In December 2010, the Basel Committee on Baking Supervision introduced the liquidity coverage ratio (LCR) standard for … securities. This study attempts to evaluate the impact of the LCR specification on the funding structures of banks in emerging … deposit funding more than they would otherwise do?" The study found that the LCR charge has been effective in persuading banks …

and performance improvement. For German banks securitization seems to be an appropriate funding tool. The proposed …

for complying with the NSFR liquidity requirement. The suggested approach, which is also flexible enough to be applied in … results, banks react to the introduction of the NSFR by strongly increasing their high-quality liquid assets, as well as … fundamentally altering their short-term interbank funding to long-term. In addition, assuming no market frictions in the market for …

liquidity shock. A formal model analysis shows that the application of liquidity coverage ratio (LCR) based on Basel III will … lead to a significant adaptation of banks liquidity management. LCR causes a change in bank´s liquidity allocation and … demonstrated that the application of LCR underestimates actual liquidity position of a bank and leads to allocation ineffectiveness …