Relevant bibliographies by topics / Liquidity buffer

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Liquidity buffer'

Author: Grafiati
Published: 28 May 2022
Last updated: 31 July 2025

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Journal articles on the topic "Liquidity buffer"

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Agustuty, Lasty, and Andi Ruslan. "Determinan Capital Buffer Pada Industri Perbankan Di Indonesia." Movere Journal 1, no. 2 (2019): 164–74. http://dx.doi.org/10.53654/mv.v1i2.43.

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This study aims to analyze the factors that influence capital buffers in the banking industry in Indonesia. Research variables include bank size, liquidity, credit risk, efficiency and profitability as independent variables and capital buffers as the dependent variable. The method used in this study is quantitative research. This research was conducted at public banks on the Indonesia Stock Exchange category BOOK 3 and BOOK 4, with the 2014-2018 research period using multiple linear regression analysis techniques. The results showed that the size of the company did not have a significant effec
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Hardy, Daniel, and Philipp Hochreiter. "A Simple Macroprudential Liquidity Buffer." IMF Working Papers 14, no. 235 (2014): 1. http://dx.doi.org/10.5089/9781498305778.001.

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Pangestu, Bangkit, and Kartini Kartini. "The Effect of Profitability, Liquidity, and Risk on Capital Buffers in Conventional Banking Companies Listed on The Idx in 2020 – 2022." Jurnal Syntax Transformation 4, no. 10 (2023): 206–19. http://dx.doi.org/10.46799/jst.v4i10.841.

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This research aims to test and analyze the influence of profitability, liquidity and risk on capital buffers in banking companies listed on the IDX in 2020 - 2022. The independent variables in this research are ROA, LDR and NPL. Meanwhile, the independent variable in this research is Capital Buffer. The research approach used is quantitative. The data is secondary data in the form of company financial reports taken from the website www.idx.com. The sampling technique uses a purposive sampling method. The method used in this research is multiple regression analysis, using the SPSS version 25 ap
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Sun, Mingyuan. "Biased Decision-Making and Liquidity Buffer in Commercial Banking." Applied Economics and Finance 5, no. 2 (2018): 84. http://dx.doi.org/10.11114/aef.v5i2.2784.

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Few derived versions based on the classic bank run model have taken into account the framing effect of general lenders. The purpose of this study is to revisit the issue and discuss a model of bank run equilibrium combined with biased risk preference, which is applied to analyze how portfolio allocation and liquidity buffer in commercial banks are affected by liquidation cost and the reference point. The results suggest the condition on which the liquidity buffer of a particular bank should provide. Liquidation cost is positively correlated with the lower bound of liquidity buffer. The effect
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RIVOT, SYLVIE. "GENTLEMEN PREFER LIQUIDITY: EVIDENCE FROM KEYNES." Journal of the History of Economic Thought 35, no. 3 (2013): 397–422. http://dx.doi.org/10.1017/s1053837213000230.

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This paper deals with the concept of liquidity in Keynes’ theoretical and political writings. First of all, liquidity, according to Keynes, is a concept much more comprehensive than commonly held nowadays: for Keynes, liquidity means more than an easy convertibility, a high marketability (land might have been highly liquid in ancient times). In short, an asset is highly liquid when its value is weakly dependent on a change in our long-term state of expectations. In a second step, this reassessment of liquidity is applied to Keynes’ political writings, in particular to monetary policy and also
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Agustuty, Lasty, Abdul Rakhman Laba, Muhammad Ali, and Muhammad Sobarsyah. "Bank Size, Capital Buffer, Efficiency, and Liquidity Risk in Indonesia Banking Industry." International Journal of Innovative Science and Research Technology 5, no. 6 (2020): 1177–83. http://dx.doi.org/10.38124/ijisrt20jun858.

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The purpose of this study is to obtain empirical evidence of the influence of bank size, capital buffer and efficiency on liquidity risk. The research sample is a Conventional Commercial Bank that has a bank asset ratio value above 2% of total national banking assets and publishes financial statements in full during 2004-2019. Data analysis techniques in this study are panel data regression of EViews software. The results showed that bank size has a positive and significant influence on liquidity risk. Capital buffer has a positive and significant influence on liquidity risk. Efficiency that m
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Indra, Putra, Abraham Prima, and Farah Margaretha Leon. "Effect Of Bank And Macro Economic Performance On Bank Capital Supporters In Indonesia." Business and Entrepreneurial Review 19, no. 2 (2019): 137. http://dx.doi.org/10.25105/ber.v19i2.5702.

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<p><em>This study was conducted to examine the effect of bank performance and macroeconomics on capital buffer in banks listed on the Indonesia stock exchange in the 2014-2018 period. There are 26 banks that become the sample of this study after purposive sampling. The capital buffer used is the difference between the Capital Adequate Ratio and the minimum capital determined by the regulator. While the independent variables used consist of bank performance, namely Return on Equity, Bank Size, Liquidity, Non-Performing Loans, Net Profit, Loan Growth and Total Loans over Total Assets
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Yustina, Wiwin, Tulus Suryanto, Heni Noviarita, and Erike Anggraeni. "Analysis of Factors Affecting Liquidity of Islamic Banking Listed on the Indonesia Stock Exchange." Al-Kharaj : Jurnal Ekonomi, Keuangan & Bisnis Syariah 4, no. 1 (2021): 47–61. http://dx.doi.org/10.47467/alkharaj.v4i1.414.

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The purpose of this study is to investigate the effect of Non-Performing Financing, Third Party Funds, Financial To Funding Ratio, Macroprudential Intermediation Ratio and Macroprudential Liquidity Buffer on the liquidity of Islamic Banking listed on the Indonesia Stock Exchange List in the 3rd and 4th quarters of 2018 to the 1st and 2nd quarters of 2018. 2019. The research design used is a quantitative approach. The data analyzed is secondary data in the form of quarterly banking financial statements listed on the Indonesia Stock Exchange List for the 3rd and 4th quarters of 2018 to 1st and 2
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Aneu Cakhyaneu and Rina Apriyani. "Determinan Capital Buffers Bank Umum Syariah di Indonesia." Jurnal Ekonomi Syariah Teori dan Terapan 9, no. 5 (2022): 760–71. http://dx.doi.org/10.20473/vol9iss20225pp760-771.

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ABSTRAK Penerapan kebijakan Capital Buffer sangat diperlukan untuk meningkatkan kualitas permodalan bank Syariah. Di satu sisi bank menghadapi dilema untuk tetap mempertahankan keamanan modalnya, atau memilih untuk meningkatkan keuntungan usahanya. Adapun tujuan penelitian ini adalah untuk mengetahui Capital Buffer Bank Umum Syariah di Indonesia serta faktor-faktor yang mempengaruhinya dengan menggunakan metode kausalitas melalui pendekatan kuantitatif. Bank Umum Syariah (BUS) sebanyak 14 BUS menjadi populasi, sedangkan untuk sampel diambil sebanyak 12 BUS selama lima tahun dengan tekhnik purp
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Makanile, David, and Pastory Dickson. "Determinants of lending behaviour of commercial banks in Tanzania." International Journal of Research in Business and Social Science (2147- 4478) 11, no. 2 (2022): 260–69. http://dx.doi.org/10.20525/ijrbs.v11i2.1638.

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This paper assesses the determinants of the lending of six commercial banks in Tanzania from 2015 to 2019 using a quantitative research design. The data were collected from Annual Reports of the six commercial banks. The results show that liquidity and capital adequacies have a significant relationship with lending, whereas interest rate and management efficiency have no statistically significant influence on lending. Thus, effective policies should be developed to ensure commercial banks grow and be able to advance more credit. Additionally, the banking sector needs to prioritize increasing t
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Dissertations / Theses on the topic "Liquidity buffer"

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Ребрик, Ю. С. "Криза ліквідності банку: особливості прояву та шляхи подолання". Thesis, Черкаський інститут банківської справи Університету банківської справи Національного банку України, 2012. http://essuir.sumdu.edu.ua/handle/123456789/63604.

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Розглянуто сутність та особливості прояву різних видів кризи ліквідності банку. Запропоновано заходи щодо їх подолання.<br>The essence and peculiarities of different types of bank liquidity crisis are concidered. Some measures to overcome of them are proposed.
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Mahdavi, Ardekani Seyed Aref. "Essays on bank network characteristics : implications for bank capital and liquidity regulation and for monetary policy." Thesis, Limoges, 2019. http://www.theses.fr/2019LIMO0004.

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L'objectif de cette thèse est de fournir une évaluation de l'importance des caractéristiques du réseau bancaire pour expliquer la prise de décision des banques soumises à différents scénarios de politiques macroprudentielles et monétaires. Cette thèse examine donc les implications de la topologie des réseaux interbancaires pour la réglementation du capital et de la liquidité des banques et pour les politiques monétaires. Le premier chapitre examine comment les banques définissent leurs ratios de liquidité en fonction de la topologie de leur réseau sur le marché interbancaire. Nos résultats mon
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Лучко, І. В. "Стрес-тестування ліквідності банку". Master's thesis, Сумський державний університет, 2018. http://essuir.sumdu.edu.ua/handle/123456789/71947.

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Досліджено сутність ліквідності банку, та фактори, що чинять вплив на її рівень; проведено аналіз ліквідності банків України; розроблено авторський підхід до стрес-тестування ліквідності, що дає змогу оцінити буфери ліквідності банків, їх якість та здатність протистояти кризовим явищам, та здійснено його апробацію на даних звітності банків України з державною часткою.<br>Исследована сущность ликвидности банка, и факторы, оказывающие влияние на ее уровень; проведен анализ ликвидности банков Украины , разработан авторский подход к стресс-тестированию ликвидности, позволяющий оценить буфер ликви
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Костюк, О. В. "Управління ліквідністю грошового ринку на основі моделювання попиту на банківські резерви". Thesis, Українська академія банківської справи Національного банку України, 2006. http://essuir.sumdu.edu.ua/handle/123456789/51708.

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Дисертаційна робота присвячена дослідженню теоретичних і практичних питань управління ліквідністю грошового ринку як складової грошово-кредитної політики центрального банку. Запропоновано підходи до прогнозування попиту на ліквідність з боку комерційних банків в частині аналізу щоденної резервної позиції банків. Удосконалено підходи до прогнозування динаміки короткострокових ставок грошового ринку, що передбачає побудову відповідної моделі грошового ринку на базі кола визначених факторів, які дестабілізують стан ринку у форматі операційної структури монетарної політики. Обґрунтовано принципи і
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Lin, Hsuan-Ling, and 林宣伶. "An Empirical Study of Liquidity Buffer and Bank Transparency." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/91829856737613771448.

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碩士<br>國立中興大學<br>財務金融學系所<br>102<br>Due to the lack of information disclosure in the period of financial crisis, it was difficult for financial supervision institutions to know the whole impact throughout the crisis. Banks underestimated their liquidity buffer they needed as well. When a bank realized its lack of liquidity and shortage of funds that started to increase liquidity buffers, it may be late already. Even if banks get through the tough times of liquidity shortage, the cost would large. Thus, risk can be said to be one of the risks concerned currently in the financial market. Basel als
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Sun, Shiau-Chiao, and 孫筱喬. "An empirical study of capital buffer, liquidity creation and business cycle." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/k3h39d.

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碩士<br>國立臺北商業大學<br>財務金融研究所<br>103<br>This study investigates the relationship between the capital buffer of banks and the liquidity creation and business cycle for 33 banks in Taiwan. Due to the financial crisis in 2008 to 2009, people start paying attention to the liquidity creation issue. Most of past literatures focus on the relationships merely between the business cycle and capital buffer, but without the liquidity creation. We use panel data to investigate if there is procyclical for Taiwan’s bank from 2003/1/1 to 2013/12/31. The results show that there is an interaction effect between c
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Chen, Jung-yao, and 陳蓉瑤. "The Relationship among Business Cycle, Liquidity Creation and Bank Capital Buffer." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/86283309930932175855.

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碩士<br>東吳大學<br>企業管理學系<br>100<br>This study investigates the relationship among business cycle, liquidity creation and bank capital buffer for 25 banks in Taiwan from 2001 to 2010. Due to capital buffer and liquidity creation may be jointly determined, we construct a simultaneous equation model and use GMM method to estimate parameters. The results show that there is an interaction effect between capital buffer and liquidity creation. Ex-capital buffer and return on owner’s equity of small banks are positively related to the capital buffer. Liquidity creation, non-performing loans and bank loans
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Wang, Yi-Zhen, and 王藝臻. "On the Relationships of Capital Adequacy to Liquidity and Countercyclical Buffer Capital Indicator on Banking Industry in Taiwan." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/85384625796430547897.

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碩士<br>國立中山大學<br>財務管理學系研究所<br>101<br>This research is to study 63 banks in Taiwan during 2001Q4 to 2012Q4, and to explore the relationships of capital adequacy to liquidity, capital adequacy and countercyclical buffer capital indicator which was proposed by BIS. And this research divided the banks into public and private banks. Observed the banking change of relationships in the variables before and after 2007 period, 2007 was a time-point for our government to seek information from Basel Ⅱ and modify banking-related law. Panel Data Model is conducted in this research, and the type of panel dat
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Visser, Dirk. "A comprehensive stress testing model to evaluate systemic contagion and market illiquidity in banks / Dirk Visser." Thesis, 2013. http://hdl.handle.net/10394/12216.

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This dissertation presents a liquidity stress-testing model for evaluating liquidity and systemic risk in banks from developed and emerging economies respectively. The model further relies on simulations to generate liquidity buffer losses for both a non-crisis and crisis period as well. The emerging economy is represented by South Africa (SA) and the developed economy by the United Kingdom (henceforth UK). The Liquidity Stress Tester model (LST) has been successfully applied to both the Dutch and UK markets in previous research. The model's flexibility and adaptability allows it to assess dif
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Musafare, Kidwell. "Examining the effectiveness of the new Basel III banking standards : experience from the South African Customs Union (SACU) banks." Diss., 2015. http://hdl.handle.net/10500/19156.

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This dissertation explored the efficacy of the new Basel III banking standards in SACU, grounded on the conjecture that they are not reflective of economies of SACU, but are merely an intensification of Basel II, rather than a substantial break with it. Firstly, loans and assets were tested for causality, since Basel III believes growth in these variables led to securitization. The leverage ratio has been introduced in Basel III as an anti-cyclical buffer. The OLS technique was employed to test for its significance in determining growth in bank assets. SACU feels the impact of debt, with credi
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Books on the topic "Liquidity buffer"

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Hochreiter, Philipp, and Daniel Hardy. Simple Macroprudential Liquidity Buffer. International Monetary Fund, 2014.

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Hochreiter, Philipp, and Daniel C. Hardy. Simple Macroprudential Liquidity Buffer. International Monetary Fund, 2014.

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Hardy, Daniel C. Simple Macroprudential Liquidity Buffer. International Monetary Fund, 2014.

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Jappelli, Tullio, and Luigi Pistaferri. The Buffer Stock Model. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780199383146.003.0007.

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We analyze models that combine precautionary saving and liquidity constraints to provide a unified, more realistic treatment of intertemporal decisions. We start off with a simple three-period model to illustrate how the expectation of future borrowing constraints can induce precautionary saving even in scenarios in which marginal utility is linear. A more general model that allows liquidity constraints and precautionary saving to interact fully is the buffer stock model, of which there are two versions. One, developed by Deaton (1991), emphasizes the possibility that a prudent and impatient c
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Simon, Gleeson. Part V Liquidity and Leverage, 23 The Leverage Ratio. Oxford University Press, 2018. http://dx.doi.org/10.1093/law/9780198793410.003.0023.

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This chapter discusses the leverage ratio under Basel 3. The leverage ratio was initially implemented as a disclosure standard, with the aim of becoming a mandatory requirement as from 1 January 2018. Basel 3 provides that the original 2014 standard should become binding as a requirement from 2018 to 2021, with the revised Basel 3 requirement taking effect as from 1 January 2022. All banks are required to maintain a leverage ratio of 3 per cent at all times. However, in addition to the 3 per cent requirement, they must also meet a leverage ratio buffer requirement. Both of these requirements m
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Coricelli, Fabrizio, and Marco Frigerio. Liquidity Squeeze on SMEs during the Great Recession in Europe. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198815815.003.0005.

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We find that European SMEs significantly increased their net trade credit to sales ratio during the Great Recession. For the aggregate of SMEs, trade credit did not provide any buffer to the contraction in bank loans. In fact, through increased net trade credit, SMEs suffered a squeeze in their liquidity and this phenomenon reflects the weak bargaining power of SMEs in their trade credit relationship with larger firms. Therefore, increased net trade credit by SMEs does not reflect an efficient reallocation of credit, and it calls for policy actions. These policy actions are highly relevant, gi
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Muthoora, Priscilla S., Corinne C. Delechat, and Camila Henao Arbelaez. Determinants of Banks' Liquidity Buffers in Central America. International Monetary Fund, 2012.

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Muthoora, Priscilla S., Corinne C. Delechat, and Camila Henao Arbelaez. Determinants of Banks' Liquidity Buffers in Central America. International Monetary Fund, 2012.

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Komaromi, Andras, Torsten Wezel, and Metodij Hadzi-Vaskov. Assessing Liquidity Buffers in the Panamanian Banking Sector. International Monetary Fund, 2016.

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Komaromi, Andras, Torsten Wezel, and Metodij Hadzi-Vaskov. Assessing Liquidity Buffers in the Panamanian Banking Sector. International Monetary Fund, 2016.

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Book chapters on the topic "Liquidity buffer"

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Mizen, Paul. "The Precautionary Buffer Stock Model of the Demand for Money and Speculative Liquidity Preference." In Buffer Stock Models and the Demand for Money. Macmillan Education UK, 1994. http://dx.doi.org/10.1007/978-1-349-23660-2_6.

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Yuan, Shaofeng, Yun Zeng, and Wang Jing. "Studies on Capital-Buffer Mechanism of China’s Commercial Banks from the Perspective of Liquidity." In Proceedings of 2015 2nd International Conference on Industrial Economics System and Industrial Security Engineering. Springer Singapore, 2015. http://dx.doi.org/10.1007/978-981-287-655-3_45.

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"Liquidity Buffer." In The Palgrave Encyclopedia of Private Equity. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-81653-6_300652.

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Katerina, Lagaria. "Part III Quantitative Capital Requirements, 13 Capital Conservation Buffer and Countercyclical Capital Buffer." In Capital and Liquidity Requirements for European Banks. Oxford University Press, 2022. http://dx.doi.org/10.1093/law/9780198867319.003.0013.

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This chapter illustrates the regulatory, legislative, and institutional framework for two capital-based macroprudential instruments: the Capital Conservation Buffer (CCoB) and the Countercyclical Capital Buffer (CCyB). It focuses on the Basel III-inspired EU legislative provisions on capital requirements, which introduced the CCoB and the CCyB for the first time across Member States. The chapter also analyses the specific EU legislative provisions of Directive 2013/36/EU pertaining to these two buffers, along with the relevant amendments introduced in 2019 by means of Directive (EU) 2019/878.
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Tobias H, Tröger. "Part III Quantitative Capital Requirements, 14 Capital Buffers for Systemically Important Banks and the Systemic Risk Buffer." In Capital and Liquidity Requirements for European Banks. Oxford University Press, 2022. http://dx.doi.org/10.1093/law/9780198867319.003.0014.

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This chapter highlights the capital buffer requirements that specifically address systemic risks that either flow from an institution’s indispensable position in the financial system (i.e., globally and other systemically important institutions, G-SIIs and O-SIIs) or from sector-wide risks that potentially afflict all, or a systemically relevant fraction of, banks. It begins by looking at the regulatory rationale that underpins the Basel Committee on Banking Supervision (BCBS) recommendations and their European implementation. The chapter then considers the interrelationship between buffer and
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"Liquidity Buffer and Term Structure of Funding." In Measuring and Managing Liquidity Risk. John Wiley & Sons Ltd, 2013. http://dx.doi.org/10.1002/9781118818466.ch7.

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Bart PM, Joosen. "Part III Quantitative Capital Requirements, 5 The Construction of the Total Risk Exposure Amount and the Relationship with the Combined Buffer Requirements." In Capital and Liquidity Requirements for European Banks. Oxford University Press, 2022. http://dx.doi.org/10.1093/law/9780198867319.003.0005.

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This chapter focuses on the total risk exposure amount (TREA) and on the leverage ratio (LR). It begins by introducing the different concepts of an institution’s capital, before discussing the TREA in the Capital Requirements Regulation (CRR), including the most significant changes introduced by the CRR II. The chapter then analyses the relationship between the TREA and the different additional buffer requirements set out in the fourth Capital Requirements Directive (CRD IV). The TREA is also the denominator of the ratios of these different additional buffers. Finally, the chapter looks into t
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Bart PM, Joosen. "Part III Quantitative Capital Requirements, 6 The Definition of Default, Loss Distribution, Expected and Unexpected Loss, and Provisioning in the Context of Credit Risk." In Capital and Liquidity Requirements for European Banks. Oxford University Press, 2022. http://dx.doi.org/10.1093/law/9780198867319.003.0006.

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This chapter evaluates the principles for assessing credit risk, the consequences this has for capital requirements, and the fundamental approach that is chosen for all banks in this area. Absorbing losses is one of the functions of bank capital. As regards the credit risk concerning the bank’s exposures, it can generally be argued that banks will suffer losses on their credit portfolios due to counterparties failing to pay interest, the principal or costs incurred by the bank and attributable to the relevant loans. Banks will by nature always be faced with such losses, the only question of wh
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Bart PM, Joosen. "Part III Quantitative Capital Requirements, 9 Capital Treatment of Securitizations." In Capital and Liquidity Requirements for European Banks. Oxford University Press, 2022. http://dx.doi.org/10.1093/law/9780198867319.003.0009.

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This chapter addresses the prudential treatment of securitisation transactions. It focuses on the various facets of the prudential treatment from a perspective of European regulated credit institutions in the various roles and capacities banks may play or assume in securitisation transactions. Firstly, for banks acting as originator or original lender, provided strict conditions are met, a securitisation transaction may result in an off-balance sheet treatment for prudential purposes, in other words assets forming part of the securitisation transaction are no longer part of the assets held by
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Pedro Duarte, Neves, Morais Luís Silva, and Feteira Lúcio Tomé. "Part V Supervisory Review and Evaluation Process and Pillar 2 Capital, 19 Stress-testing in Banking in the EU: Critical Issues and New Prospects." In Capital and Liquidity Requirements for European Banks. Oxford University Press, 2022. http://dx.doi.org/10.1093/law/9780198867319.003.0019.

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This chapter examines financial stress-testing, most notably microprudential bank stress-testing in the EU. It begins by differentiating between micro and macroprudential stress tests. Microprudential stress-testing takes place at the level of individual financial institutions (micro perspective) serving as a risk management tool used both by individual banks (to gauge risk exposures for internal purposes) and supervisors (to assess the resilience of banking institutions to adverse market developments). Meanwhile, macroprudential stress tests are a tool designed to assess the system-wide resil
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Conference papers on the topic "Liquidity buffer"

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Nurmet, Maire, Katrin Lemsalu, and Juri Lehtsaar. "Working capital in Estonian agricultural companies: analysis by size." In 22nd International Scientific Conference. “Economic Science for Rural Development 2021”. Latvia University of Life Sciences and Technologies. Faculty of Economics and Social Development, 2021. http://dx.doi.org/10.22616/esrd.2021.55.050.

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The paper examines the working capital indicators to find out the differences between larger and smaller Estonian agricultural companies. In the task of working capital management, a balance between profitability and liquidity is under investigation. A higher level of current assets ensures higher liquidity, but reduces the profitability. The share of inventories in current assets is relatively high in agricultural companies, and can lead to liquidity problems in adverse circumstances. Low levels of current assets can lead to business interruptions, as insufficient stocks lead to delays in the
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Reports on the topic "Liquidity buffer"

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Gómez, Camilo, Mariana Escobar-Villarraga, and Ligia Alba Melo-Becerra. Cross-Border Effects of Fed Capital Requirements on Emerging Market Banks’ Funding: The Colombian Case. Banco de la República, 2025. https://doi.org/10.32468/be.1321.

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This paper examines the impact of the Federal Reserve’s 2022 capital requirements on Colombian banks’ access to foreign credit lines. These measures, more stringent than in previous years, introduced a stronger stress capital buffer in response to global recession risks and inflationary pressures. A key contribution of the study is its distinction between the announcement, publication, and implementation phases of these regulations, highlighting how expectations, information flows, and uncertainty shape banks’ financial strategies. Using a Synthetic Difference-in-Differences (SDID) approach, t
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