Measuring bank performance solely on the basis of profitability conveys significant information about past performance … criteria: (i) profitability; (ii) risk; (iii) market power, and (iv) efficiency. We use this scorecard to compare the …

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 …

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 …

This paper analyzes the impact of a liquidity requirement similar to the Basel 3 Liquidity Coverage Ratio (LCR) on … find that banks which are just above/below their quantitative liquidity requirement do not charge higher interest rates for … effects, solvency and loan characteristics. The analysis in this paper suggests that the current design of the LCR is unlikely …

determinants of banks' liquidity buffers are a combination of bank-specific (business model, profitability, deposit holdings, size … substituted by liquidity regulation, a bank's disclosure requirement and size remain significant. A key takeaway from our analysis …We assess the determinants of banks' liquidity holdings using balance sheet data for nearly 7000 banks from 30 OECD …

This paper analyzes the impact of a liquidity requirement similar to the Basel 3 Liquidity Coverage Ratio (LCR) on the … banks from 2005 to 2011, we show that banks which are just above/below their short-term regulatory liquidity requirement pay … liquidity requirement's 30 day horizon. Being close to the minimum liquidity requirement induces banks to increase borrowing …

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 … interaction between capital and liquidity buffers. However, this interaction turns out to be weaker during a crisis. Although not …

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

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 …