Bank assets, liquidity and credit cycles

DOI10.1016/J.JEDC.2019.06.003zbMath1425.91422OpenAlexW2951303356WikidataQ127678759 ScholiaQ127678759MaRDI QIDQ2338401

Ivan Petrella, Federico Lubello, Emiliano Santoro

Publication date: 21 November 2019

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://warwick.ac.uk/fac/soc/wbs/subjects/finance/mpf/working-papers/emf_wp_26.pdf

zbMATH Keywords

bankingliquiditymacroprudential policycapital misallocationbank collateral

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

• The role of bank capital in the propagation of shocks
• Collateral constraints and the amplification mechanism.
• Bank Runs, Deposit Insurance, and Liquidity
• A Theory of Debt Based on the Inalienability of Human Capital

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