United Kingdom, the euro area, and Japan during the recent crisis on interbank credit and liquidity risk premia …. Announcements of interest rate cuts, liquidity support, liability guarantees, and recapitalization were associated with a reduction … of interbank risk premia, albeit to a different degree during the subprime and global phases of the crisis. Decisions not …

This paper constructs new indicators of liquidity for equity, bond and money markets in major advanced and emerging … evidence of an historical increase in market liquidity since the early 1990s, in part as a result of advances in international … financial integration, but markets have been increasingly exposed to global systemic liquidity shocks. Second, liquidity …

This paper empirically examines the demand for commercial bank deposits in Lebanon, a regional financial center. With … importance of the external variables. At the micro level, we find that in addition, bank-specific variables, such as the … perceived riskiness of individual banks, their liquidity buffers, loan exposure, and interest margins, bear a significant …

argue, using a theoretical model and empirical analysis, that the regulation of key retail interest rates diminishes the … interest rates, allowing for the better pricing of risk and capital. …

In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and …

attention was paid to the potential spillover of excess liquidity. This paper suggests a notional level of "optimal" liquidity …

development has been limited by hurdles confronting borrowers and lenders, current and potential liquidity providers, and …

bank may choose insufficient liquidity buffers and transparency. The regulatory response is constained: while liquidity … choices, and increase refinancing risk. To be effective, liquidity requirements should be complemented by measures that …Banks may be unable to refinance short-term liabilities in case of solvency concerns. To manage this risk, banks can …

This Selected Issues paper discusses capital and liquidity regulations in Sweden. It recaps the recent debates on … capital and liquidity buffers, and discusses a way to consider appropriate levels of capital and liquidity buffers in the case … of Sweden. The paper estimates the government’s contingent liabilities from banks by different capital and liquidity …