Mapping capital and liquidity requirements to bank lending spreads
By Michael R. King. 2010
125 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/0761612d7e54f130a2ea4d1b96ee19b702fefeee
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Luc Laeven
- Hui Tong
- Giovanni Dell'Ariccia
- Lev Ratnovski
- Jihad C. Dagher
- Stijn Claessens
- Thorsten Beck
- Asli Demirgüç-Kunt
In Finance
- Luc Laeven
- Hui Tong
- Giovanni Dell'Ariccia
- Lev Ratnovski
- Stijn Claessens
- Thorsten Beck
- F. González
- Asli Demirgüç-Kunt
Citations in the corpus
- The Good and Bad News about the New Liquidity Rules of Basel III in Western European Countries (2014, unknown): “King (2010), for example, explores potential impacts of capital and liquidity”
- Benefits and Costs of Bank Capital (2016, background): ““The rest” today represents about 50 percent of assets of an average large bank, half in trading assets and securities and half in cash and interbank claims (King 2010).”
- Why bank capital matters for monetary policy (2016, unknown): “12 This last assumption is often adopted in the literature to quantify the cost of equity (see King (2010)).”
- Balance Sheet Strength and Bank Lending During the Global Financial Crisis (2013, unknown): “King (2010) relates the new capital and liquidity requirements to bank lending spreads.”