the denominator of capital adequacy ratios. Our approach centres on modelling the internal risk structure of bank …

Banks in the euro area can generate high-quality liquid assets (HQLA) by borrowing central bank reserves from the …

developments in this area and what they mean for debates and decisions about the design of central bank liquidity policy. Across … the key challenges, choices and considerations facing the designers of central bank liquidity tools today. …

Ensuring liquidity is critical for the functioning of banks. This study investigates the functional form of bank … banks based on how bank profitability response differs across different types of banks. The development of a one …

This paper analyses the European Central Bank's (ECB) challenge in applying a uniform interest rate across the …