运用宏观审慎的方法，通过存贷比来应对流动性风险

IF 2.2 3区经济学 Q2 BUSINESS, FINANCE

European Journal of Finance Pub Date : 2013-03-05 DOI:10.1080/1351847X.2014.983137

Jan Willem van den End

{"title":"运用宏观审慎的方法，通过存贷比来应对流动性风险","authors":"Jan Willem van den End","doi":"10.1080/1351847X.2014.983137","DOIUrl":null,"url":null,"abstract":"This paper maps the empirical features of the loan-to-deposit (LTD) ratio with an eye on using it in macroprudential policy to mitigate liquidity risk. We examine the LTD trends and cycles of 11 euro area countries by filtering methods and analyse the interaction between loans and deposits. We propose macroprudential policy to prevent an unsustainable level of the LTD ratio and policy measures to counter destabilizing cyclical developments.","PeriodicalId":47599,"journal":{"name":"European Journal of Finance","volume":null,"pages":null},"PeriodicalIF":2.2000,"publicationDate":"2013-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/1351847X.2014.983137","citationCount":"61","resultStr":"{\"title\":\"A macroprudential approach to address liquidity risk with the loan-to-deposit ratio\",\"authors\":\"Jan Willem van den End\",\"doi\":\"10.1080/1351847X.2014.983137\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper maps the empirical features of the loan-to-deposit (LTD) ratio with an eye on using it in macroprudential policy to mitigate liquidity risk. We examine the LTD trends and cycles of 11 euro area countries by filtering methods and analyse the interaction between loans and deposits. We propose macroprudential policy to prevent an unsustainable level of the LTD ratio and policy measures to counter destabilizing cyclical developments.\",\"PeriodicalId\":47599,\"journal\":{\"name\":\"European Journal of Finance\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":2.2000,\"publicationDate\":\"2013-03-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1080/1351847X.2014.983137\",\"citationCount\":\"61\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"European Journal of Finance\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/1351847X.2014.983137\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"European Journal of Finance","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/1351847X.2014.983137","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}

引用次数: 61

摘要

本文分析了存贷比的实证特征，并着眼于在宏观审慎政策中运用存贷比来降低流动性风险。我们通过过滤方法研究了11个欧元区国家的LTD趋势和周期，并分析了贷款和存款之间的相互作用。我们建议采取宏观审慎政策，防止有限责任公司比率达到不可持续的水平，并采取政策措施，应对不稳定的周期性发展。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

A macroprudential approach to address liquidity risk with the loan-to-deposit ratio

This paper maps the empirical features of the loan-to-deposit (LTD) ratio with an eye on using it in macroprudential policy to mitigate liquidity risk. We examine the LTD trends and cycles of 11 euro area countries by filtering methods and analyse the interaction between loans and deposits. We propose macroprudential policy to prevent an unsustainable level of the LTD ratio and policy measures to counter destabilizing cyclical developments.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

European Journal of Finance BUSINESS, FINANCE-

CiteScore

5.40

自引率

8.00%

发文量

期刊介绍： The European Journal of Finance publishes a full range of research into theoretical and empirical topics in finance. The emphasis is on issues that reflect European interests and concerns. The journal aims to publish work that is motivated by significant issues in the theory or practice of finance. The journal promotes communication between finance academics and practitioners by providing a vehicle for the publication of research into European issues, stimulating research in finance within Europe, encouraging the international exchange of ideas, theories and the practical application of methodologies and playing a positive role in the development of the infrastructure for finance research.