banks. However if in extreme scenarios the LCR becomes a binding constraint, the interaction of bank behaviour with the …

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 … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …

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 …

indicate that the monetary stance in the US and the Euro area has not adequately traded off price stability against financial …

banks. This paper provides empirical evidence on banks' responses to wholesale funding shocks, using data of seventeen of … the largest Dutch banks over the period January 2004 to April 2010. The dynamic interrelations among instruments of bank … that banks respond to a negative funding liquidity shock in a number of ways. First, banks reduce lending, especially …