. Liquidity stress tests have been applied in parallel to and independently from solvency stress tests, based on scenarios which … testing of solvency and liquidity: our approach exploits the mechanisms underlying the solvency-liquidity nexus to derive … relations between solvency shocks and liquidity shocks. These relations are then used to model liquidity and solvency risk in a …

A mechanism is proposed that aims to reduce the risk of a banking sector liquidity crisis — which is a quintessentially …

accumulate a buffer of liquid assets, or strengthen transparency to communicate solvency. While a liquidity buffer provides … bank may choose insufficient liquidity buffers and transparency. The regulatory response is constained: while liquidity … buffers can be imposed, transparency is not verifiable. Moreover, liquidity requirements can compromise banks' transparency …

I construct a systemic liquidity risk index (SLRI) from data on violations of arbitrage relationships across several … liquidity risk factor. Results show that the level of bank returns is not directly affected by the SLRI, but their volatility … increases when liquidity conditions deteriorate. I do not find a strong association between bank size and exposure to the SLRI …

I construct a systemic liquidity risk index (SLRI) from data on violations of arbitrage relationships across several … liquidity risk factor. Results show that the level of bank returns is not directly affected by the SLRI, but their volatility … increases when liquidity conditions deteriorate. I do not find a strong association between bank size and exposure to the SLRI …

liquidity and capital levels were related to differences in sectoral activity around the period of the global financial crisis …. We find that industries which are more dependent on external finance, in countries where banks had higher liquidity and …

and North Africa. Price competition has a positive effect on bank liquidity, as it induces self-discipline incentives on …

The global financial crisis (GFC) has renewed interest in emergency liquidity support (sometimes referred to as 'Lender …

. Specifically, we examine spillover effects observed during the financial crisis and simulate their impact on banks' liquidity and … terms of liquidity and solvency …