Liquidity Requirements and the Interbank Loan Market: An Experimental Investigation (Presentation Slides)

43 Pages Posted: 14 Jan 2020

See all articles by Douglas D. Davis

Douglas D. Davis

Virginia Commonwealth University - School of Business - Department of Economics

John Lightle

Virginia Commonwealth University (VCU)

Oleg Korenok

Virginia Commonwealth University - School of Business

Edward S. Prescott

Federal Reserve Banks - Federal Reserve Bank of Cleveland

Date Written: January 6, 2020

Abstract

This conference presentation reports on results of an experiment that illustrates costs and benefits of liquidity regulation. These costs and benefits may come out of interbank market equilibrium behavior.

Keywords: Liquidity regulation, interbank market, bank reserves, experimental analysis

JEL Classification: G01, G18, G21

Suggested Citation

Davis, Douglas D. and Lightle, John and Korenok, Oleg and Prescott, Edward (Ned) Simpson, Liquidity Requirements and the Interbank Loan Market: An Experimental Investigation (Presentation Slides) (January 6, 2020). Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability. Available at SSRN: https://ssrn.com/abstract=3519056 or http://dx.doi.org/10.2139/ssrn.3519056

Douglas D. Davis

Virginia Commonwealth University - School of Business - Department of Economics ( email )

Box 844000
Richmond, VA 23284-4000
United States

John Lightle

Virginia Commonwealth University (VCU) ( email )

1015 Floyd Avenue
Richmond, VA 23284
United States

Oleg Korenok

Virginia Commonwealth University - School of Business ( email )

1015 Floyd Avenue
Richmond, VA 23284-4000
United States

Edward (Ned) Simpson Prescott (Contact Author)

Federal Reserve Banks - Federal Reserve Bank of Cleveland ( email )

P.O. Box 6387
Cleveland, OH 44101
United States

HOME PAGE: http://https://www.clevelandfed.org/people-search?pid=f8ca941e-4b51-41f6-95f8-c87f1d3806e5

Here is the Coronavirus
related research on SSRN

Paper statistics

Downloads
23
Abstract Views
152
PlumX Metrics