The Transmission of Liquidity Shocks: The Role of Internal Capital Markets and Bank Funding Strategies

The Transmission of Liquidity Shocks: The Role of Internal Capital Markets and Bank Funding Strategies
We analyze the transmission of bank-specific liquidity shocks triggered by a credit rating downgrade through the lending channel. Using bank-level data for US Bank Holding Companies, we find that a credit rating downgrade is associated with an immediate and persistent decline in access to non-core deposits and wholesale funding, especially... READ MORE...

Publication date: November 2014
ISBN 9781498352888
$18.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: November 2014

PDF

Publication date: November 2014

ePub

Publication date: November 2014

Mobi

Publication date: November 2014

English