Relevant bibliographies by topics / Liquidity of the bank

Contents

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

Academic literature on the topic 'Liquidity of the bank'

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

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Journal articles on the topic "Liquidity of the bank"

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Wang, Cong, and Lihuan Zhuang. "Bank liquidity and the risk-taking channel of monetary policy: An empirical study of the banking system in China." PLOS ONE 17, no. 12 (2022): e0279506. http://dx.doi.org/10.1371/journal.pone.0279506.

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This paper addresses the impact of bank liquidity on risk-taking behaviour of Chinese banks, and provides evidence for a risk-taking channel of monetary policy operating through bank liquidity. By using bank-level panel data from 123 Chinese commercial banks during 2003–2018, it is found that banks facing lower liquidity risk will be encouraged to take more risk. Moreover, loose monetary policy leads to more aggressive risk-taking by reducing the bank liquidity risk, namely a liquidity risk-taking channel of monetary policy. These findings suggest that authorities should give full consideratio
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Carsamer, Emmanuel, Anthony Abbam, and Yaw N. Queku. "Bank capital, liquidity and risk in Ghana." Journal of Financial Regulation and Compliance 30, no. 2 (2021): 149–66. http://dx.doi.org/10.1108/jfrc-12-2020-0117.

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Purpose Capital, risk and liquidity are the vitality of the banking industry, which can improve the efficiency of banking and promote the efficiency of resource allocation. The purpose of this study is to examine how Basel III new liquidity ratios affect bank capital and risk adjustments and how banks respond to the new liquidity rules. Design/methodology/approach The authors adopted the system generalized method of moments (GMM) to examine how Basel III new liquidity ratios affect bank capital and risk adjustments and how banks respond to the new liquidity rules. Based on the call reports dat
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Le-Bao, Thy, Linh Ho, and Dai Lang. "Basel III standards and liquidity determinants in Vietnamese commercial bank." Journal of Eastern European and Central Asian Research (JEECAR) 10, no. 3 (2023): 401–12. http://dx.doi.org/10.15549/jeecar.v10i3.1176.

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This study aims to ascertain the determinants affecting the liquidity of Vietnamese Commercial Banks by their bank ownership structures, CEO characteristics, and bank-specific variables. Using panel data consisting of 29 Vietnamese commercial banks, we measure liquidity using the most up-to-date method – the Net Stable Funding Difference (NSFD), according to Basel III standards. Correlating to the relationship between CEOs’ characteristics and bank liquidity, we found that CEOs with longer tenure will control liquidity better due to their higher managerial power and entrenchment. Moreover, the
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Tran, Thi Thuy Dung, Thi Phuong Anh Tran, and Anh Thang Tran. "Impact of Geographical Diversification on Bank Liquidity: Empirical Evidence from Vietnamese Commercial Banks." International Journal of Applied Economics, Finance and Accounting 22, no. 1 (2025): 101–10. https://doi.org/10.33094/ijaefa.v22i1.2243.

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This study investigates the effects of geographical diversification on liquidity within Vietnamese commercial banks from 2008 to 2023. Using panel data regression methods, including fixed-effects regressions to measure the relationship between bank liquidity, geographical diversification, and control variables, the generalized method of moments (GMM) to address endogeneity issues, and quantile regression to assess whether this interaction differs across different quantiles of bank liquidity, we present empirical evidence regarding the relationship between bank liquidity and geographical divers
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Müseyib qızı Babazadə, Sehrayi. "Liquidity risk and liquidity regulation management processes." SCIENTIFIC WORK 76, no. 3 (2022): 101–6. http://dx.doi.org/10.36719/2663-4619/76/101-106.

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İstənilən bankın idarə olunmasının ən mühüm vəzifələrindən biri müvafiq likvidlik səviyyəsini təmin etməkdir. Bank münasib qiymətə cəlb oluna bilən vəsaitlərə və məhz onlara ehtiyac olduğu anda çıxış imkanına malik olduğu halda likvid hesab olunur. Bu o deməkdir ki, bank ya lazımi miqdarda likvid vəsaitə malikdir, ya da onları kreditlər və ya aktivlərin satışı ilə tez əldə edə bilər. Rusiyada başlayan maliyyə böhranı bankın likvidliyinin tənzimlənməsinə xüsusi aktuallıq verdi. Dinamik artım nümayiş etdirmiş bir çox Rusiya bankları yüksək dəyişkən maliyyə şəraitində likvidlik problemini həll ed
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Diem Ha Le, Chi, and Nam Hai Pham. "Bank liquidity sensitivity after the impact of the bank-run phenomenon: The moderating role of state ownership." Banks and Bank Systems 20, no. 1 (2025): 259–70. https://doi.org/10.21511/bbs.20(1).2025.21.

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The article investigates the impact of commercial banks’ liquidity sensitivity following the bank-run phenomenon. Using data from 25 Vietnamese commercial banks from 2010 to 2022, the Sys.GMM estimation results reveal that banks with more considerable equity capital and total assets exhibit higher liquidity sensitivity after a bank run. Additionally, larger banks are more likely to adopt liquidity management strategies that involve borrowing. The study also finds that banks with more substantial financial performance, higher loan-to-deposit ratios, and a more extensive spread between loan and
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Kasana, Ekta, Renu Singh, and Bibhu Prasad Sahoo. "Analyzing the liquidity of commercial banks in India: Study on different bankgroups." Economics and Finance Letters 11, no. 4 (2024): 273–88. http://dx.doi.org/10.18488/29.v11i4.3931.

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The present study investigates how macroeconomic and bank-specific determinants affect the liquidity of public, private, and foreign banks in India. Bank liquidity is crucial for maintaining financial stability, supporting economic growth, and preserving public trust in the banking system. Bank liquidity is critically significant for bank success. Since 2008, this study has taken 49 banks for analysis purposes. We have employed the fixed and random effect models to examine the impact of bank-specific and macroeconomic variables on the liquidity of diverse bank groups. The results show that dep
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Rozhkov, Y. V. "THE USE OF LIQUIDING AS A BANK MANAGEMENT CATEGORY." Vestnik of Khabarovsk State University of Economics and Law, no. 3 (January 20, 2021): 61–64. http://dx.doi.org/10.38161/2618-9526-2020-3-12.

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The article describes the theoretical problems related to the use of «bank liquidity» category. «Function» category is revealed in relation to the liquidity of credit institutions. It is proposed to introduce «liquiding» category into scientific and practical circulation as a quintessence that combines the concepts of «liquidity», «liquidity management», «liquidity risk management»
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Karki, Dipendra. "The liquidity paradox in Nepalese banks." NCC Journal 6, no. 1 (2021): 57–69. http://dx.doi.org/10.3126/nccj.v6i1.57817.

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This study analyzes the influence of bank-specific and macroeconomic variables on liquidity in commercial banks in Nepal. Using pooled cross - sectional data from ten sample banks for the period 2011/12 to 2016/17, with sixty observations, the study employs a causal-comparative and descriptive research design as its methodology. The study concludes that bank-specific and macroeconomic variables significantly affect the liquidity in Nepalese banks, with different effects observed for public sector banks, joint ventures, and domestic private banks. This study finds that the capital adequacy rati
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Zenbela, Hatem Abdurahman, Mohd Abdul Wahab Fatoni Mohd, and Asmuliadi Lubis. "Libyan Islamic Banks Experience in Reducing Bank Liquidity from an Islamic." AL-MANHAJ: Jurnal Hukum dan Pranata Sosial Islam 4, no. 2 (2022): 565–72. http://dx.doi.org/10.37680/almanhaj.v4i2.2020.

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Background: The problem with the study is that the problem of bank liquidity in Libyan Islamic banks is exacerbated by the excess of bank liquidity coverage. (2): Purpose: The study aims to learn about Libyan banks' experience in reducing bank liquidity from an Islamic perspective: Malaysian banks are a model. The study highlights the importance of highlighting Libyan Islamic banks' experience in reducing bank liquidity from the perspective of Islamic Malaysian banks as a model. (3) Method: The study followed a qualitative approach to evaluating internal and external factors, circumstances and
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Dissertations / Theses on the topic "Liquidity of the bank"

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Osei, Victor. "Essays on Bank Lending." Electronic Thesis or Diss., Limoges, 2025. https://theses.hal.science/tel-05140040.

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Chapitre un, nous exploitons la règle annoncée en 2015 pour harmoniser le traitement des réserves pour le ratio de liquidité à court terme (LCR) en Europe comme stratégie d'identification. Nous constatons que les banques traitées ont augmenté leurs prêts par rapport à leurs pairs, qui n'ont pas été affectés par le changement. Cependant, ces résultats sont surtout efficaces pour les banques traitées qui étaient déjà très liquides, bien diversifiées et relativement petites. Les banques traitées qui augmentent leurs prêts présentent également une augmentation du risque idiosyncratique par rapport
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Zheng, Chen. "Three Essays on Bank Liquidity." Thesis, Curtin University, 2017. http://hdl.handle.net/20.500.11937/66691.

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This thesis empirically examines three distinct but interrelated bank liquidity topics. In the first study, the impact of bank capital on the relationship between bank liquidity creation and bank failure risk is explored. The second study determines whether government bailout policy affects the liquidity holdings and liquidity creation of banks, whilst the third study investigates the effect of social capital on bank liquidity holdings.
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SILVA, RAFAEL RIBEIRO MADEIRA DA. "THE IMPACT OF BASEL III LIQUIDITY REQUIREMENTS ON BANK LIQUIDITY MANAGEMENT." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2018. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33568@1.

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Este trabalho analisa o impacto dos requerimentos de liquidez da Basiléia III na gestão de liquidez dos bancos. A partir de uma base de dados que engloba bancos de todos os países signatários do Comitê de Basiléia III, foram definidos indicadores de liquidez bancária com base nas práticas utilizadas na literatura econômica e que busquem servir de proxies aos indicadores propostos pelo Comitê. Foram então verificados os cronogramas de implementação dos novos requerimentos de liquidez estabelecido por cada país. Acompanhou-se, então, a evolução dos indicadores de liquidez antes e depois do novo
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Schmaltz, Christian. "A quantitative liquidity model for banks." Wiesbaden : Gabler, 2009. http://d-nb.info/996419934/04.

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Samarasinghe, Ama Pramudinie. "Exploring the spillover effects of stock market liquidity on the banking sector." Thesis, Queensland University of Technology, 2021. https://eprints.qut.edu.au/226478/1/Ama%20Pramudinie_Samarasinghe_Thesis.pdf.

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This thesis conducts the first comprehensive empirical assessment of the theories surrounding the co-evolution of capital markets and banking system using four distinct studies which explore the spillover effects of stock market liquidity on different aspects of bank business. While an increase in stock market liquidity strengthens bank market power, it results in a decline in traditional bank business. However, banks continue to retain their market power by expanding into non-traditional business complemented by liquid capital markets. Further, enhanced stock market liquidity improves bank pr
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van, Schalkwyk Garth. "Mathematical models for optimal management of bank capital, reserves and liquidity." University of the Western Cape, 2019. http://hdl.handle.net/11394/6643.

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Philosophiae Doctor - PhD<br>The aim of this study is to construct and propose continuous-time mathematical models for optimal management of bank capital, reserves and liquidity. This aim emanates from the global financial crisis of 2007 − 2009. In this regard and as a first task, our objective is to determine an optimal investment strategy for a commercial bank subject to capital requirements as prescribed by the Basel III Accord. In particular, the objective of the aforementioned problem is to maximize the expected return on the bank capital portfolio and minimize the variance of the t
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Meder, Anthony Alan. "SFAS 115, Bank Balance Sheet Liquidity and Loan Growth." The Ohio State University, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=osu1312309973.

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Edney, Peter Robert. "Liquidity Risk and Bank Regulation: Basel III and Beyond." Thesis, The University of Sydney, 2014. http://hdl.handle.net/2123/13356.

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Liquidity transformation is a pre-eminent function of the banking system. By utilising at-call deposits to fund long-term and illiquid loans, and by making funds available to depositors and borrowers upon demand, banks contribute to economic welfare. However, liquidity transformation exposes banks to significant risks. As banks do not choose to hold socially optimal liquidity exposures on their own, bank regulations are an important tool for enhancing the safety of individual banks and improving the stability of the financial system. This thesis sheds new light on the causes of liquidity risk
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Kudinova, Julija. "Likvidumo rizikos valdymas komerciniame banke „AS UNICREDIT BANK“ pavyzdžiu." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2012. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2012~D_20120723_105005-24213.

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Esant sudėtingai ekonominei situacijai verslo rizikos įvertinimas ir valdymas tampa aktualia problema. Nestabilumas reikalauja nuolatinio dėmesio banko likvidumo vertinimui ir valdymui. Sudėtingėjant ekonominėms sąlygoms, likvidumo rizikos valdymas negali būti izoliuotas procesas. Magistro darbe išanalizuoti ir susisteminti Lietuvos ir užsienio autorių darbai likvidumo rizikos valdymo temomis. Apibendrinami esminiai likvidumo rizikos vertinimo ir valdymo metodai bei principai. Atlikta mokslinės literatūros analizė bei kiekybinis rezultatų vertinimas. Teorinėje ir praktinėje dalyse siekiama api
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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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Books on the topic "Liquidity of the bank"

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Diamond, Douglas W. Liquidity shortages and banking crises. National Bureau of Economic Research, 2003.

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Diamond, Douglas W. Liquidity shortages and banking crises. National Bureau of Economic Research, 2002.

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Diamond, Douglas W. Liquidity risk, liquidity creation and financial fragility: A theory of banking. National Bureau of Economic Research, 1999.

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Gorton, Gary. Liquidity, efficiency and bank bailouts. National Bureau of Economic Research, 2002.

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Acharya, Viral V. Crisis resolution and bank liquidity. National Bureau of Economic Research, 2009.

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W, Cooper Russell. Bank runs: Liquidity and incentives. National Bureau of Economic Research, 1991.

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Acharya, Viral V. Crisis resolution and bank liquidity. National Bureau of Economic Research, 2009.

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Caprio, Gerard. Excess liquidity and monetary overhangs. Financial Policy and Systems Division, Country Economics Dept., World Bank, 1991.

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Eichberger, Jürgen. Bank capital, liquidity and systemic risk. Oesterreichische Nationalbank, 2004.

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Webb, David C. Liquidity shortages and inefficient bank lending. London School of Economics, Financial Markets Group, 1994.

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Book chapters on the topic "Liquidity of the bank"

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Ruhai, Cai. "Bank Liquidity." In Dictionary of Contemporary Chinese Economics. Springer Nature Singapore, 2025. https://doi.org/10.1007/978-981-97-4036-9_949.

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Scott-Quinn, Brian. "Bank Liquidity Management." In Commercial and Investment Banking and the International Credit and Capital Markets. Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1007/978-0-230-37048-7_8.

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Callen, T. S., S. G. Hall, and S. G. B. Henry. "Stockbuilding and liquidity." In Economic Modelling at the Bank of England. Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-0419-4_2.

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Ferraris, Leo. "Bank Runs and Liquidity Crises." In Classroom Companion: Economics. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-88740-6_11.

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Bindseil, Ulrich, and Alessio Fotia. "Economic Accounts and Financial Systems." In Introduction to Central Banking. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-70884-9_1.

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AbstractThis chapter introduces the system of accounts of the main sectors of the economy (households; non-financial corporations, the government; banks, and the central bank), describing how these sectors are interrelated through financial claims and liabilities. A financial system, consisting of commercial banks and the central bank, manages flows of funds originating from households, without these flows causing a need for the real sectors to liquidate illiquid real assets. The basic types of assets and liabilities are: real goods, gold, banknotes, deposits, bonds, loans, and equity. We expl
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Kokkinis, Andreas, and Andrea Miglionico. "Regulation of bank capital and liquidity." In Banking Law. Routledge, 2021. http://dx.doi.org/10.4324/9781003133636-14.

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Bindseil, Ulrich, and Alessio Fotia. "The Central Bank as Lender of Last Resort." In Introduction to Central Banking. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-70884-9_6.

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AbstractIn this chapter we review the function of the central bank as lender of last resort (LOLR), starting from the understanding of financial crises developed in the previous chapter. We recall long-established LOLR principles: proactive lending, inertia of the central bank risk control framework, and risk endogeneity. Because of its systemic role, a central bank should not tighten its collateral framework in a crisis, as restrictive policies are likely to not only increase the overall damage done by a crisis to society, but to even increase central bank losses. We explain in more detail th
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Bindseil, Ulrich, and Alessio Fotia. "Conventional Monetary Policy." In Introduction to Central Banking. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-70884-9_3.

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AbstractThis chapter introduces conventional monetary policy, i.e. monetary policy during periods of economic and financial stability and when short-term interest rates are not constrained by the zero lower bound. We introduce the concept of an operational target of monetary policy and explain why central banks normally give this role to the short-term interbank rate. We briefly touch macroeconomics by outlining how central banks should set interest rates across time to achieve their ultimate target, e.g. price stability, and we acknowledge the complications in doing so. We then zoom further i
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Raffis, Louis D. "The Net Cash Capital Tool in Bank Liquidity Management." In Liquidity Risk Measurement and Management. John Wiley & Sons (Asia) Pte Ltd, 2012. http://dx.doi.org/10.1002/9781118390399.ch11.

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Wang, Jiazhuo G., and Juan Yang. "Turn Movables to Liquidity—The Chattel Mortgage Loans." In Financing without Bank Loans. Springer Singapore, 2016. http://dx.doi.org/10.1007/978-981-10-0901-3_6.

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Conference papers on the topic "Liquidity of the bank"

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Wasantha Kumara, H. P. Samith, Karishani Malhari Bamunawita, and H. R. Lasanthika Harshani Jayasekara. "Interbank Liability Analyzing Tool To Manage Short-Term Liquidity Among Banks And Facilitate Liability Limits For Daily Operations." In 2025 5th International Conference on Advanced Research in Computing (ICARC). IEEE, 2025. https://doi.org/10.1109/icarc64760.2025.10963317.

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"Analysis of Factors Affecting Bank Liquidity." In 2017 International Conference on Financial Management, Education and Social Science. Francis Academic Press, 2017. http://dx.doi.org/10.25236/fmess.2017.58.

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Uddin, Mohammad Nashir, Tong Li, and Hao Li. "Cloud Bank Liquidity Risk Prediction and Identification, Liquidity Creation, and Resource Fragility." In 2017 International Conference on Green Informatics (ICGI). IEEE, 2017. http://dx.doi.org/10.1109/icgi.2017.25.

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Pavelka, Vivien, Gyöngyi Bánkuti, and Jozsef Varga. "The Comparative Analysis of the Islamic and Conventional Bank System in Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01804.

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The aim of our study is the comparative analysis of the Islamic and conventional bank systems in Turkey focusing on the years of the last financial crisis. The financial crisis of 2008 shocked the world and impeached the confidence in the conventional bank systems. It drew the attention to the alternative financial forms like Islamic banking. The best known specialty of the Islamic bank system is the prohibition of interests and speculative transactions. The question is: are Islamic banks more crisis-resistant than the conventional banks? Are they really more stable? We would like to get answe
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Titko, Jelena. "Bank Soundness in the Latvian Banking Market." In Contemporary Issues in Business, Management and Education. VGTU Technika, 2015. http://dx.doi.org/10.3846/cibme.2015.07.

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Bank soundness is crucially important for the stability of the whole financial system. The goal of the paper is to reveal the contributing factors to bank soundness in the Latvian banking market. Multifactor regression analysis was applied as a core research method. Bank soundness was proxied by Risk index calculated for Latvian banks. Profitability, liquidity and asset quality ratios of individual banks extracted from BankScope data warehouse were used as explanatory variables. Research period covers 2007–2014. The regression model was created, based on financials of Latvian banks as for 2013
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Grecu, Iulia, and Vitalie Chiurcciu. "Liquidity management of BC "Moldova - Agroindbank" S.A. under conditions of financial instability." In International student scientific conference, ISSC 2025 "Challenges of accounting for young researchers", 9th Edition. Academy of Economic Studies, 2025. https://doi.org/10.53486/issc2025.81.

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The article examines the liquidity management of BC "Moldova - Agroindbank" S.A. in the context of financial instability. Assessing the liquidity of the bank is a crucial aspect of its financial stability, especially during periods of economics upheaval. The study analyzes key liquidity indicators based on data for years 2021-2023, as well as the impact of financial and macroeconomic factors on changes in the bankʼs liquidity.
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Pavlov, Aleksandr Vyacheslavovich. "Bank liquidity estimation by an international rating agency." In X International students' applied research conference. TSNS Interaktiv Plus, 2016. http://dx.doi.org/10.21661/r-91315.

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Quynh, Le Truc, Le Ngoc Thuy Trang, Lai Do Nhu, and Tuong Vo Minh. "EVALUATING LIQUIDITY INFLUENCE ON VIETNAMESE COMMERCIAL BANK PERFORMANCE." In 20th International Bata Conference for Ph.D. Students and Young Researchers. Tomas Bata University in Zlín, 2024. https://doi.org/10.7441/dokbat.2024.09.

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Liang, Yan, and Xiaoyu Yang. "The Bank Assets Allocation under Equilibrium Liquidity Management Strategy." In 2010 International Conference on Management and Service Science (MASS 2010). IEEE, 2010. http://dx.doi.org/10.1109/icmss.2010.5576804.

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Dudareva, Ekaterina Sergeevna. "BANK LIQUIDITY AS AN ELEMENT OF ITS FINANCIAL STABILITY." In Актуальные аспекты развития современной науки. Самарский государственный экономический университет, 2021. http://dx.doi.org/10.46554/cadms-2020-pp.55.

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Reports on the topic "Liquidity of the bank"

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Jiang, Liangliang, Ross Levine, and Chen Lin. Competition and Bank Liquidity Creation. National Bureau of Economic Research, 2016. http://dx.doi.org/10.3386/w22195.

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Gorton, Gary, and Lixin Huang. Liquidity, Efficiency and Bank Bailouts. National Bureau of Economic Research, 2002. http://dx.doi.org/10.3386/w9158.

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Acharya, Viral, Hyun Song Shin, and Tanju Yorulmazer. Crisis Resolution and Bank Liquidity. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w15567.

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Santos, Joao A., and S. Vish Viswanathan. Bank Syndicates and Liquidity Provision. National Bureau of Economic Research, 2020. http://dx.doi.org/10.3386/w27701.

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Cooper, Russell, and Thomas Ross. Bank Runs: Liquidity and Incentives. National Bureau of Economic Research, 1991. http://dx.doi.org/10.3386/w3921.

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Acharya, Viral, and Raghuram Rajan. Liquidity, Liquidity Everywhere, Not a Drop to Use - Why Flooding Banks with Central Bank Reserves May Not Expand Liquidity. National Bureau of Economic Research, 2022. http://dx.doi.org/10.3386/w29680.

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7

García-Cicco, Javier, and Enrique Kawamura. Central Bank Liquidity Management and "Unconventional" Monetary Policies. Inter-American Development Bank, 2014. http://dx.doi.org/10.18235/0011620.

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This paper presents a small open economy model to analyze the role of central bank liquidity management in implementing "unconventional" monetary policies within an inflation targeting framework. In particular, the paper explicitly models the facilities that the central bank uses to manage liquidity in the economy, which creates a role for the central bank balance sheet in equilibrium. This permits the analysis of two "unconventional" policies: sterilized exchange-rate interventions and expanding the list of eligible collaterals accepted at the liquidity facilities operated by the central bank
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Hirtle, Beverly, and Matthew C. Plosser. Bank Economic Capital. Federal Reserve Bank of New York, 2025. https://doi.org/10.59576/sr.1144.

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Conventional measures of bank solvency fail to account for the unique liquidity risks posed by deposits. Using public regulatory data, we develop a novel measure, economic capital, that jointly quantifies the impact of credit, liquidity, and market risk on bank solvency. We validate that economic capital is a more timely and accurate indicator of bank health than standard solvency measures. Using our framework, we examine the evolution of banking sector risk exposures over several decades. Despite significant reforms in the aftermath of the Global Financial Crisis, economic capital suggests th
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Jordà, Òscar, Björn Richter, Moritz Schularick, and Alan Taylor. Bank Capital Redux: Solvency, Liquidity, and Crisis. National Bureau of Economic Research, 2017. http://dx.doi.org/10.3386/w23287.

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Levine, Ross, Chen Lin, Zigan Wang, and Wensi Xie. Bank Liquidity, Credit Supply, and the Environment. National Bureau of Economic Research, 2018. http://dx.doi.org/10.3386/w24375.

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