The Liquidity of Bank Assets and Banking Stability

By Wolf Wagner. 2005

333 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/5ab26f8a3bf7e9cfd444e0c28612ea31bd8c94cc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Elena Carletti
2. Franklin Allen
3. Hong Liu
4. L. H. Nguyen
5. Phil Molyneux
6. R. Barrell
7. Philip Davis
8. I. Liadze

Citations in the corpus

• Banking stability determinants in Africa (2018, neutral): “Wagner (2007) shows that higher levels of liquidity increases banking instability and the externalities associated with banking failures because even though higher asset liquidity directly benefits stability by encouraging banks to reduce the risks on their balance sheets and by facilitating the…”
• Funding liquidity and bank risk taking (2017, background): “Similarly, Wagner (2007) developed a model showing that higher liquidity can increase banking system instability and the externalities related to bank failure.”
• Systemic Risk and Regulation (2005, neutral): “Wagner (2005b) shows that the increased portfolio diversification possibilities introduced by credit risk transfer can increase the probability of liquidity-based crises.”
• Bank regulation, property prices and early warning systems for banking crises in OECD countries (2010, background): “27 See Wagner (2007) on some of the conflicting effects liquidity regulation may have on banks.”
• The Relationship between Liquidity Risk and Credit Risk in Banks (2014, background): “A paper by Wagner (2007) shows  that increased bank asset liquidity leads to heightened bank instability.”
• Financial development, real sector, and economic growth (2015, background): “According to the latter approach, financial development may lead to high systemic risk (Allen & Carletti, 2006; Wagner, 2007; Gai, Kapadia, Millard, & Perez, 2008; Gennaioli, Shleifer, & Vishny, 2012), suboptimal low savings (Jappelli & Pagano, 1994), suboptimal high allocation of labor to the…”
• National culture and bank risk-taking (2017, positive): “We follow Choi (2013), Dabrowski (2010), Gilbert et al. (2012) and Mirzaei (2013) in our definition of the financial crisis period (2007-2010).”
• Credit Risk Transfer and Contagion (2006, background): “Wagner (2005a) develops a model where credit risk transfer improves the liquidity of bank assets.”
• Credit Risk Transfer Activities and Systemic Risk: How Banks Became Less Risky Individually But Posed Greater Risks to the Financial System at the Same Time (2011, neutral): “This may be through various methods, such as by increasing their lending (Instefjord (2005); Wagner (2007) ), by reducing their monitoring and screening efforts (Morrison (2005)) or by leveraging up their capital structure (Jiangli et al. (2008)).”
• Competition and risk in South East Asian commercial banking (2012, methodology): “…1995; De Bandt and Davis, 2000; De Nicolo, 2000; Bikker and Haaf, 2002; Claessens and Leaven, 2004; Demirgüc-Kunt et al., 2004; Gelos and Roldos, 2004; Gonzalez, 2005; Beck et al., 2006; Casu and Girardone, 2006; Wagner, 2007; Altunbas et al., 2007; Carbo et al., 2009; Uhde and Heimeshoff, 2009).”