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1. www.sciencedirect.com › science › articleLiquidity regulation and banks: Theory and evidence

   www.sciencedirect.com › science › article

   Jan 1, 2024 · Before the 2007–2009 financial crisis, bank regulation primarily focused on capital requirements. However, despite adequate capital levels, many banks still experienced significant liquidity problems during the crisis. 1 In response, the Basel Committee introduced global liquidity standards to reduce risks associated with excessive liquidity transformation.

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2. link.springer.com › article › 10Bank capital and liquidity regulation | Journal of Banking ...

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   Mar 25, 2021 · The expectation of stability, in turn, increases asset prices. Compared to the capital and liquidity regulation discussed above, the drop in asset prices under this liquidity regulation is moderate. Under the former two types of regulation, asset prices decrease by around 4.5%, while they now decrease by 3.7%.

   • Author: Asako Chiba
   • Email: stapassando11@gmail.com

   • Publish Year: 2021

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4. www.norges-bank.no › contentassetsBankLiquidityandCapitalRegulationinGeneral Equilibrium Bank

   www.norges-bank.no › contentassets

   to study the macroeconomic impact of adding a minimum liquidity standard to existing capital requirements. Banks will differ in size and capital and liquidity constraints bind occasionally. Imposing a liquidity requirement would lead to a steady-state decrease in bank loans of about 3 percent and a decline in output of about 0.3 percent ...

5. www.ecb.europa.eu › press › conferencesThe interdependence of bank capital and liquidity

   www.ecb.europa.eu › press › conferences

   between capital and liquidity regulation. 1In most jurisdictions, the cost of debt is tax-deductible, while dividends are not. Schepens (2016) shows that a reduction in the tax discrimination between debt and equity nancing leads to a signi cant increase in bank capital ratios.

6. www.atlantafed.org › cenfis › publicationsThe Role of Liquidity in the Financial System - Federal ...

   www.atlantafed.org › cenfis › publications

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   Gazi Ishak Kara from the Federal Reserve Board of Governors and S. Mehmet Ozsoy of Ozyegin University develop a model in which relying solely on capital regulation leads banks to reduce their liquidity holdings. Their paper "Bank Regulation under Fire Sale Externalities" shows conditions under which the combination of capital and liquidity ...

7. cepr.org › voxeu › columnsThe effect of regulation on banks’ liquidity buffers | CEPR

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   Nov 1, 2013 · Hence, independent of liquidity regulation, the net effect of deposit insurance is an empirical question – it either lowers liquidity buffers as it reduces liquidity risks, or it increases liquidity buffers due to increased market discipline. Determinants of banks’ liquidity holdings. For our analysis, we collected annual balance sheet data ...

8. People also ask

   Does capital regulation lead banks to reduce liquidity holdings?

   • Gazi Ishak Kara from the Federal Reserve Board of Governors and S. Mehmet Ozsoy of Ozyegin University develop a model in which relying solely on capital regulation leads banks to reduce their liquidity holdings.

   The Role of Liquidity in the Financial System

   www.atlantafed.org/cenfis/publications/notesfromthevault/1511

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   How does capital & liquidity regulation affect asset prices?

   • With capital or liquidity regulation, asset prices recover more quickly in the wake of a negative productivity shock when agents’ expectations regarding the probability of a bank run are taken into account than without regulation. This, in turn, increases the expected value of assets held by banks and reduces the probability of crisis.

   Bank capital and liquidity regulation | Journal of Banking Regulation

   link.springer.com/article/10.1057/s41261-021-00157-1

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   How does liquidity regulation affect banks?

   • Meanwhile, the liquidity regulation proposed here, i.e., mandatory holdings of government bonds, by weakening the drop in asset prices, enhances the total value of assets held by banks in the case where a negative shock materializes. The increased recovery rate leads to a lower probability of crisis.

   Bank capital and liquidity regulation | Journal of Banking Regulation

   link.springer.com/article/10.1057/s41261-021-00157-1

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   How should portfolio liquidity be regulated?

   • portfolio liquidity have on each of them. regulation should be designed considering both sides of banks balance sheet. The same (mar- others. Real world regulatory tools like risk-weighted capital ratio (RWC), liquidity coverage ratio between banks assets and liabilities (see Cecchetti and Kashyap, 2018). to characterize optimal regulation.

   The interdependence of bank capital and liquidity - European Central B…

   www.ecb.europa.eu/press/conferences/shared/pdf/20191216_4th_macroprud_conf/2019.12.17_The_interdependence_of_bank_capital_and_liquidity_Agnese_Leonello.pdf

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   Is there a connection between capital and liquidity regulations?

   • It is interesting to examine the possible interaction between capital and liquidity regulations (Carletti et al., 2018). Evidence has suggested that banks that were sufficiently well capitalized during the 2007–2009 crisis could continue to have access to liquidity (Thakor, 2018).

   Liquidity regulation and banks: Theory and evidence☆

   www.sciencedirect.com/science/article/pii/S0304405X23001873

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   Does the quantity-based liquidity rule reduce banks' liquidity risks?

   • We document that the current quantity-based liquidity rule has reduced banks' liquidity risks. However, the mandated liquidity buffer appears to crowd out bank lending and lead to a migration of liquidity risks to banks that are not subject to liquidity regulation.

   Liquidity regulation and banks: Theory and evidence☆

   www.sciencedirect.com/science/article/pii/S0304405X23001873

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9. link.springer.com › article › 10Banks’ Liquidity Buffers and the Role of Liquidity Regulation

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   Oct 29, 2014 · We assess the determinants of banks’ liquidity holdings using data for nearly 7000 banks from 25 OECD countries. We highlight the role of several bank-specific, institutional and policy variables in shaping banks’ liquidity risk management. Our main question is whether liquidity regulation neutralizes banks’ incentives to hold liquid assets. Without liquidity regulation, the determinants ...