The Seeds of a Crisis: A Theory of Bank Liquidity and Risk Taking over the Business Cycle

By Lee M. Dunham. 2013

119 citations recorded by the source corpus.

Subfields: Finance

Citations in the corpus

Bank Liquidity Creation and Real Economic Output (2017, unknown): “crises (Acharya and Naqvi, 2012; Berger and Bouwman, 2014).”
Bank liquidity creation and systemic risk (2021, unknown): “Theoretical models proposed by Acharya and Naqvi (2012) and Acharya and Thakor (2016) can be used to posit a linkage between bank liquidity creation and the vulnerability of banks.”
Economic uncertainty and bank risk: Evidence from emerging economies (2020, unknown): “(2011) argue that a richer amount of liquid assets may play a stabilizing role on bank credit, whereas Acharya and Naqvi (2012) warn that a redundancy in bank liquidity can be portentous to an approaching”
Where the Risks Lie: A Survey on Systemic Risk (2017, unknown): “Bubbles can also be generated by the optimal compensation package of loan officers (Acharya and Naqvi, 2012).”
Bank Bias in Europe: Effects on Systemic Risk and Growth (2015, unknown): “A rationale for this is offered by Acharya and Naqvi (2012): in their model, banks face random deposit withdrawals and, in the event of a liquidity shortfall, incur a penalty, as they are forced to “fire sell” assets.”
Policy uncertainty and loan loss provisions in the banking industry (2020, unknown): “15 for the economy – excessive bank liquidity creation is associated with an elevated probability of an impending financial crisis (Acharya and Naqvi, 2012; Berger and Bouwman, 2017).”