EconPapers    
Economics at your fingertips  
 

International Banking and Liquidity Risk Transmission: Evidence from France

Matthieu Bussiere (), Boubacar Camara, Francois-Daniel Castellani, Vincent Potier and Julia Schmidt ()

IMF Economic Review, 2015, vol. 63, issue 3, 479-495

Abstract: The Banque de France contribution analyzes the effect of liquidity risk on domestic and foreign lending, credit and intragroup funding by French banking groups. The paper finds that a higher core deposit ratio, a higher commitment ratio, and a low ratio of illiquid assets are associated with higher growth of certain types of lending during times of liquidity risk. These effects are mitigated when public liquidity is accessed, thus confirming that public liquidity provision was conducive to maintaining lending growth. Most importantly, it finds that the quantitative importance of liquidity risk is more pronounced for foreign lending, which may suggest that the particular banking model of French banks and the strong domestic retail sector contributed to the stability of domestic credit.

Date: 2015
References: Add references at CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link)
http://www.palgrave-journals.com/imfer/journal/v63/n3/pdf/imfer201524a.pdf Link to full text PDF (application/pdf)
http://www.palgrave-journals.com/imfer/journal/v63/n3/full/imfer201524a.html Link to full text HTML (text/html)
Access to full text is restricted to subscribers.

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:pal:imfecr:v:63:y:2015:i:3:p:479-495

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/41308/PS2

Access Statistics for this article

More articles in IMF Economic Review from Palgrave Macmillan, International Monetary Fund
Bibliographic data for series maintained by Sonal Shukla ().

 
Page updated 2020-08-02
Handle: RePEc:pal:imfecr:v:63:y:2015:i:3:p:479-495