Relevant bibliographies by topics / Liquidity of the banking system

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

Academic literature on the topic 'Liquidity of the banking system'

Author: Grafiati
Published: 28 May 2022
Last updated: 30 July 2025

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Journal articles on the topic "Liquidity of the banking system"

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Ilchuk, P., О. Kots, D. Martyniuk, and E. Rak-Młynarska. "STATE, DYNAMICS AND PROBLEMS OF UKRAINIAN BANKING SYSTEM LIQUIDITY." Journal of Lviv Polytechnic National University. Series of Economics and Management Issues 4, no. 2 (2020): 27–36. http://dx.doi.org/10.23939/semi2020.02.027.

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The approaches of scientists to the definition of categories “liquidity of banks” and “regulation of the banking system’ liquidity” are investigated. A retrospective analysis of the NBU’s approaches to regulating the liquidity of the banking system was carried out and the use of two main methods used by the NBU to calculate the liquidity level of the Ukrainian banking system during the independence period was identified. Dynamic ranks of liquidity of the Ukrainian banking system and instruments of its change in 2012–2020 were constructed, stable dynamic tendencies and the main factors causing
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Rudan, Vitalii. "LIQUIDITY OF THE BANKING SYSTEM OF UKRAINE: MODERN STATE AND STRATEGIC REFERENCE POINTS OF MANAGEMENT." Economic Analysis, no. 27(4) (2017): 170–79. http://dx.doi.org/10.35774/econa2017.04.170.

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Introduction. The article deals with the approaches for the determination of the state of liquidity of the banking system of Ukraine after the change of the monetary regime. The main negative factors that influence the dynamics of liquidity of the domestic banking system are determined. Recommendations for improving the efficiency of banking liquidity management are proposed. They are determined with consideration of strategic guidelines for the development of the banking system of Ukraine. Purpose. The article aims to substantiate the integrated approach to assessing the current state of liqu
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Hoxha, Indrit, Nurlan Atabaev, Begimai Marlenova, Gulnaz Atabaeva, and Ibrahim Keles. "Does Kyrgyz banking system liquidity provide economic growth?" JOURNAL OF INTERNATIONAL STUDIES 15, no. 4 (2022): 241–62. http://dx.doi.org/10.14254/2071-8330.2022/15-4/15.

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The relationship between the liquidity ratio, the economy and the banking system of a country is a popular subject among academics. This research aims to understand this connection for Kyrgyzstan, a developing economy. The Vector Auto Regression approach was used to trace the association of liquidity ratio to loan and deposit volumes, interest income, net interest income, treasury bill volume, and gross domestic product based on the quarterly data. The data was obtained from various publications of the National Bank of the Kyrgyz Republic. The primary literature indicates that bank liquidity h
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Zhou, Sheunesu. "Shadow Banking, Bank Liquidity and Monetary Policy Shocks in Emerging Countries: A Panel VAR Approach." Journal of Economics and Behavioral Studies 11, no. 6(J) (2020): 52–65. http://dx.doi.org/10.22610/jebs.v11i6(j).2970.

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The study provides an analysis of the relationships between monetary policy, shadow banking and bank liquidity in emerging market economies. It is aimed at broadening knowledge on the effect of shadow banking on monetary policy transmission. Furthermore, the study seeks to analyze the impact of changes in bank liquidity on the growth of the shadow banking sector. We employ panel VAR technique to analyse the dynamics of monetary policy, shadow banking and bank liquidity using data for 15 emerging economy countries. A contractionary monetary policy shock results in a decrease in shadow banking a
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Abdo, Mai M., and Ibrahim A. Onour. "Liquidity Risk Management in Full-Fledged Islamic Banking System." Management and Economics Research Journal 6 (2020): 1. http://dx.doi.org/10.18639/merj.2020.990012.

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This study aims to assess the determinants of liquidity risk in the full-fledged Islamic banking system of Sudan, using panel data regression. The dependent variable in this research is the liquidity risk, which is determined as the extreme excess or extreme shortage of liquidity in each bank, based on the VaR approach, and the independent variables are bank size, investment, profit, and the budget deficit during the period 2012-2016. The authors’ findings indicate the bankspecific variables such as the size, investment, and profit are statistically significant, whereas the budget deficit vari
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Arif, Ahmed, and Ahmed Nauman Anees. "Liquidity risk and performance of banking system." Journal of Financial Regulation and Compliance 20, no. 2 (2012): 182–95. http://dx.doi.org/10.1108/13581981211218342.

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Abdel Megeid, Nevine Sobhy. "Liquidity risk management: conventional versus Islamic banking system in Egypt." Journal of Islamic Accounting and Business Research 8, no. 1 (2017): 100–128. http://dx.doi.org/10.1108/jiabr-05-2014-0018.

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Purpose This research aims to analyze and compare the effectiveness of liquidity risk management of Islamic and conventional banking in Egypt to ascertain which of the two banking systems are performing better. Design/methodology/approach A sample of six conventional banks (CBs) and two Islamic banks (IBs) in Egypt was selected. Using the liquidity ratios, the investigation involves analyzing the financial statements for the period of 2004-2011. The data were obtained from Bank scope database. Findings The research found that in Egypt, CBs perform better in terms of liquidity risk management t
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Lajqi, Hysen. "BASEL III LIQUIDITY RISK AND KOSOVO BANKING SYSTEM." Knowledge International Journal 34, no. 5 (2019): 1329–35. http://dx.doi.org/10.35120/kij34051329l.

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The financial crisis 2007-2009 prompted the Basel Committee on Banking Supervision (BCBS) to intensify its efforts to strengthen the principles and standards for capital, as well as for the measurement and management of liquidity risk. Risk management is very important in the financial system, especially in banks. Among various risks Banks face is a liquidity risk it’s managing enables Banks to fulfil their obligationsBasel III consists of set of measures internally agreed. The implementation of Basel III will considerably increase the quality of banks' capital and significantly raise the requ
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Amin, Syajarul Imna Mohd, Aisyah Abdul-Rahman, and Nurhafiza Abdul Kader Malim. "Liquidity risk and regulation in the Organization of the Islamic Cooperation (OIC) banking industry." Asian Academy of Management Journal of Accounting and Finance 17, no. 2 (2021): 29–62. http://dx.doi.org/10.21315/aamajaf2021.17.2.2.

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The recurring crises have evidenced poor liquidity risk management and ineffective regulation in banking. Consequently, banking regulations have undergone continuous reforms to bolster stability in the banking system. Nonetheless, theoretical and empirical evidence provide conflicting results that warrant comprehensive research, particularly for emerging Islamic banking. This study examines the role of banking regulation on the liquidity risk of 245 conventional banks and 68 Islamic banks from selected 14 Organization of the Islamic Cooperation (OIC) from 2000 to 2017 utilising the dynamic pan
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Bustaman, Yosman, Soebowo Musa, and Mira Maulida. "Quantitative Easing, liquidity and Banking Growth; Evidence from Indonesian Banking System." 13th GLOBAL CONFERENCE ON BUSINESS AND SOCIAL SCIENCES 13, no. 1 (2022): 1. http://dx.doi.org/10.35609/gcbssproceeding.2022.1(77).

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Quantitative easing (QE) is an unconventional monetary policy issued by the central bank to provide economic stimulus in expecting growth of aggregate demand as well as amplifying inflation. This policy typically involves purchasing large-scale financial assets from the open market and it is expected to reduce interest rates and the term structure of the yield which is supposed to have an impact on increasing the distribution of credit to the business (Bowman, Cai, Davies, & Kamin, (2015), Christensen and Krogstrup, (2019). Central banks in developed countries have already utilized the QE
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Dissertations / Theses on the topic "Liquidity of the banking system"

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Zonke, Khaya. "An analysis of funding liquidity risk in the South African banking system." Master's thesis, University of Cape Town, 2013. http://hdl.handle.net/11427/29022.

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Most emerging markets are faced with the predicament of a misalignment, or mismatch, of assets and liabilities in the banking sector where long-term assets are funded by short-term deposits. The South African (SA) banking sector also faces a challenge regarding the composition of the short-term deposits that fund these assets. The large and unstable wholesale funds dominate the funding side of local banks' balance sheets, particularly in the short-term bucket. The danger with wholesale funds arises when they are withdrawn unexpectedly, due to either perceived or realised risk. Due to their bul
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Garvin, Nicholas. "Essays on liquidity, stress and interventions in interbank markets." Doctoral thesis, Universitat Pompeu Fabra, 2018. http://hdl.handle.net/10803/663095.

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This dissertation comprises three chapters on banking system liquidity. The first chapter models various policies for injecting liquidity into banks during a cri-sis. Liquidity injections through secured lending, relative to unsecured lending or bank-debt guarantees, can better disincentivise liquidity risk taking while also mitigating ex-post capital losses, in part by limiting fire selling of securities. Asset purchases cannot credibly disincentivise liquidity risk taking. The second chapter uses Australian loan-level data to compare secured and unsecured interbank lend-ing markets during th
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Uesugi, Iichiro. "Monetary policy, the banking system, and short-term money instruments /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2000. http://wwwlib.umi.com/cr/ucsd/fullcit?p9975049.

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Madani-Beyhurst, Shirin. "Essays on the banking sector of Luxembourg." Thesis, Strasbourg, 2017. http://www.theses.fr/2017STRAB003.

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Cette thèse étudie le secteur bancaire du Luxembourg sous trois angles différents. Elle apporte de nouveaux éléments de débat sur un secteur bancaire souvent commenté mais rarement étudié. En outre, dans chacun des trois chapitres, les impacts de la crise financière sont étudiés. Chapitre 1: Création de liquidité par les banques du Luxembourg. Ce chapitre évalue la quantité liquidité créée par les banques. Nous constatons que cette création a plus que doublé entre 1999 et 2011. Cependant, la liquidité créée a commencé à diminuer en 2009 et en 2011, elle n’était toujours pas revenu au niveau d'
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Верхогляд, О. В. "Формування системи оціночних параметрів при визначенні кризи ліквідності банківської системи України". Thesis, Українська академія банківської справи Національного банку України, 2007. http://essuir.sumdu.edu.ua/handle/123456789/61463.

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Ліквідність банківської системи залежить від ліквідності комерційних банків, Національного банку України і держави, а також розвитку міжбанківського ринку, що дає можливість розглядати банківську систему як єдине ціле. Забезпечення ліквідності на всіх рівнях банківської системи є завданням досить складним та проблематичним.
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Дмитрієв, Є. Є. "Системний підхід до визначення банківської ліквідності". Thesis, Сумський державний університет, 2012. http://essuir.sumdu.edu.ua/handle/123456789/59356.

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Поняття ліквідності є одним з фундаментальних не тільки у банківській справі, але й у теорії фінансів загалом. Однак і до сьогодні питання щодо природи ліквідності залишається не до кінця розробленим. За словами Ендрю Крокета, президента JPMorgan Chase International, ліквідність легше розпізнати, ніж визначити. Світова фінансова криза початку XXI ст.. продемонструвала, як швидко можуть вичерпуватись джерела фінансування, що вважались до того постійними та надійними, і як, навіть, найпотужніші світові фінансові інституції можуть стикнутися з нестачею ліквідності.
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Гриньова, В. М., та О. М. Колодізєв. "Управління ліквідністю банківської системи на етапі фінансової кризи". Thesis, Українська академія банківської справи Національного банку України, 2009. http://essuir.sumdu.edu.ua/handle/123456789/60066.

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Банківська ліквідність є показником, який характеризує життєво важливу роль діяльності як окремих банків, так і фінансової системи країни. Ліквідність банківської системи є її динамічним станом, який забезпечує своєчасність, повноту і безперервність виконанння всіх сукупних зобов’язань банківської системи та достатність коштів відповідно до потреб розвитку економіки країни.
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Антонюк, Наталія Анатоліївна, Наталия Анатольевна Антонюк, Nataliia Anatoliivna Antoniuk та С. В. Федчун. "Еластичність ліквідності банківської системи України". Thesis, Сумський державний університет, 2014. http://essuir.sumdu.edu.ua/handle/123456789/37017.

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Будь-які процеси розвиваються циклічно, у т. ч. і економічні, рівень ліквідності як банківської системи, так і окремого комерційного банку також розвивається циклічно: періоди надлишкової ліквідності змінюються періодами недостатньої ліквідності, що є однаково погано для банку. У першому випадку існує небезпека несвоєчасного розрахунку з клієнтами, а у другому – неефективність керування власними ресурсами. Низька ліквідна позиція кожного окремого банку обмежує його платоспроможність, що може через «ефект доміно» паралізувати діяльність усієї фінансової системи. Саме тому важливим є прогнозуван
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HLEBIK, SVIATLANA. "BASEL III GLOBAL LIQUIDITY RISK REGULATION FOR BANKING SYSTEMS AND THE ECB QUANTITATIVE POLICY." Doctoral thesis, Università Cattolica del Sacro Cuore, 2016. http://hdl.handle.net/10280/12570.

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Questa tesi analizza un tema fondamentale e nello stesso tempo controverso: il rischio di liquidità che, dopo la crisi del 2007-2008, sta diventato sempre più importante. Le banche centrali forniscono la liquidità necessaria per ridurre la probabilità di un collasso del sistema finanziario, utilizzando una vasta gamma di strumenti. La tesi in oggetto propone un’analisi della politica quantitativa della Banca Centrale Europea: un’analisi in cui sono state considerate le condizioni di mercato e la loro coerenza con la domanda di liquidità da parte del sistema bancario. Il quadro normativo intern
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HLEBIK, SVIATLANA. "BASEL III GLOBAL LIQUIDITY RISK REGULATION FOR BANKING SYSTEMS AND THE ECB QUANTITATIVE POLICY." Doctoral thesis, Università Cattolica del Sacro Cuore, 2016. http://hdl.handle.net/10280/12570.

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Questa tesi analizza un tema fondamentale e nello stesso tempo controverso: il rischio di liquidità che, dopo la crisi del 2007-2008, sta diventato sempre più importante. Le banche centrali forniscono la liquidità necessaria per ridurre la probabilità di un collasso del sistema finanziario, utilizzando una vasta gamma di strumenti. La tesi in oggetto propone un’analisi della politica quantitativa della Banca Centrale Europea: un’analisi in cui sono state considerate le condizioni di mercato e la loro coerenza con la domanda di liquidità da parte del sistema bancario. Il quadro normativo intern
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Books on the topic "Liquidity of the banking system"

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Jayaraman, T. K. Implications of excess liquidity in Fiji's banking system: An empirical study. School of Economics, The University of the South Pacific, 2012.

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Nissanke, Machiko. Excess liquidity syndrome in the banking system in low-income developing countries. Department of Economics, School of Oriental and African Studies, University of London, 1993.

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Sbracia, M. The role of the banking system in the international transmission of shocks. Banca d'Italia, 2001.

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Marco, Rossi. The provision of intraday liquidity in real-time gross-settlement systems. CIACO, 1996.

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Giannetti, Mariassunta. Banking system, international investors and central bank policy in emerging markets. Banca d'Italia, 2000.

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Pankki, Suomen, ed. Liquidity, risks and speed in payment and settlement systems: A simulation approach. Suomen Pankki, 2005.

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Li, Ruogu. Reform of the international monetary system and internationalization of the renminbi. World Scientific, 2015.

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Marco, Rossi. Payment systems in the financial markets: Real-time gross settlement systems and the provision of intraday liquidity. St. Martin's Press, 1998.

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Hayashi, Fumio. The main bank system and corporate investment: An empirical reassessment. National Bureau of Economic Research, 1997.

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Jeffrey, Morrey, and Guyton Alexander, eds. Liquidity, interest rates and banking. Nova Science Publishers, 2009.

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Book chapters on the topic "Liquidity of the banking system"

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Lessambo, Felix. "Corporate Governance, Risk Metrics, Liquidity, and Credit Risks." In The International Banking System. Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1007/978-1-137-27513-4_20.

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Lemma, Valerio. "The Shadow Banking System as an Alternative Source of Liquidity." In The Shadow Banking System. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137496133_3.

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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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Fu, Xiaoqing Maggie, Yongjia Rebecca Lin, and Philip Molyneux. "Development of the Asia Pacific Banking System." In Bank Competition, Efficiency and Liquidity Creation in Asia Pacific. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137533845_2.

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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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de la Cuesta González, Marta, Cristina Ruzay Paz-Curbera, and Beatriz Fernández Olit. "Banking System and Financial Exclusion: Towards a More Comprehensive Approach." In Liquidity Risk, Efficiency and New Bank Business Models. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-30819-7_6.

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Bindseil, Ulrich, and Alessio Fotia. "International Monetary Frameworks." In Introduction to Central Banking. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-70884-9_7.

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AbstractIn this chapter we turn to representing flows of funds in alternative international monetary frameworks, and what global liquidity these different frameworks provide. We first recall some arguments in favour of and against fixed exchange rate systems. We then introduce two international monetary arrangements of the past which imply fixed exchange rates, namely the gold standard and the Bretton Woods system, and recall why both eventually failed. We then turn to three international monetary frameworks in the context of the current paper standard, i.e. fixed exchange rate systems, flexib
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Bindseil, Ulrich, and Alessio Fotia. "Central Banks." In Introduction to Central Banking. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-70884-9_2.

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AbstractThis chapter develops further the role of a central bank and its interplay with commercial banks. Together, the two ensure the provision of liquidity to the economy, such that the real sectors are shielded from flows of funds originating from household and investors. We also disaggregate the banking system into two banks to represent deposit flows between banks and their impact on the central bank’s balance sheet, and to distinguish between what we call “relative” and “absolute” central bank intermediation. We then integrate deposit money creation by commercial banks into our system of
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Cesarini, Francesco. "Liquidity Management and Lender-of-Last-Resort Functions: Recent Developments in the Italian Banking System." In The Changing Face of European Banks and Securities Market. Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1007/978-1-349-23141-6_7.

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Wasserman, Martín L. E. "Monetization and Relational Structures: The Diffusion of Checks in Buenos Aires During the Emergence of the Banking System." In Palgrave Studies in the History of Finance. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-67117-3_10.

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AbstractMeans of exchange holding legal tender are not the unique means of payment that materialize currency. Any device accepted by the creditor enables exchanges, even when different instruments have different scope of liquidity and diverse broadness of acceptance. Therefore, admission by economic actors appears to be the ultimate criteria to embody monetary attributes into a material instrument, conferring its function as means of payment. In this sense, the agency of involved actors is critical to understand the emergence of new financial devices derived from institutional changes. This ch
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Conference papers on the topic "Liquidity of the banking system"

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Ibraqui, Rachid El, Moulay Othman Aboutafail, and Redouane Nouira. "Modeling and mathematical analysis of liquidity-credit risk contagion in the banking system." In 2024 7th International Conference on Advanced Communication Technologies and Networking (CommNet). IEEE, 2024. https://doi.org/10.1109/commnet63022.2024.10793253.

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B S, Ragul, Kevin Paul Jacob, and S. Srividhya. "AI-Powered Autonomous Token Analysis and Liquidity Provisioning System." In 2025 5th International Conference on Pervasive Computing and Social Networking (ICPCSN). IEEE, 2025. https://doi.org/10.1109/icpcsn65854.2025.11035841.

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Chen, Qinde, Huawei Huang, Zhaokang Yin, Guang Ye, and Qinglin Yang. "Broker2Earn: Towards Maximizing Broker Revenue and System Liquidity for Sharded Blockchains." In IEEE INFOCOM 2024 - IEEE Conference on Computer Communications. IEEE, 2024. http://dx.doi.org/10.1109/infocom52122.2024.10621431.

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Sizykh, Dmitry, Karina Tregub, Boris Belyakov, and Natalia Sizykh. "Model for Assessing the Liquidity of a Stock Market Trading Instrument." In 2024 17th International Conference on Management of Large-Scale System Development (MLSD). IEEE, 2024. http://dx.doi.org/10.1109/mlsd61779.2024.10739417.

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Mihalech, Patrik. "Modelling of Non-Maturing Liabilities in Survival Period for Liquidity Risk Management Purposes." In Fifth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/itema.2021.73.

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Correct assessment of banking risks is essential for a healthy bank­ing system and the development of economy. This paper focuses on liquidity risk management, more specifically on modelling of non-maturing liabilities. Liquidity risk emerges as a consequence of uncertainty in terms of future cash inflows and outflows. Due to the fact, that result of a liquidity crisis is not only loss, but directly bankruptcy of financial institutions, liquidity risk belongs among major banking risks. This paper aims to project future cash outflows emerging from corporate deposit accounts without contractual
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Lončar, Iris, and Tonći Svilokos. "The influence of assets structure on financial performance in Croatian banking system." In Contemporary Issues in Business, Management and Economics Engineering. Vilnius Gediminas Technical University, 2019. http://dx.doi.org/10.3846/cibmee.2019.024.

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Purpose – as the largest share of national money assets is concentrated in banks, their profitability is important not only for shareholder but also for the whole economy. The aim of this paper is to analyse the influence of the structure of total assets and its liquidity on overall success in the Croatian banking industry. Research methodology – in order to achieve the main purpose the cross-section regression models will be estimated which will include standard profitability indicators and various liquidity and assets indices. Findings – the results of the analysis show that the level and th
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Pîslari, Veronica. "Convergența la cerințele de adecvare a riscului bancar de lichiditate: oportunități vs constrângeri." In Simpozion Ştiinţific al Tinerilor Cercetători, Ediţia a 21-a. Academy of Economic Studies of Moldova, 2024. http://dx.doi.org/10.53486/sstc.v4.08.

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In the current context, the banking sector represents a point of stability for the country's economy and effective risk management is essential. Liquidity risk is one of the most important because its triggering has a productive and immediate effect and bank liquidity management is fundamental. The purpose of the study is to analyze liquidity risk and its influence on the banking sector in the context of adapting to the requirements of the Basel III Agreement and the consequences of the implementation requirements. Research methodology includes the application of several types of methods, such
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Cirlan, Ana. "The role of financial engineering in banking." In 26th International Scientific Conference “Competitiveness and Innovation in the Knowledge Economy". Academy of Economic Studies of Moldova, 2023. http://dx.doi.org/10.53486/cike2022.45.

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This article analyzes financial engineering from the point of view of its place and role in the development and optimization of the banking system from the perspective of increasing the efficiency of its activities. As a methodological basis, a set of general scientific logical and heuristic methods was used - analysis and synthesis, induction and deduction, the principle of interdependence; as well as a comparative method that allows a synthetic study of economic concept of "financial engineering". Also, this article mentions the need to use financial engineering products and useful tools in
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Plopa, Silviu. "The banking system of the Republic of Moldova Sistemul bancar din Republica Moldova." In Simpozion Ştiinţific al Tinerilor Cercetători. Ediţia a 22-a. Academy of Economic Studies, 2025. https://doi.org/10.53486/sstc2024.v1.66.

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The restrictive monetary policies implemented by the National Bank of Moldova have significantly influenced the behavior of individuals regarding credit. These policies, by increasing interest rates and mandatory reserves, have led to reduced accessibility to credit for both the general population and businesses. Consequently, net lending to legal entities has witnessed a significant decline, negatively impacting the economy. Meanwhile, the liquidity surplus has increased substantially, indicating a trend of hoarding funds in deposits or reducing lending to the business sector. This situation
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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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Reports on the topic "Liquidity of the banking system"

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Caballero, Ricardo J. Structural Volatility in Chile: A Policy Report. Inter-American Development Bank, 2000. http://dx.doi.org/10.18235/0010780.

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This paper identifies Chile's economic weaknesses and offers policy recommendations for increasing stability. Current problems include weak international financial links, a Central Bank mandate that is ill-designed to deal with terms of trade shocks, a propensity to waste scarce liquidity in the banking system; and limited development of financial markets. The paper's policy recommendations include improving external financial links, molding terms of trade contingencies into anti-cyclical policies, Improving liquidity aggregation through and within the banking sector during crises, and improvi
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Federico, Pablo M. Developing an Index of Liquidity-Risk Exposure: An Application to Latin American and Caribbean Banking Systems. Inter-American Development Bank, 2012. http://dx.doi.org/10.18235/0009083.

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After the 2007-2009 global financial crisis and previous financial crises in Latin America, the liquidity-risk exposure of banking systems is considered one of the most important vulnerabilities. At the same time, that exposure may also be the most mysterious of those vulnerabilities, as the dimensions of this risk are not yet well understood and good metrics have not been available. This goal of this paper is to provide a thorough review of previous contributions and to develop a set of measures of systemic liquidity-risk exposure of banking systems, with a focus on Latin American and Caribbe
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Buch, Claudia M., and Linda S. Goldberg. International Banking and Nonbank Financial Intermediation: Global Liquidity, Regulation, and Implications. Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1091.

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Global liquidity flows are largely channeled through banks and nonbank financial institutions. The common drivers of global liquidity flows include monetary policy in advanced economies and risk conditions. At the same time, the sensitivities of liquidity flows to changes in these drivers differ across institutions and have been evolving over time. Microprudential regulation of banks plays a role, influencing leverage and capitalization, changing sensitivities to shocks, and also driving risk migration from banks to nonbank financial institutions. Risk sensitivities and flightiness of global l
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Humpage, Owen F. On the Origins of the Federal Reserve System and Its Structure. Federal Reserve Bank of Cleveland, 2023. http://dx.doi.org/10.26509/frbc-wp-202317.

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The creation of the Federal Reserve System ultimately stemmed from fundamental changes in the banking industry that heightened the risks associated with shifts in the public’s liquidity preferences and that created an atmosphere of distrust between the small, traditional, country banks and the large, transforming, Wall Street banks. The severity of the Panic of 1907 became the proximate factor in the Federal Reserve’s formation. The panic, which the New York Clearing House’s slow, discriminative, and insufficient response characterized, gave credence to concerns of growing financial risks and
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Diop, Cheikh Ahmed, Muhamed Zulkhibri, and Mustafa Yagci. US Banking Crisis and Risks of Global Contagion. Islamic Development Bank Institute, 2023. http://dx.doi.org/10.55780/re24031.

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The collapse of Silicon Valley Bank (SVB) and Signature Bank on 8-10 March 2023 has triggered deep financial turmoil in the US and prompted financial and monetary authorities to intervene to swiftly avert a contagion. SVB specialized in providing finance and banking services to venture-backed start-ups, most of which are technology firms. It was the largest US bank to fail since the global financial crisis (GFC) of 2008. SVB’s failure is generally attributed to liquidity exacerbated by large and quick withdrawals, net interest margins associated with the broader tech sector downturn, and risin
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Toporowski, Jan. Monetary Policy and Illiquidity. Institute for New Economic Thinking Working Paper Series, 2024. http://dx.doi.org/10.36687/inetwp218.

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The discussion of financial stability, and the role of monetary policy, is incoherent because there is very little agreement on what constitutes financial stability (and, by implication, instability) - exchange rate stability, asset price stability, absence of debt default. By implication, there is a gap between the claims of various authors to the general applicability of their respective analyses, and the actual applicability of their conclusions, let alone the usefulness of some of their policy recommendations. The paper argues that the key issue is the regulation of the liquidity of all fi
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Cerda, Maikol, Paul Gertler, Sean Higgins, Ana María Montoya, Eric Parrado, and Raimundo Undurraga. The Causal Impact of Covid-19 Government-backed Loans on MSMEs Liquidity and Earnings. Inter-American Development Bank, 2023. http://dx.doi.org/10.18235/0004754.

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We conducted two randomized controlled trials (RCTs) to evaluate the impact of government-guaranteed loans offered by the Chilean and Colombian governments. The public funds of these programs greatly expanded following the start of the Covid-19 pandemic and offered loans to Micro, Small and Medium Enterprises to mitigate the negative impact of the shock. Through a collaboration with private banks, we launched two experiments which offered loans to a sub-set of the 10,072 Chilean and 3,079 Colombian small businesses that took part in our experiments. Most of these firms had previously applied f
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Ferrer, Alejandro, and Ana Molina. The interaction of liquidity risk and bank solvency via asset monetisation mechanisms. Banco de España, 2025. https://doi.org/10.53479/39785.

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In a liquidity stress scenario, banks may need to urgently monetise assets to meet deposit outflows. This can be done by either selling the assets or using them as collateral in financing operations. In a context of crisis, executing these financing transactions with private counterparties may be constrained, making the transactions with the central bank particularly relevant. The sale of assets classified at amortised cost will result in the materialisation of any accumulated unrealised losses, adversely affecting the banks’ profitability. Alternatively, central bank financing prevents the ma
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Al Ghassani, Rashid. Enhancing Crisis Management Frameworks and Supervision of the Islamic Financial Services Industry. Islamic Development Bank Institute, 2024. http://dx.doi.org/10.55780/re24044.

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While the Islamic financial services industry has thus far been fortunate to avoid a large-scale crisis, valuable lessons can be learned from conventional finance in order to effectively manage any potential future challenges. Until now, the Islamic finance sector has a good track record of successfully resolving isolated issues at the national level in a timely and measured manner. This experience provides a strong foundation upon which to build robust crisis management protocols. The nature and pace of a crisis can vary significantly depending on the affected sector and the level of interdep
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Acharya, Viral V., Nicola Cetorelli, and Bruce Tuckman. Where Do Banks End and NBFIs Begin? Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1119.

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In recent years, assets of nonbank financial intermediaries (NBFIs) have grown significantly relative to those of banks. These two sectors are commonly viewed either as operating in parallel, performing different activities, or as substitutes, performing substantially similar activities, with banks inside and NBFIs outside the perimeter of banking regulation. We argue instead that NBFI and bank businesses and risks are so interwoven that they are better described as having transformed over time, rather than as having migrated from banks to NBFIs. These transformations are at least in part a re
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