In this paper we study the impact of the Basel III liquidity regulations, namely the Liquidity Coverage Ratio (LCR) and … the Net Stable Funding Ratio (NSFR), on the bank lending channel in Luxembourg. For this aim we built, based on individual … bank data, time series of the LCR and NSFR for a sample of banks covering between 82% and 100% of total assets of the …

for complying with the NSFR liquidity requirement. The suggested approach, which is also flexible enough to be applied in … results, banks react to the introduction of the NSFR by strongly increasing their high-quality liquid assets, as well as … fundamentally altering their short-term interbank funding to long-term. In addition, assuming no market frictions in the market for …

effects from insufficient market liquidity. A typical method to manage these price impact effects is to split a given order …

-term investors are sensitive to interest rate movements and supply liquidity, whereas mutual funds, with shorter investment horizon … and benchmark constraints, demand liquidity. Price impact increased post-crisis for all institutions and has remained … higher than the pre-crisis levels, signaling a general decline in bond market liquidity due perhaps to regulatory changes in …

In December 2010, the Basel Committee on Baking Supervision introduced the liquidity coverage ratio (LCR) standard for … securities. This study attempts to evaluate the impact of the LCR specification on the funding structures of banks in emerging … deposit funding more than they would otherwise do?" The study found that the LCR charge has been effective in persuading banks …

In December 2010, the Basel Committee on Baking Supervision introduced the liquidity coverage ratio (LCR) standard for … securities. This study attempts to evaluate the impact of the LCR specification on the funding structures of banks in emerging … deposit funding more than they would otherwise do?" The study found that the LCR charge has been effective in persuading banks …

and performance improvement. For German banks securitization seems to be an appropriate funding tool. The proposed …

and performance improvement. For German banks securitization seems to be an appropriate funding tool. The proposed …

collateralization highly impact collateral management through the increase in haircuts and funding of good-quality collateral. As a … balance position and identifying the need in cash funding or transforming. We built our approach on three key standards: • In …). • Considering Management of Liquidity Issues, banks should carefully consider Collateral Management in case of liquidity issues (e …