High Liquidity Creation and Bank Failures : Do They Behave Differently? /

We formulate the 'High Liquidity Creation Hypothesis' (HLCH) that a proliferation in the core activity of bank liquidity creation increases failure probability. We test the HLCH in the context of Russian banking, which provides a natural field experiment due to numerous failures experience...

詳細記述

書誌詳細
第一著者: Fungacova, Zuzana
その他の著者: Turk, Rima, Weill, Laurent
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2015.
シリーズ:IMF Working Papers; Working Paper ; No. 2015/103
オンライン・アクセス:Full text available on IMF