, thereby increasing the expected time on market and the time to price revisions. Market liquidity has a positive, i …

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 …

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

analysis suggests that preferential treatment in liquidity and capital regulation increases banks' demand for government bonds … beyond their own risk appetite. Liquidity and capital regulation also seem to incentivize banks to substitute other bonds …

of liquidity are not fully borne by payment system participants can be expected to yield an inefficient outcome … liquidity expensive increases the risk of payment delays and payment system gridlocks, due to participants limiting their …

payment system, varying the time at which the disruption takes place. Liquidity levels equal historical levels. The impact of … such a disruption is quantified in terms of the additional liquidity needed in order to settle all payments than can settle …, banks are faced with costs, as they need to borrow this additional liquidity overnight from the market or from the central …

Brothers. Liquidity premia and technical factors have significantly influenced the behaviour of inflation-indexed markets since …

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 …