Haan, Leo de; End, Jan Willem van den - de Nederlandsche Bank - 2012
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 …We investigate 62 Dutch banks' liquidity behaviour between January 2004 and March 2010, when these banks were subject …