Optimum technique de création de liquidité bancaire

Jean-Loup Soula and Iftekhar Hasan

Revue économique, 2022, vol. 73, issue 3, 359-387

Abstract: This paper generates a technical optimum of bank liquidity creation benchmark by tracing an efficient frontier in liquidity creation (bank intermediation) and questions why some banks are more efficient than others in such activities. Evidence reveals that medium size banks are most correlated to efficient frontier. Small (large) banks?focused on traditional banking activities?are found to be the most (least) efficient in creating liquidity in on-balance sheet items whereas large banks?involved in non-traditional activities?are found to be most efficient in off-balance sheet liquidity creation. Additionally, the liquidity efficiency of small banks is more resilient during the 2007-2008 financial crisis relative to other banks.

Keywords: banks; technical efficiency; liquidity creation; diversification; business model (search for similar items in EconPapers)
Date: 2022
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