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Bank Liquidity Creation Analysis 1993-2003 by Vita Natalia is a document available to read on EtoBox.

This document discusses the development of measures to quantify bank liquidity creation. It aims to 1) develop comprehensive measures of liquidity creation, 2) use these measures to analyze how much liquidity banks create and how it varies over time and across banks, and 3) examine the relationship between bank capital and liquidity creation. The authors construct four liquidity creation measures using U.S. bank data from 1993-2003. They find that large banks, members of multibank holding companies, retail

Author
Vita Natalia
Language
EN