Bank Liquidity Creation and Financial Crises

Bank Liquidity Creation and Financial Crises delivers a consistent, logical presentation of bank liquidity creation and addresses questions of research and policy interest that can be easily understood by readers with no advanced or specialized industry knowledge. Authors Allen Berger and Christa Bouwman examine ways to measure bank liquidity creation, how much liquidity banks create in different countries, the effects of monetary policy (including interest rate policy, lender of last resort, and quantitative easing), the effects of capital, the effects of regulatory interventions, the effects of bailouts, and much more. They also analyze bank liquidity creation in the US over the past three decades during both normal times and financial crises. Narrowing the gap between the "academic world" (focused on theories) and the "practitioner world" (dedicated to solving real-world problems), this book is a helpful new tool for evaluating a bank’s performance over time and comparing it to its peer group. Explains that bank liquidity creation is a more comprehensive measure of a bank’s output than traditional measures and can also be used to measure bank liquidity Describes how high levels of bank liquidity creation may cause or predict future financial crises Addresses questions of research and policy interest related to bank liquidity creation around the world and provides links to websites with data and other materials to address these questions Includes such hot-button topics as the effects of monetary policy (including interest rate policy, lender of last resort, and quantitative easing), the effects of capital, the effects of regulatory interventions, and the effects of bailouts

Produk Detail:

  • Author : Allen Berger
  • Publisher : Academic Press
  • Pages : 294 pages
  • ISBN : 0128005319
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKBank Liquidity Creation and Financial Crises

Bank Liquidity Creation and Financial Crises

Bank Liquidity Creation and Financial Crises
  • Author : Allen Berger,Christa Bouwman
  • Publisher : Academic Press
  • Release : 24 November 2015
GET THIS BOOKBank Liquidity Creation and Financial Crises

Bank Liquidity Creation and Financial Crises delivers a consistent, logical presentation of bank liquidity creation and addresses questions of research and policy interest that can be easily understood by readers with no advanced or specialized industry knowledge. Authors Allen Berger and Christa Bouwman examine ways to measure bank liquidity creation, how much liquidity banks create in different countries, the effects of monetary policy (including interest rate policy, lender of last resort, and quantitative easing), the effects of capital, the effects

Bank Liquidity Creation and Financial Crises

Bank Liquidity Creation and Financial Crises
  • Author : Allen Berger,Christa Bouwman
  • Publisher : Academic Press
  • Release : 01 August 2015
GET THIS BOOKBank Liquidity Creation and Financial Crises

Bank Liquidity Creation and Financial Crises delivers a consistent, logical presentation of bank liquidity creation and addresses questions of research and policy interest that can be easily understood by readers with no advanced or specialized industry knowledge. Authors Allen Berger and Christa Bouwman examine ways to measure bank liquidity creation, how much liquidity banks create in different countries, the effects of monetary policy (including interest rate policy, lender of last resort, and quantitative easing), the effects of capital, the effects

The Oxford Handbook of Banking

The Oxford Handbook of Banking
  • Author : Allen N. Berger,Philip Molyneux,John O.S. Wilson
  • Publisher : Oxford University Press
  • Release : 18 May 2021
GET THIS BOOKThe Oxford Handbook of Banking

The Oxford Handbook of Banking provides an overview and analysis of state-of-the-art research in banking written by leading researchers in the field. It strikes a balance between abstract theory, empirical analysis, and practitioner and policy-related material.

High Liquidity Creation and Bank Failures

High Liquidity Creation and Bank Failures
  • Author : Zuzana Fungacova,Rima Turk,Laurent Weill
  • Publisher : International Monetary Fund
  • Release : 06 May 2015
GET THIS BOOKHigh Liquidity Creation and Bank Failures

We formulate the “High Liquidity Creation Hypothesis” (HLCH) that a proliferation in the core activity of bank liquidity creation increases failure probability. We test the HLCH in the context of Russian banking, which provides a natural field experiment due to numerous failures experienced over the past decade. Using Berger and Bouwman’s (2009) liquidity creation measures as a comprehensive proxy for overall bank output, we find that high liquidity creation significantly increases the probability of bank failure; this finding survives multiple

Bank Funding Structures and Risk

Bank Funding Structures and Risk
  • Author : Mr.Francisco F. Vazquez,Mr.Pablo Federico
  • Publisher : International Monetary Fund
  • Release : 01 January 2012
GET THIS BOOKBank Funding Structures and Risk

This paper analyzes the evolution of bank funding structures in the run up to the global financial crisis and studies the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and Europe during 2001?09. The results show that banks with weaker structural liquidity and higher leverage in the pre-crisis period were more likely to fail afterward. The likelihood of bank failure also increases with bank risk-taking. In the cross-section, the smaller domestically-oriented banks were

The Oxford Handbook of Banking

The Oxford Handbook of Banking
  • Author : Allen N. Berger,Philip Molyneux,John O. S. Wilson
  • Publisher : Oxford University Press, USA
  • Release : 01 October 2019
GET THIS BOOKThe Oxford Handbook of Banking

The Oxford Handbook of Banking provides an overview and analysis of state-of-the-art research in banking written by leading researchers in the field. This Handbook will appeal to graduate students of economics, banking and finance, academics, practitioners and policy makers. Consequently, the book strikes a balance between abstract theory, empirical analysis, and practitioner and policy-related material. The handbook is split into five parts. Part I, The Theory of Banking, examines the role of banks in the wider financial system, why banks

Liquidity Shortages and Banking Crises

Liquidity Shortages and Banking Crises
  • Author : Douglas Warren Diamond
  • Publisher : Unknown Publisher
  • Release : 18 May 2021
GET THIS BOOKLiquidity Shortages and Banking Crises

"We show in this paper that bank failures can be contagious. Unlike earlier work where contagion stems from depositor panics or ex ante contractual links between banks, we argue bank failures can shrink the common pool of liquidity, creating or exacerbating aggregate liquidity shortages. This could lead to a contagion of failures and a possible total meltdown of the system. Given the costs of a meltdown, there is a possible role for government intervention. Unfortunately, liquidity problems and solvency problems

Bank Capital

Bank Capital
  • Author : Ouarda Merrouche,Ms.Enrica Detragiache,Asli Demirgüç-Kunt
  • Publisher : International Monetary Fund
  • Release : 01 December 2010
GET THIS BOOKBank Capital

Using a multi-country panel of banks, we study whether better capitalized banks experienced higher stock returns during the financial crisis. We differentiate among various types of capital ratios: the Basel risk-adjusted ratio; the leverage ratio; the Tier I and Tier II ratios; and the tangible equity ratio. We find several results: (i) before the crisis, differences in capital did not have much impact on stock returns; (ii) during the crisis, a stronger capital position was associated with better stock market

Effects of Bank Capital on Lending

Effects of Bank Capital on Lending
  • Author : Joseph M. Berrospide
  • Publisher : DIANE Publishing
  • Release : 01 April 2011
GET THIS BOOKEffects of Bank Capital on Lending

The effect of bank capital on lending is a critical determinant of the linkage between financial conditions and real activity, and has received especial attention in the recent financial crisis. The authors use panel-regression techniques to study the lending of large bank holding companies (BHCs) and find small effects of capital on lending. They then consider the effect of capital ratios on lending using a variant of Lown and Morgan's VAR model, and again find modest effects of bank capital

Financial Crises

Financial Crises
  • Author : Mr.Stijn Claessens,Mr.Ayhan Kose,Mr.Luc Laeven,Mr.Fabian Valencia
  • Publisher : International Monetary Fund
  • Release : 19 February 2014
GET THIS BOOKFinancial Crises

The lingering effects of the economic crisis are still visible—this shows a clear need to improve our understanding of financial crises. This book surveys a wide range of crises, including banking, balance of payments, and sovereign debt crises. It begins with an overview of the various types of crises and introduces a comprehensive database of crises. Broad lessons on crisis prevention and management, as well as the short-term economic effects of crises, recessions, and recoveries, are discussed.

The Financial Crisis Inquiry Report, Authorized Edition

The Financial Crisis Inquiry Report, Authorized Edition
  • Author : Financial Crisis Inquiry Commission
  • Publisher : PublicAffairs
  • Release : 27 January 2011
GET THIS BOOKThe Financial Crisis Inquiry Report, Authorized Edition

The definitive report on what caused America's economic meltdown and who was responsibleThe financial and economic crisis has touched the lives of millions of Americans who have lost their jobs and their homes, but many have little understanding of how it happened. Now, in this very accessible report, readers can get the facts. Formed in May 2009, the Financial Crisis Inquiry Commission (FCIC) is a panel of 10 commissioners with experience in business, regulations, economics, and housing, chosen by Congress to explain

Financial Crises Explanations, Types, and Implications

Financial Crises Explanations, Types, and Implications
  • Author : Mr.Stijn Claessens,Mr.Ayhan Kose
  • Publisher : International Monetary Fund
  • Release : 30 January 2013
GET THIS BOOKFinancial Crises Explanations, Types, and Implications

This paper reviews the literature on financial crises focusing on three specific aspects. First, what are the main factors explaining financial crises? Since many theories on the sources of financial crises highlight the importance of sharp fluctuations in asset and credit markets, the paper briefly reviews theoretical and empirical studies on developments in these markets around financial crises. Second, what are the major types of financial crises? The paper focuses on the main theoretical and empirical explanations of four types

Islamic Banking and Financial Crisis

Islamic Banking and Financial Crisis
  • Author : Habib Ahmed
  • Publisher : Edinburgh University Press
  • Release : 16 December 2013
GET THIS BOOKIslamic Banking and Financial Crisis

Examines the resilience of Islamic banking during the global financial crisis and lessons for risk management. Do Islamic financial institutions perform better than their conventional counterparts during periods of financial stress? To what extent do systems for managing risk have to be adapted for Islamic financial institutions, given the unique characteristics of their assets and liabilities and the need for shari'ah compliance? These issues have come to prominence since the global financial crisis of 2007-8 and the subsequent recession, and