We examine the linkages between market and funding liquidity pressures, as well as their interaction with solvency … order to test for the transmission of liquidity shocks across U.S. financial markets. It is found that the interaction …

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 …

provisioning as well as liquidity requirements are reviewed and evaluated against best practices. The paper concludes that …

The paper analyzes the U.A.E.'s liquidity management framework in the context of the 2008 global financial crisis and … the measures taken by the Central Bank of the U.A.E. to ease liquidity pressures in the second half of 2008. Drawing also … available to banks additional instruments to manage their liquidity as well as to strengthen the monitoring of a more …

We developed a novel Systemwide Liquidity (SWL) framework to identify liquidity stress in the system that goes beyond … banks and to assess the role played by non-bank financial institutions (NBFIs) in episodes of liquidity stress. The … framework, which complements standard liquidity and interconnectedness analyses, traces the flow of liquidity among various …

Central bank liquidity lines have gained momentum since the global financial crisis as a crosscurrency liquidity … management tool. We provide a complete timeline of the ECB liquidity line announcements and study their signalling and spillback … effects. The announcement of an ECB euro liquidity line decreases the premium paid by foreign agents to borrow euros in FX …

Developing a systemic liquidity stress testing tool is challenging due to data constraints and hard-to-model behavioral … factors. There has yet to be a uniformly accepted model partly because the nature of systemic liquidity risks differs … significantly across countries. This paper offers a simple Excel-based tool to assess the high-level impact of aggregate liquidity …