Fragmenting Markets : : Post-Crisis Bank Regulations and Financial Market Liquidity / / Darrell Duffie.
Post-crisis capital regulations and new failure-resolution rules increased the funding costs that are borne by bank shareholders, and thus the cost to buy-side firms for access to space on the balance sheets of large banks. A policy implication is the encouragement of market infrastructure and tradi...
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Superior document: | Title is part of eBook package: De Gruyter DG Plus DeG Package 2022 Part 1 |
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2022] ©2022 |
Year of Publication: | 2022 |
Language: | English |
Online Access: | |
Physical Description: | 1 online resource (X, 84 p.) |
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100 | 1 | |a Duffie, Darrell, |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
245 | 1 | 0 | |a Fragmenting Markets : |b Post-Crisis Bank Regulations and Financial Market Liquidity / |c Darrell Duffie. |
264 | 1 | |a Berlin ; |a Boston : |b De Gruyter, |c [2022] | |
264 | 4 | |c ©2022 | |
300 | |a 1 online resource (X, 84 p.) | ||
336 | |a text |b txt |2 rdacontent | ||
337 | |a computer |b c |2 rdamedia | ||
338 | |a online resource |b cr |2 rdacarrier | ||
347 | |a text file |b PDF |2 rda | ||
505 | 0 | 0 | |t Frontmatter -- |t Preface -- |t Contents -- |t 1 The Cost of Bank Balance Sheet Space -- |t 2 Leverage Rule Distortions -- |t 3 Funding Cost Frictions -- |t 4 Market Design Implications -- |t 5 When the Fed Rescued the Treasury Market -- |t Bibliography |
506 | 0 | |a restricted access |u http://purl.org/coar/access_right/c_16ec |f online access with authorization |2 star | |
520 | |a Post-crisis capital regulations and new failure-resolution rules increased the funding costs that are borne by bank shareholders, and thus the cost to buy-side firms for access to space on the balance sheets of large banks. A policy implication is the encouragement of market infrastructure and trading methods that reduce the amount of space on bank balance sheets that is needed to conduct a given amount of trade. Using models and evidence, this book addresses the implications for financial-market liquidity of these regulations for systemically important banks and argues that current rules do not allow for potential levels of market efficiency and financial stability. In this insightful analysis of the impact of regulation on financial market efficiency post-2008, the author argues that bank capital levels could actually be pushed higher while still improving the liquidity of markets for safe assets such as low-risk fixed-income instruments by relaxing the leverage-ratio rule and increasing risk-based capital requirements. | ||
530 | |a Issued also in print. | ||
538 | |a Mode of access: Internet via World Wide Web. | ||
546 | |a In English. | ||
588 | 0 | |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 29. Mai 2023) | |
650 | 0 | |a Bank capital. | |
650 | 0 | |a Bank liquidity. | |
650 | 0 | |a Capital market. | |
650 | 0 | |a Finance. | |
650 | 4 | |a Cross Currency-Basis. | |
650 | 4 | |a Global Finanzkrise. | |
650 | 4 | |a Kreditbewertungsanpassung. | |
650 | 4 | |a OTC-Markt. | |
650 | 4 | |a Verschuldungs"e. | |
650 | 7 | |a BUSINESS & ECONOMICS / Insurance / General. |2 bisacsh | |
653 | |a All-to-all trade. | ||
653 | |a Central clearing. | ||
653 | |a Cross-currency basis. | ||
653 | |a Funding value adjustment. | ||
653 | |a Global Financial Crisis. | ||
653 | |a OTC markets. | ||
653 | |a Supplementary leverage ratio. | ||
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DG Plus DeG Package 2022 Part 1 |z 9783110766820 |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t De Gruyter English eBooks 2020 - UC |z 9783110659061 |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE Business and Economics 2022 English |z 9783110992823 |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE COMPLETE 2022 English |z 9783110993899 |
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773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE Economics 2022 |z 9783110992922 |o ZDB-23-DBV |
776 | 0 | |c EPUB |z 9783110673128 | |
776 | 0 | |c print |z 9783110673029 | |
856 | 4 | 0 | |u https://doi.org/10.1515/9783110673050 |
856 | 4 | 0 | |u https://www.degruyter.com/isbn/9783110673050 |
856 | 4 | 2 | |3 Cover |u https://www.degruyter.com/document/cover/isbn/9783110673050/original |
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