sovereign risk affects banking risk (and vice versa), presents some new evidence on bank-sovereign links, and discusses policy …

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 …

banks are faced with the upcoming Basel III reform. Economic trends continue to exert pressure on the traditional bank … 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. …

regulatory capital and risk-weighted assets and assessing their positioning with respect to future leverage and liquidity … June 2012, show that capital and liquidity positions relatively to the Basel 3 targets have improved considerably over the … interpreted as a forecast of capital and liquidity needs as they do not incorporate any assumption about future balance …