A Simple Macroprudential Liquidity Buffer /

A mechanism is proposed that aims to reduce the risk of a banking sector liquidity crisis-which is a quintessentially systemic event and thus the object of macroprudential policy-and moderate the effects of a crisis should one occur. The instrument would give banks more incentive to build up buffers...

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מידע ביבליוגרפי
מחבר ראשי: Hardy, Daniel
מחברים אחרים: Hochreiter, Philipp
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2014.
סדרה:IMF Working Papers; Working Paper ; No. 2014/235
גישה מקוונת:Full text available on IMF
תיאור
סיכום:A mechanism is proposed that aims to reduce the risk of a banking sector liquidity crisis-which is a quintessentially systemic event and thus the object of macroprudential policy-and moderate the effects of a crisis should one occur. The instrument would give banks more incentive to build up buffers of systemically liquid assets as a proportion of their total liabilities, yet these buffers would be usable in times of stress. The modalities of the instrument are considered with a view to making it effective, efficient, and robust.
תאור פריט:<strong>Off-Campus Access:</strong> No User ID or Password Required
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תיאור פיזי:1 online resource (24 pages)
פורמט:Mode of access: Internet
ISSN:1018-5941
גישה:Electronic access restricted to authorized BRAC University faculty, staff and students