On the Interaction of Bank Liquidity and Capital (Presentation Slides)

51 Pages Posted: 14 Jan 2020

See all articles by Amine Tarazi

Amine Tarazi

University of Limoges - Faculty of Law and Economic Science

Date Written: September 6, 2019

Abstract

This conference presentation summarizes research on the impact of liquidity shocks on banks' capital and vice versa. From a regulatory point of view the question is whether capital and liquidity are complements or substitutes? The empirical work reviewed here asks how will banks respond to tighter regulatory constraints? A distinction is made between small and large banks.

Keywords: Liquidity requirements, capital requirements, liquidity constraint

JEL Classification: G21, G28

Suggested Citation

Tarazi, Amine, On the Interaction of Bank Liquidity and Capital (Presentation Slides) (September 6, 2019). Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability. Available at SSRN: https://ssrn.com/abstract=3519050 or http://dx.doi.org/10.2139/ssrn.3519050

Amine Tarazi (Contact Author)

University of Limoges - Faculty of Law and Economic Science ( email )

5 rue Felix Eboue
Limoges, 87000
France

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