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 …

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 …