We find that banks subject to the Liquidity Coverage Ratio (LCR) create less liquidity per dollar of assets in the post …-off between lower liquidity creation and greater resilience from liquidity regulations …

We examine liquidity creation per unit of assets by banks subject to the Liquidity Coverage Ratio (LCR) using the … liquidity measures Liquidity Mismatch Index (LMI) (Bai et al., 2018) and BB (Berger and Bouwman, 2009). We identify the LCR …. We find that, since 2013, there has been reduced liquidity creation by LCR banks compared to non-LCR banks, occurring …

This article analyzes the determinants of liquidity crises based on the dynamics of banking and finance under Knightian … financial instability derived from Keynes's theory of liquidity and expectations. Conventional expectations allow overcoming … uncertainty via the liquidity of secondary markets and, in turn, of banks' liabilities that are accepted as money. However, the …

This paper investigates the determinants of liquidity crises based on the dynamics of banking and finance under … endogenous financial instability derived from Keynes's theory of liquidity and expectations. Conventional expectations allow … overcoming uncertainty via the liquidity of secondary markets and, in turn, of banks' liabilities that are accepted as money …

firm incentives in a post-reform financial system. -- Financial regulatory reform ; corporate governance ; bank charter … ; bank insolvency …

their operating performance and liquidity risk are significantly different if bank is in joint or single auditing setting … operating performance and liquidity risk within the specific environment of West African Economic and Monetary Union (WAEMU … banks' liquidity risk, the presence of CEO in the directors' board appears to be the only corporate governance mechanism …

regulatory liquidity requirements on bank behavior. A multi-stage decision situation allows for considering the interaction … between credit risk and liquidity risk of banks. This interaction is found to make a risk neutral bank behave as if it were … risk averse in an environment where there is no interbank market and liquidity regulation. Introducing a buoyant interbank …

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 …

indeed find that a failure prediction model for large banks is considerably different from that for small banks. Major bank … for bank failures should be separate for small and large banks …