Determinants of excess reserve holdings

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 195
Issue: C

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

We study the determinants of individual banks’ excess reserve holdings in the context of the ECB’s public sector purchase programme by testing hypotheses concerning the roles of risk-taking, investment opportunities, and market structure. Excess reserves systematically accrue on the balance sheets of banks with a low share of customer deposits, low opportunity costs, and high payments settlement activity.

Technical Details

RePEc Handle
repec:eee:ecolet:v:195:y:2020:i:c:s0165176520302731
Journal Field
General
Author Count
2
Added to Database
2026-01-29