The Basel 3 Liquidity Coverage Ratio (LCR) is a micro prudential instrument to strengthen the liquidity position of … regulatory rule can have negative externalities. We simulate the systemic implications of the LCR by a liquidity stress …

This paper analyzes the impact of a liquidity requirement similar to the Basel 3 Liquidity Coverage Ratio (LCR) on … find that banks which are just above/below their quantitative liquidity requirement do not charge higher interest rates for …

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 … interaction between capital and liquidity buffers. However, this interaction turns out to be weaker during a crisis. Although not …

external financing costs and liquidity constraints. Findings support the hypothesis of greater investment sensitivity to … liquidity constraints, as well as increased investment sensitivity over time, for the group of independent firms. …

requires holding large reserves of commodity money to ensure liquidity, issuing convertible paper money reduces these costs …

policy to mitigate liquidity risk. We inspect the LTD trends and cycles of 11 euro area countries by filtering methods and …

The crisis of 2007-2009 has shown that financial market turbulence can lead to huge funding liquidity problems for … liquidity management are modelled in a panel Vector Autoregressive (p-VAR) framework. Orthogonalized impulse responses reveal … that banks respond to a negative funding liquidity shock in a number of ways. First, banks reduce lending, especially …

The purpose of this paper is to assess the history of global liquidity regulation until the revised Basel III proposals … in 2013 and to analyze the interaction of capital regulation and banks' liquidity buffers. Our analysis suggests that … regulating capital is associated with declining liquidity uffers. The interaction of liquidity regulation and monetary policy as …