Does One Size Fit All? The Impact of Liquidity Requirements on Bank's Insolvency: Evidence from Iranian Listed Banks

Vahideh Sotoudeh Mollashahi, Mohammad Talebi, Mohammad Ali Rastegar and Ramin Mojab
Additional contact information
Vahideh Sotoudeh Mollashahi: Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran
Mohammad Talebi: Department of Financial Management, Imam Sadegh University
Mohammad Ali Rastegar: School of Industrial and Systems Engineering, Tarbiat Modares University
Ramin Mojab: Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran

Journal of Money and Economy, 2020, vol. 15, issue 2, 181-197

Abstract: According to the Basel III regulatory framework, uniform minimum liquidity requirements have been imposed on all types of banks. Using an agent-based model of a banking system, we investigate the effects of liquidity requirements on banks' insolvency under two policy experiments in one of which the minimum liquidity requirements are applied

Keywords: Liquidity Requirement; Solvency Requirement; Agent-Based Models (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://jme.mbri.ac.ir/article-1-513-en.pdf (application/pdf)
http://jme.mbri.ac.ir/article-1-513-en.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmonec:v:15:y:2020:i:2:p:181-197

Access Statistics for this article

More articles in Journal of Money and Economy from Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran
Bibliographic data for series maintained by P. R. ().