in 2013 and to analyze the interaction of capital regulation and banks' liquidity buffers. Our analysis suggests that …

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

rules. One that stimulates banks to issue retail deposits in an upturn and one that incentivizes banks to create loanable …

central banks to monitor the volatility of the rate and the impact of changes in the policy for the whole euro area. …

banks' funding costs and corporate lending rates. Using a dataset of 26 Dutch banks from January 2008 to December 2011, I … find that banks which are just above/below their quantitative liquidity requirement do not charge higher interest rates for … corporate lending. This effect is caused by banks being not able to pass on their increased funding costs in the interbank …

Italian trading platform e-MID and (ii) aggregated reporting by the EONIA panel banks. The Type 2 (false negative) error for …

Central banks have become increasingly transparent during the last decade. One of the main benefits of transparency … data set to investigate this relationship for eight major central banks. It appears that for all central banks, the level …