibility? Evidence from regulatory disclosures of consumer complaints in the U.S," The British Accounting Review, Elsevier, vol. 56(1).
- Tirupam Goel & Isha Agarwal, 2021. "Limits of stress-test based bank regulation," BIS Working Papers 953, Bank for International Settlements.
- Flora Lutz & Leopold Zessner-Spitzenberg, 2019. "Sudden Stops and Reserve Accumulation in the Presence of International Liquidity Risk," Vienna Economics Papers vie1907, University of Vienna, Department of Economics.
- Paul Pichler & Flora Lutz, 2017. "Liquidity risk and financial stability regulation," Vienna Economics Papers 1701, University of Vienna, Department of Economics.
- Paul Pichler & Flora Lutz, 2017. "Liquidity risk and financial stability regulation," Vienna Economics Papers vie1701, University of Vienna, Department of Economics.
- Flora Lutz & Leopold Zessner-Spitzenberg, 2019. "Sudden Stops and Reserve Accumulation in the Presence of International Liquidity Risk," Vienna Economics Papers 1907, University of Vienna, Department of Economics.
- Roberts, Daniel & Sarkar, Asani & Shachar, Or, 2023.
"Liquidity regulations, bank lending and fire-sale risk,"
Journal of Banking & Finance, Elsevier, vol. 156(C).
- Daniel Roberts & Asani Sarkar & Or Shachar, 2018. "Liquidity Regulations, Bank Lending, and Fire-Sale Risk," Staff Reports 852, Federal Reserve Bank of New York.
- Eric Cuijpers & Razvan Vlahu, 2026. "Cross-border banking, intragroup exposures and risk-taking," Working Papers 854, DNB.
- Goel, Tirupam, 2025. "Efficient or systemic banks: Can regulation strike a deal?," Journal of Economic Dynamics and Control, Elsevier, vol. 179(C).
- Ruitao Gu & Qiaoyun Zhang & Wei Zhou & Jianxu Liu, 2022. "Judging the True Health of Finance Institutions Based on Risk Behavior and Operation Performance," Mathematical Problems in Engineering, Hindawi, vol. 2022, pages 1-21, November.
- Anil K Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2024.
"Optimal Bank Regulation in the Presence of Credit and Run Risk,"
Journal of Political Economy, University of Chicago Press, vol. 132(3), pages 772-823.
- Anil K. Kashyap & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2017. "Optimal Bank Regulation in the Presence of Credit and Run Risk," Finance and Economics Discussion Series 2017-097, Board of Governors of the Federal Reserve System (U.S.).
- Anil K. Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2020. "Optimal Bank Regulation In the Presence of Credit and Run-Risk," NBER Working Papers 26689, National Bureau of Economic Research, Inc.
- Ryuichiro Izumi & Yang Li, 2021. "Financial Stability with Fire Sale Externalities," Wesleyan Economics Working Papers 2021-002, Wesleyan University, Department of Economics.
- Glocker, Christian, 2019. "Do reserve requirements reduce the risk of bank failure?," MPRA Paper 95634, University Library of Munich, Germany.
- Gazi I. Kara, 2016. "Bank Capital Regulations Around the World : What Explains the Differences?," Finance and Economics Discussion Series 2016-057, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Laurent Clerc & Sandrine Lecarpentier & Cyril Pouvelle, 2025. "Basel III joint regulatory constraints: interactions and implications for the financing of the economy," Working papers 988, Banque de France.
- Luck, Stephan & Schempp, Paul, 2023. "Inefficient liquidity creation," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Sandrine Lecarpentier & Olivier de Bandt & Cyril Pouvelle, 2019.
"Determinants of banks' liquidity : a French perspective on market and regulatory ratio interactions,"
Working Papers
hal-04141861, HAL.
- 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.
- Adi Mordel, 2018. "Prudential Liquidity Regulation in Banking-A Literature Review," Discussion Papers 18-8, Bank of Canada.
- Skander Van den Heuvel, 2019.
"The Welfare Effects of Bank Liquidity and Capital Requirements,"
2019 Meeting Papers
325, Society for Economic Dynamics.
- Skander J. Van den Heuvel, 2022. "The Welfare Effects of Bank Liquidity and Capital Requirements," Finance and Economics Discussion Series 2022-072, Board of Governors of the Federal Reserve System (U.S.).
- Liu, Zehao & Xie, Chengbo, 2021. "Liquidity, capital requirements, and shadow banking," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1379-1388.
- Acosta-Smith, Jonathan & Arnould, Guillaume & De-Ramon, Sebastian J.A. & Milonas, Kristoffer & Vo, Quynh-Anh, 2026.
"Capital and liquidity interaction in banking,"
Journal of Financial Stability, Elsevier, vol. 83(C).
- Jonathan Acosta-Smith & Guillaume Arnould & Kristoffer Milonas & Quynh-Anh Vo, 2019. "Capital and liquidity interaction in banking," Bank of England working papers 840, Bank of England.
- Kara, Gazi Ishak, 2016.
"Systemic risk, international regulation, and the limits of coordination,"
Journal of International Economics, Elsevier, vol. 99(C), pages 192-222.
- Gazi I. Kara, 2013. "Systemic Risk, International Regulation, and the Limits of Coordination," Finance and Economics Discussion Series 2013-87, Board of Governors of the Federal Reserve System (U.S.).
- Agarwal, Isha & Goel, Tirupam, 2024. "Bank regulation and supervision: A symbiotic relationship," Journal of Banking & Finance, Elsevier, vol. 163(C).
- Kurlat, Pablo, 2021. "Investment externalities in models of fire sales," Journal of Monetary Economics, Elsevier, vol. 122(C), pages 102-118.
- 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.
- Quynh-Anh Vo, 2021. "Interactions of capital and liquidity requirements: a review of the literature," Bank of England working papers 916, Bank of England.
- 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.
- Ikeda, Daisuke, 2024.
"Bank runs, prudential tools and social welfare in a global game general equilibrium model,"
Journal of Financial Stability, Elsevier, vol. 72(C).
- Ikeda Daisuke, 2018. "Bank runs, prudential tools and social welfare in a global game general equilibrium model," Bank of England working papers 732, Bank of England.
- Wei, Xu & Xiao, Xiao & Zhou, Yi & Zhou, Yimin, 2023. "Spillover effects between liquidity risks through endogenous debt maturity," Journal of Financial Markets, Elsevier, vol. 64(C).
- 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).
- 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).
- Olivier de Bandt & Sandrine Lecarpentier & Cyril Pouvelle, 2020. "Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements [Les déterminants de la liquidité bancaire : une perspective française sur les interactions entre les exigences du marché et les exig," Débats Economiques et financiers 35, Banque de France.
- Olivier de Bandt & Sandrine Lecarpentier & Cyril Pouvelle, 2020. "Determinants of Banks Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements," Working papers 782, Banque de France.
- Xuewen Liu, 2023. "A Model of Systemic Bank Runs," Journal of Finance, American Finance Association, vol. 78(2), pages 731-793, April.
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