Who Bears the Liquidity Risk? Comparative Analysis of Bank Liquidity Supports to Non-Bank Financial Institutions

Authors

Xinyue Chen (University of Amsterdam)

Abstract

This paper investigates the legal and regulatory treatment of bank-provided liquidity support to non-bank financial institutions (NBFIs). The focus is on those NBFIs that are structurally exposed to liquidity risk and therefore prone to seek bank support both during idiosyncratic liquidity risk and during periods of systemic stress. The issue raises fundamental questions about interconnectedness between banks and NBFIs, the allocation of risks between different sectors of the financial system, and the appropriate limits of regulatory intervention.