policy to mitigate liquidity risk. We inspect the LTD trends and cycles of 11 euro area countries by filtering methods and … rules. One that stimulates banks to issue retail deposits in an upturn and one that incentivizes banks to create loanable …

(2010). We further carry out a two-stage liquidity stress test similar to Van Den End (2010) where we simulate inflow and … that Turkish banking system with relatively low level of non-core liabilities is to a great extent robust to liquidity …

global liquidity creation by key central banks and, second, an ex-ante global saving glut, brought about by the entry of a … adequacy requirements, privately rational but socially inefficient disintermediation, and competitive international de-regulation … England’s liquidity management, regulatory failure of the FSA, an inadequate deposit insurance arrangement and deficient …

to a liquidity regulation that is very similar to Basel III's Liquidity Coverage Ratio (LCR). We find that most banks …We investigate 62 Dutch banks' liquidity behaviour between January 2004 and March 2010, when these banks were subject … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …

subject to a liquidity regulation that is very similar to Basel III’s Liquidity Coverage Ratio (LCR). We find that most banks …We investigate the liquidity management of 62 Dutch banks between January 2004 and March 2010, when these banks were … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …

This article provides empirical evidence of behavioural responses by banks in the recent crisis. Using firm … adjustments have been pro-cyclical in the crisis, while responses became increasingly dependent across banks and concentrated on … certain market segments. Banks reacted less according to a pecking order, as an indication of reduced flexibility in their …

banks in the sample, according to their systemic importance scores. The methodology is then applied to EU and Eurozone … samples of banks to obtain their systemic importance ranking and SIFI lists. This is one of the first methodologies capable of … identifying systemically relevant banks at the European level. A statistical analysis and some geographical and historical …

between market knowledge and supervisory decisions. Moreover the results encompass a complete ranking of the banks considered …, according to their systemic importance scores. The methodology has then been applied to EU and Eurozone samples of banks to …

The determinants of default risk of banks in emerging economies have so far received inadequate attention in the … the economy. Public sector banks have shown significant performance in containing bad debts. Private banks have continued … banks, apart from other accepted determinants of profitability, asset size has no significant impact on profitability. …