by the Basel Committee on Banking Supervision (2011) and used by the Financial Stability Board in its yearly G …

recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features …This paper tests the role of different banks� liquidity funding structures in explaining the bank failures that … explaining banks� probability of default. By confirming the role of funding as a driver of banking crisis, the paper also …

After the crisis, bank regulators are considering mitigating liquidity risk by introducing quantity limits on liquidity … and maturity mismatch. We argue that aggregate liquidity risk can be reduced with little deadweight loss by encouraging … readily observable variable correlated with systemic liquidity risk (e.g. the LIBOR-OIS spread) is above a trigger threshold …

This paper tests the hypothesis of liquidity hoarding in the Italian banking system during the 2007-2011 global …¿½ interventions are ineffective because banks hoard the liquidity injected rather than channelling it on to other banks and the real … economy. The test uses monthly data at banking-group level for all intermediaries operating in Italy between January 1999 and …

institutions relative to the new rules on capital and liquidity. The exercise paints a picture of broad compliance with the … of liquidity present in the system seems necessary, including via the introduction of new coordination measures. …

In December 2010 the Basel Committee on Banking Supervision published a set of new regulations for banks in response to … regulatory capital and risk-weighted assets and assessing their positioning with respect to future leverage and liquidity … constraints. The evidence, based on the data collected from a representative sample of 13 Italian banking groups updated to 30 …

, thus lowering pricing effectiveness. The main finding is that larger banking groups were more affected by the sudden …