Bank Liquidity Creation

By Allen N. Berger, Christa H. S. Bouwman. 2009

1,108 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e68f1bdd1b7388c023baa736b172c488db22fbb2

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Citations in the corpus

The Determinants of Bank Liquidity: Case of Tunisia (2015, background): “Indeed, Berger and Bouwman (2009) showed 2 assumptions related to the motivation of the bank’s capital to create liquidity.”
Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds (2016, neutral): “Our paper is also related to the large literature on liquidity transformation in banks, including recent empirical work measuring liquidity creation in banks such as Berger and Bouwman (2009) and Cornett et al (2011).”
The profitability of banks in Japan (2010, positive): “Consequently, the extent of such liquidity has a significant positive relationship to bank value (Berger and Bouwman, 2009).”
Bank Capital, Liquidity Creation and Deposit Insurance (2016, positive): “Further, Berger and Bouwman (2009) suggest that inclusion of risk measures in the analysis could help isolate the role of capital in the liquidity creation function from its role in supporting risk transformation functions of banks.”
Bank Capital and Liquidity Creation: Granger-Causality Evidence (2013, neutral): “Berger and Bouwman (2009) find that the negative effect from capital on liquidity creation is present only for small banks, and the effect is in fact positive for large banks (for medium banks it is insignificant).”
Measuring Liquidity Mismatch in the Banking Sector: Measuring Liquidity Mismatch in the Banking Sector (2017, positive): “The LMI has a close precedent, the Berger and Bouwman (2009) liquidity creation measure.”
Taxes and Bank Capital Structure (2016, neutral): “, Titman and Wessels (1988), Fisher et al. (1989), Ang and Peterson (1986), MacKieMason (1990), Graham (1996) or more recently, Heider and Ljungqvist (2014) and Panier et al.”
Bank liquidity creation and risk-taking: : Does managerial ability matter? (2016, positive): “Recent work by Berger and Bouwman (2009) provides an operational measure of liquidity creation, hereinafter CATFAT , which is used in this study.”
Bank Risk Taking and Liquidity Creation Following Regulatory Interventions and Capital Support (2011, positive): “Size is also expected to be positively correlated with liquidity creation (see Berger and Bouwman (2009)).”
Safer Ratios, Riskier Portfolios: Banks’ Response to Government Aid (2014, neutral): “We conclude our analysis of the effect of CPP on credit origination with a study of loan commitments, the main source of off-balance sheet financing, which plays a significant role in liquidity creation (Kashyap, Rajan, and Stein, 2002; Berger and Bouwman, 2009).”
An empirical analysis of macroeconomic and bank-specific factors affecting liquidity of Indian banks (2016, background): “It has been found that availability of high capital increases banks’ risk absorbing capacity (Berger & Bouwman, 2009) and liquidity creation capability (Vodova (2013), Munteanu (2012) and Distinguin, Roulet, and Tarazi (2013) highlighted the relationship between bank capital and liquidity creation.”
Real Asset Illiquidity and the Cost of Capital (2014, background): “The firm-level measures of total asset illiquidity assign illiquidity scores to each asset class in a firm’s balance sheet and capture the differential illiquidity of the different types (or composition) of assets a firm holds as in Berger and Bouwman (2009) and Gopalan, Kadan, and Pevzner (2012).”
Bank Capital and Financial Stability: An Economic Trade-Off or a Faustian Bargain? (2014, background): “Using a comprehensive measure of bank liquidity creation that includes both on- and off-balance-sheet items, Berger & Bouwman (2009) document that higher capital leads to greater liquidity creation for most of the dollar volume of liquidity creation in their sample.”
Bank Funding Structures and Risk: Evidence from the Global Financial Crisis (2012, background): “Berger and Bouwman, 2009.”