Quality is our asset: The international transmission of liquidity regulation

B-Tier
Journal: Journal of Banking & Finance
Year: 2023
Volume: 154
Issue: C

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We examine how banks’ cross-border lending reacts to changes in the intensity of liquidity regulation using a new dataset on the UK’s Individual Liquidity Guidance. An increase in requirements reduces banks’ cross-border lending growth to banks and non-banks. But banks’ business models determine how they adjust: banks with higher deposit shares, such as those with UK retail operations, protect lending more; banks also preserve lending to countries they do most business, cutting elsewhere; foreign subsidiaries from countries not eligible to issue High Quality Liquid Assets (HQLA) show the strongest reduction in lending; in contrast, subsidiaries from HQLA-issuing countries cut intragroup lending.

Technical Details

RePEc Handle
repec:eee:jbfina:v:154:y:2023:i:c:s0378426623001255
Journal Field
Finance
Author Count
4
Added to Database
2026-01-29