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 …

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 …

liquidity risk. We find an inverted U-shaped relationship between capital requirements and bank lending, efficiency, and welfare …, with their benefits turning into costs beyond a certain requirement threshold. By contrast, liquidity requirements reduce … lending, efficiency and welfare significantly. The costs of high capital and liquidity requirements represent a lower bound on …

credit risk, interest rate and exchange rate risks, liquidity risk and contagion risk, and are guided in the design of stress …