首页    期刊浏览 2024年11月27日 星期三
登录注册

文章基本信息

  • 标题:A Pigovian Approach to Liquidity Regulation
  • 本地全文:下载
  • 作者:Enrico Perotti ; Javier Suarez
  • 期刊名称:International Journal of Central Banking
  • 印刷版ISSN:1815-4654
  • 出版年度:2011
  • 卷号:2011
  • 期号:04
  • 出版社:IJCB Publications Fulfillment
  • 摘要:

    This paper discusses liquidity regulation when short-term funding enables credit growth but generates negative systemic risk externalities. It focuses on the relative merit of price versus quantity rules, showing how they target different incentives for risk creation. When banks differ in credit opportunities, a Pigovian tax on short-term funding is efficient in containing risk and preserving credit quality, while quantity-based funding ratios are distortionary. Liquidity buffers are either fully ineffective or similar to a Pigovian tax with deadweight costs. Critically, they may be least binding when excess credit incentives are strongest. When banks differ instead mostly in gambling incentives (due to low charter value or overconfidence), excess credit and liquidity risk are best controlled with net funding ratios. Taxes on short-term funding emerge again as efficient when capital or liquidity ratios keep risk-shifting incentives under control. In general, an optimal policy should involve both types of tools.

国家哲学社会科学文献中心版权所有