Giordana, Gaston; Schumacher, Ingmar - Central Bank of Luxembourg - 2012
) and the Liquidity Coverage Ratio (LCR), are likely to impact the banks? profitabilities (i.e. ROA), capital levels and … their way through banks? ROA and CAR. We find that the liquidity regulations induce a decrease in average probabilities of …, the banks? Z-Score and ROA. The simulation exercise suggests that basically all banks would have seen a decrease in their …