Asset encumbrance is a central concept in the context of banks' liquidity crises, as it is associated with their … conduct an econometric analysis of the driving factors of banks' asset encumbrance, highlighting the relevance of credit risk …. Building on these findings, we show that asset encumbrance indicators carry predictive information for bank-specific crises as …

This paper contributes to the debate on liquidity in resolution by providing a quantitative assessment of liquidity … gaps of banks in resolution in the euro area. It estimates possible ranges of liquidity gaps for significant banks under … different assumptions and scenarios. The findings suggest that, while the average liquidity gaps in resolution are limited, the …

liquidity provision and the roles of the public budget and the central bank. The comparison also reveals that the role of fiscal … financial stability. This paper extends the existing research by zooming in on the specific topic of liquidity provision to … banks in resolution. It examines the provision of liquidity in the United States, the United Kingdom, Japan, Canada and the …

simulation exercise is performed on how various external shocks affect the balance sheet of an average European bank under the …, and the interaction with banks’ risk management, supervisory tools and statistical requirements. It also examines how the … introduction of full fair value accounting could have a significant effect in terms of income volatility, procyclicality of bank …

countries. The European Central Bank (ECB), jointly with the Banking Supervision Committee (BSC), has an interest in monitoring …

prudential requirements as "traditional" banks. However, their business model and risk profile are different from those of …

analysis reveals that converting retail deposits into stablecoin issuers' deposits weakens a bank's liquidity coverage ratio … backing the stablecoins as central bank reserves or reinvest them in low-risk assets, making these funds a less effective … see an unexpected decline in their liquidity ratios, as bank A loses stable retail deposits and bank B gains volatile …

inclusion (together with some control variables) on some measures of financial stability, including bank non-performing loans … and bank Z-scores. We find some evidence that an increased share of lending to small and medium-sized enterprises (SMEs …