Under Basel III rules, banks become subject to a liquidity coverage ratio (LCR) from 2015 onwards, to promote short …-term resilience. We investigate the effects of such liquidity regulation on bank liquid assets and liabilities. Results indicate co …-integration of liquid assets and liabilities, to maintain a minimum short-term liquidity buffer. Still, microprudential regulation …

We examine liquidity creation per unit of assets by banks subject to the Liquidity Coverage Ratio (LCR) using the …. We find that, since 2013, there has been reduced liquidity creation by LCR banks compared to non-LCR banks, occurring …-off between lower liquidity creation and lower run risk from reduced liquidity mismatch of the largest banks. …

The Basel 3 Liquidity Coverage Ratio (LCR) is a micro prudential instrument to strengthen the liquidity position of … banks. However if in extreme scenarios the LCR becomes a binding constraint, the interaction of bank behaviour with the … regulatory rule can have negative externalities. We simulate the systemic implications of the LCR by a liquidity stress …

This paper tests the role of different banks� liquidity funding structures in explaining the bank failures that … recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features … needed to strengthen banks� liquidity conditions and improve financial stability. Its correct implementation, together with …

We investigate 62 Dutch banks' liquidity behaviour between January 2004 and March 2010, when these banks were subject … to a liquidity regulation that is very similar to Basel III's Liquidity Coverage Ratio (LCR). We find that most banks … required, some banks consider cash flows scheduled beyond one month ahead when setting liquidity asset holdings, but they …

I use a natural experiment to estimate the effect that a Lender of Last Resort has on banks’ liquidity demand. In … insurance contract on banks’ liquidity holdings, using ownership status and size to identify the groups of treatment and control … banks. Results indicate a reduction of approximately 6.7 percentage points in banks’ liquidity holdings in the presence of a …

policy to mitigate liquidity risk. We inspect the LTD trends and cycles of 11 euro area countries by filtering methods and … rules. One that stimulates banks to issue retail deposits in an upturn and one that incentivizes banks to create loanable …

industrial assets. The share of state-controlled banks keeps growing to have reached 54 percent of total banking assets. We …-nationalization did not produce a well functioning system of privately owned banks. Current trends in the Russian banking may be deemed … consistent with the direction of evolution of economic institutions in the country including broader state ownership on core …

identify and classify at least 78 state-influenced banks. For the state-owned banks, we distinguish between those that are …, by state-owned enterprises and banks, and by state corporations.. We estimate their combined market share to have reached … shrinking from year to year. Several of the largest state-owned banks now constitute a de facto intermediate tier at the core of …

less than 50 state-owned banks in a broad sense, the federal government and regional authorities directly control just 4 … and 12 institutions, respectively. 31 banks are indirectly state-owned, and their combined share of state-owned banks … state withdrawal in 1990s left publicly funded assets beyond direct reach of official state bodies. While we identify no …