1. Funding liquidity and bank risk taking. (2017). Wu, Eliza ; Scheule, Harald ; Khan, Muhammad Saifuddin .
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:82:y:2017:i:c:p:203-216.

   Full description at Econpapers || Download paper

1. Alfon, I., Argimon, I., Bascuñana-Ambrós, P., 2004. What determines how much capital is held by UK banks and building societies? Financial Service Authority, Working Paper.
   Paper not yet in RePEc: Add citation now
   

2. Allen, F., Gale, D., 2004. Financial intermediaries and markets. Econometrica, 72, 10231061.

3. Ayuso, J., Pérez, D., Saurina, J., 2004. Are capital buffers pro-cyclical? Evidence from Spanish panel data. Banco de España, Journal of Financial Intermediation, 13, 249-264.

4. Bank of International Settlements, 2009. International framework for liquidity risk, measurement and monitoring. Consultative Document.
   Paper not yet in RePEc: Add citation now
   
5. Barth, J. R., Caprio, G., Levine, R., 2007. Bank regulation and supervision. World Bank Database.
   Paper not yet in RePEc: Add citation now
   

6. Berger, A. N., Bouwman, C. H. S., 2009. Bank liquidity creation. Review of Financial Studies, 22, 3779-3837.

7. Berger, A. N., DeYoung, R., Flannery, M. J., Lee, D., Öztekin, Ö., 2008. How do large banking organizations manage their capital ratios? Journal of Financial Services Research, 34, 123-149.

8. Berger, A. N., Herring, R., Szegö, G., 1995. The role of capital in financial institutions. Journal of Banking and Finance, 19, 393-430.

9. Berger, A. N., Miller, N. H., Petersen, M. A., Rajan, R. G., Stein, J. C., 2005. Does function follow organizational form? Evidence from the lending practices of large and small banks. Journal of Financial Economics, 76, 237-269.

10. Bhattacharya, S., Thakor. A. V., 1993. Contemporary Banking Theory. Journal of Financial Intermediation, 3, 2-50.

11. Bikker, J., Metzemakers, P., 2004. Is bank capital procyclical? A cross-country analysis. Netherlands Central Bank Research Department, Working Paper.

12. Bryant, J., 1980. A model of reserves, bank runs, and deposit insurance. Journal of Banking and Finance, 4, 335-344.

13. Chen, Y. K., Kao, L. F., Shen, C. H., Yeh, C. Y., 2010. Bank liquidity risk and performance. International Monetary Fund, Working Paper.

14. Deep, A., Schaefer, G., 2004. Are banks liquidity transformers? Harvard University Faculty Research, Working Paper.

15. Diamond, D. W., Rajan, R. G., 2000. A theory of bank capital. Journal of Finance, 55, 24312465.

16. Diamond, D. W., Rajan, R. G., 2001. Liquidity risk, liquidity creation, and financial fragility: A theory of banking. Journal of Political Economy, 109, 287-327.

17. Diamond, D.W., Dybvig, P. H., 1983. Bank runs, deposit insurance, and liquidity. Journal of Political Economy, 91, 401-419. hal-00918468,version1-13Dec2013

18. Federal Register, 2011. Proposed rules. Federal Reserve, 76, 7731-7740.
    Paper not yet in RePEc: Add citation now
    

19. Flannery, M. J., Rangan, K. P., 2008. What caused the bank capital build-up of the 1990s? Review of Finance, 12, 391-429.

20. Fonseca, A.R., González, F., 2010. How bank capital buffers vary across countries: The influence of cost of deposits, market power and bank regulation. Journal of Banking and Finance, 34, 892-902.

21. Gorton, G., Winton, A., 2000. Liquidity provision, bank capital, and the macroeconomy. University of Minnesota, Working Paper.
    Paper not yet in RePEc: Add citation now
    

22. Gropp, R., Heider, F., 2010. The determinants of capital structure. Review of Finance, 14, 587-622.

23. Hall, A.R., 2005. Generalized method of moments. Oxford University Press, Oxford.
    Paper not yet in RePEc: Add citation now
    

24. Harvey, J., Spong, K., 2001. The decline in core deposits: What can do banks? Federal Reserve Bank of Kansas City, Working Paper.

25. Jokipii, T., Milne, A., 2008. The cyclical behavior of European bank capital buffers. Journal of Banking and Finance, 32, 1440-1451.

26. Jokipii, T., Milne, A., 2011. Bank capital buffer and risk adjustment decisions. Journal of Financial Stability, 7, 165-178.

27. Kashyap, A. K., Rajan, R. G., Stein, J. K., 2002. Banks as liquidity providers: An explanation for the coexistence of lending and deposit taking. Journal of Finance, 58, 33-73.

28. Laeven, L. A., Levine, R., 2008. Bank governance, regulation and risk taking. NBER, Working Paper.

29. Lindquist, K., 2004. Banks’ buffer capital: How important is risk? Journal of International Money and Finance, 23, 493-513.

30. Matz, L., Neu, P., 2007. Liquidity risk: Measurement and management. Wiley Finance.
    Paper not yet in RePEc: Add citation now
    
31. Mishkin, F.S., 1996. Les canaux de transmission de la politique monétaire: Leçons pour la politique monétaire. Bulletin de la Banque de France, 27, Banque de France.
    Paper not yet in RePEc: Add citation now
    

32. Nier, E., Baumann, U., 2006. Market discipline, disclosure and moral hazard in banking. Journal of Financial Intermediation, 15, 332-361. hal-00918468,version1-13Dec2013

33. Pana, E., Park, J., Query, T., 2010. The impact of mergers on liquidity creation. Journal of Risk Management in Financial Institutions, 4, 74-96.
    Paper not yet in RePEc: Add citation now
    

34. Petersen, M. A., Rajan, R. G., 1995. The effect of credit market competition on lending relationships. Quarterly Journal of Economics, 110, 407-443.

35. Poorman, F., Blake, J., 2005. Measuring and modeling liquidity risk: New ideas and metrics. Financial Managers Society Inc., Working Paper.
    Paper not yet in RePEc: Add citation now
    
36. Rauch, C., Steffen, S., Hackethal, A., Tyrell, M., 2009. Determinants of bank liquidity creation: Evidence from savings banks. Working Paper.
    Paper not yet in RePEc: Add citation now
    

37. Repullo, R., 2004. Capital requirements, market power, and risk taking in banking. Journal of Financial Intermediation, 13, 156-182.

38. Saunders, A., Cornett, M. M., 2006. Financial institutions management: A risk management approach. McGraw-Hill Boston, Working Paper.
    Paper not yet in RePEc: Add citation now
    

39. Shehzad, C; T., De Haan, J., Scholtens, B., 2010. The impact of bank ownership concentration on impaired loans and capital adequacy. Journal of Banking and Finance, 34, 399-408.

40. Stolz, S., Wedow, M., 2011. Banks' regulatory capital buffer and the business cycle: Evidence for Germany. Journal of Financial Stability, 7, 98-110.

41. Subordinated debentures 1 Prefered equity 1 Minority interests 1 Shareholder common capital 1 Retained earnings 1 Deposits of retail and small business customers (nonmaturity or residual maturity < 1yr) Tier 1 and 2 capital instruments, other preferred shares and capital instruments in excess of Tier 2 allowable amount having an effective maturity > 1 yr Required amount of stable funding Available amount of stable funding Source: BIS (2009). The inverse of the net stable funding ratio (I_NSFR) is the ratio of the required amount of stable funding to the available amount of stable funding. It is based on the net stable funding ratio as defined in the Basel III accords. For further details about the weighting of bank balance sheet items to compute this ratio, see appendix A. hal-00918468,version1-13Dec2013
    Paper not yet in RePEc: Add citation now
    
42. Table B.2. Correlations among the main explanatory variables in the liquidity equation for U.S. and European listed commercial banks from 2000 to 2006 T12_RWA T1_RWA MKT_ POW GDP_GWT CB IBK1M_CB T12_RWA 1 T1_RWA 0.91 1 0.00 MKT_POW-0.12-0.22 1 0.00 0.00 GDP_GWT 0.02 0.04 0.02 1 0.14 0.01 0.23 CB-0.06-0.05 0.08 0.31 1 0.00 0.00 0.00 0.00 IBK1M_CB-0.02-0.04 0.17 0.12 0.13 1 0.21 0.01 0.00 0.00 0.00 All variables are expressed in percentage. T12_RWA: Tier 1 and 2 capital / total risk weighted assets; T1_RWA: Tier 1 capital / total risk weighted assets; MKT_POW: total assets of bank i in country j / total assets of the banking system in country j; GDP_GWT: annual growth rate of real GDP; CB: central bank policy rate; IBK1M_CB: spread of 1 month interbank rate and central bank policy rate. Figures in italics indicate-values of the T-statistics that test for null hypothesis of Pearson’s coefficients of correlation equal to 0. hal-00918468,version1-13Dec2013
    Paper not yet in RePEc: Add citation now
    

43. Von Thadden, E.-L., 2004. Bank Capital Adequacy Regulation under the New Basel Accord. Journal of Financial Intermediation, 13, 90-95. hal-00918468,version1-13Dec2013

1. Liquidity Creation without Banks. (2015). Kucinskas, Simas .
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20150101.

   Full description at Econpapers || Download paper

2. Learnability of an equilibrium with private information. (2015). Nakagawa, Ryuichi.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:59:y:2015:i:c:p:58-74.

   Full description at Econpapers || Download paper

3. Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks. (2013). TARAZI, Amine ; DISTINGUIN, ISABELLE ; Roulet, Caroline.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:37:y:2013:i:9:p:3295-3317.

   Full description at Econpapers || Download paper

4. Credit Market Competition and Liquidity Crises. (2012). leonello, agnese ; Carletti, Elena.
   In: Economics Working Papers.
   RePEc:eui:euiwps:eco2012/14.

   Full description at Econpapers || Download paper

5. Inside Liquidity in Competitive Markets. (2012). Zwart, Gijsbert ; Dubovik, Andrei ; Bijlsma, Michiel.
   In: CPB Discussion Paper.
   RePEc:cpb:discus:209.

   Full description at Econpapers || Download paper

6. No Contagion, Only Interdependence During the US Sub-Primes Crisis. (2011). OMRI, Anis ; Anis, Omri ; Frikha, Mohamed.
   In: Transition Studies Review.
   RePEc:spr:trstrv:v:18:y:2011:i:2:p:286-298.

   Full description at Econpapers || Download paper

7. Market structure, counterparty risk, and systemic risk. (2011). Rosenthal, Dale ; Rosenthal, Dale W. R., .
   In: MPRA Paper.
   RePEc:pra:mprapa:36786.

   Full description at Econpapers || Download paper

8. Unobservable savings, risk sharing and default in the financial system. (2011). Panetti, Ettore.
   In: MPRA Paper.
   RePEc:pra:mprapa:29542.

   Full description at Econpapers || Download paper

9. Financial liberalization and contagion with unobservable savings. (2011). Panetti, Ettore.
   In: MPRA Paper.
   RePEc:pra:mprapa:29540.

   Full description at Econpapers || Download paper

10. Risk Topography. (2011). Krishnamurthy, Arvind ; Brunnermeier, Markus K. ; Gorton, Gary.
    In: NBER Chapters.
    RePEc:nbr:nberch:12412.

    Full description at Econpapers || Download paper

11. The price of liquidity: The effects of market conditions and bank characteristics. (2011). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jrg .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:2:p:344-362.

    Full description at Econpapers || Download paper

12. Information-constrained optima with retrading: An externality and its market-based solution. (2011). Townsend, Robert ; Kilenthong, Weerachart.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:3:p:1042-1077.

    Full description at Econpapers || Download paper

13. Financial intermediation in the theory of the risk-free rate. (2011). Marini, Franois.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:7:p:1663-1668.

    Full description at Econpapers || Download paper

14. The price of liquidity: the effects of market conditions and bank characteristics. (2011). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111376.

    Full description at Econpapers || Download paper

15. Legal enforcement, public supply of liquidity and sovereign risk. (2010). Brutti, Filippo.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:464.

    Full description at Econpapers || Download paper

16. On the implications of market power in banking: Evidence from developing countries. (2010). Turk Ariss, Rima.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:4:p:765-775.

    Full description at Econpapers || Download paper

17. The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7794.

    Full description at Econpapers || Download paper

18. Market Based, Segregated Exchanges with Default Risk. (2009). Townsend, Robert ; Kilenthong, Weerachart.
    In: MPRA Paper.
    RePEc:pra:mprapa:20724.

    Full description at Econpapers || Download paper

19. Amplification Mechanisms in Liquidity Crises. (2009). Krishnamurthy, Arvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15040.

    Full description at Econpapers || Download paper

20. Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis. (2009). Hellwig, Martin.
    In: De Economist.
    RePEc:kap:decono:v:157:y:2009:i:2:p:129-207.

    Full description at Econpapers || Download paper

21. Credit quantity and credit quality: bank competition and capital accumulation. (2009). Peretto, Pietro ; Cetorelli, Nicola.
    In: Staff Reports.
    RePEc:fip:fednsr:375.

    Full description at Econpapers || Download paper

22. Liquidity hoarding and interbank market spreads: the role of counterparty risk. (2009). Holthausen, Cornelia ; Hoerova, Marie ; Heider, Florian.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091126.

    Full description at Econpapers || Download paper

23. Funding liquidity risk: definition and measurement. (2009). Drehmann, Mathias ; Nikolaou, Kleopatra .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091024.

    Full description at Econpapers || Download paper

24. The Politician and his Banker – How to Efficiently Grant State Aid. (2009). Hainz, Christa ; Hakenes, Hendrik.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_71.

    Full description at Econpapers || Download paper

25. Illiquidity and Under-Valuation of Firms. (2009). Gottardi, Piero ; Gale, Douglas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2900.

    Full description at Econpapers || Download paper

26. Endogenous Systemic Liquidity Risk. (2009). Cao, Jin ; Illing, Gerhard.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2627.

    Full description at Econpapers || Download paper

27. Financial integration, specialization and systemic risk. (2008). Hartmann, Philipp ; Fecht, Falko ; Gruner, Hans Peter.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7562.

    Full description at Econpapers || Download paper

28. The Empirics of Banking Regulation. (2008). Tchana Tchana, Fulbert.
    In: MPRA Paper.
    RePEc:pra:mprapa:9299.

    Full description at Econpapers || Download paper

29. Legal enforcement, public supply of liquidity and sovereign risk. (2008). Brutti, Filippo.
    In: MPRA Paper.
    RePEc:pra:mprapa:13949.

    Full description at Econpapers || Download paper

30. Deciphering the Liquidity and Credit Crunch 2007-08. (2008). Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14612.

    Full description at Econpapers || Download paper

31. The Politician and his Banker. (2008). Hainz, Christa ; Hakenes, Hendrik ; Hakanes, Hendrik.
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2008_1.

    Full description at Econpapers || Download paper

32. Endogenous Systemic Liquidity Risk. (2008). Cao, Jin ; Illing, Gerhard.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:3358.

    Full description at Econpapers || Download paper

33. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:328.

    Full description at Econpapers || Download paper

34. Banking with nominal deposits and inside money. (2008). Skeie, David.
    In: Staff Reports.
    RePEc:fip:fednsr:242.

    Full description at Econpapers || Download paper

35. Do accounting measurement regimes matter? A discussion of mark-to-market accounting and liquidity pricing. (2008). .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:45:y:2008:i:2-3:p:379-387.

    Full description at Econpapers || Download paper

36. Mark-to-market accounting and liquidity pricing. (2008). Carletti, Elena ; Allen, Franklin.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:45:y:2008:i:2-3:p:358-378.

    Full description at Econpapers || Download paper

37. The Politician and his Banker. (2007). Hainz, Christa ; Hakenes, Hendrik.
    In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
    RePEc:trf:wpaper:222.

    Full description at Econpapers || Download paper

38. The Welfare Cost of Banking Regulation. (2007). Tchana Tchana, Fulbert.
    In: MPRA Paper.
    RePEc:pra:mprapa:7588.

    Full description at Econpapers || Download paper

39. Inefficient Credit Booms. (2007). Lorenzoni, Guido.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13639.

    Full description at Econpapers || Download paper

40. A Theory of Liquidity and Regulation of Financial Intermediation. (2007). Tsyvinski, Aleh ; Golosov, Mikhail ; Farhi, Emmanuel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12959.

    Full description at Econpapers || Download paper

41. Financial contagion and the role of the central bank. (2007). Castiglionesi, Fabio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:1:p:81-101.

    Full description at Econpapers || Download paper

42. The Politician and his Banker. (2007). Hainz, Christa ; Hakenes, Hendrik.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2153.

    Full description at Econpapers || Download paper

43. Liquidity and Ambiguity: Banks or Asset Markets?. (2007). Eichberger, Jürgen ; Spanjers, Willy .
    In: Working Papers.
    RePEc:awi:wpaper:0444.

    Full description at Econpapers || Download paper

44. On the Coexistence of Banks and Markets. (2006). Uhlig, Harald ; Gersbach, Hans.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2006-054.

    Full description at Econpapers || Download paper

45. A framework for assessing financial stability?. (2006). Goodhart, C. A. E., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:12:p:3415-3422.

    Full description at Econpapers || Download paper

46. Credit risk transfer and financial sector stability. (2006). Wagner, Wolf ; Marsh, Ian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:2:y:2006:i:2:p:173-193.

    Full description at Econpapers || Download paper

47. A Theory of Liquidity and Regulation of Financial Intermediation. (2006). Tsyvinski, Aleh ; Golosov, Mikhail ; Farhi, Emmanuel.
    In: Levine's Bibliography.
    RePEc:cla:levrem:321307000000000326.

    Full description at Econpapers || Download paper

48. Banks, financial markets, and social welfare. (2005). Marini, Francois.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:10:p:2557-2575.

    Full description at Econpapers || Download paper

49. Financial Deepening and Bank Runs. (2005). Hoerova, Marie.
    In: Working Papers.
    RePEc:ecl:corcae:05-07.

    Full description at Econpapers || Download paper

50. Do Risk Premia Protect from Banking Crises?. (2005). Wenzelburger, Jan ; Gersbach, Hans.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4935.

    Full description at Econpapers || Download paper

Report date: 2025-02-26 12:23:28 || Missing content? Let us know