Financial networks and bank liquidity

被引：8
|
作者：
Silva, Thiago Christiano [1 ,2 ,3 ]
da Silva, Marcos Soares [1 ]
Tabak, Benjamin Miranda [3 ]
机构：
[1] Cent Bank Brazil, Dept Res, Setor Bancario Sul, Quadra 3,Bloco B, BR-70074900 Brasilia, DF, Brazil
[2] Univ Sao Paulo, Ribeirao Preto Sch Philosophy Sci & Literature, Dept Comp & Math, Av Bandeirantes 3900, BR-14040901 Ribeirao Preto, SP, Brazil
[3] Univ Catolica Brasilia, Dept Law & Econ, Campus Avancado Asa Norte,SGAN 916, BR-70790160 Brasilia, DF, Brazil
来源：
JOURNAL OF NETWORK THEORY IN FINANCE | 2016年 / 2卷 / 04期
关键词：
liquidity; core-periphery; network topology; financial stability; banking regulation; Basel III;
D O I：
10.21314/JNTF.2016.022
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
Our paper is the first to link bank liquidity performance and core-periphery network structures. We show that core-periphery structures can improve the liquidity performance of banks. We also find that network centrality plays a major role in bank liquidity performance. In particular, central players often display better liquidity performance than peripheral members. Our results are relevant for policy-making and financial regulation.
引用
收藏
页码：1 / 51
页数：51
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