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This paper provides a simple weekly model of the regular supply of liquidity in the euro area, with a view to … understanding the functioning of the euro area money market. The main result of the analysis is that liquidity has normally been … deviations of the overnight rate from the main refinancing rate. Moreover the paper finds that liquidity has affected the …
Persistent link: https://www.econbiz.de/10009635957
improves with liquidity. For non-financial firms, sources of liquidity are twofold: internal, by keeping cash, and external … financial system differences by focusing on corporate liquidity.  …
Persistent link: https://www.econbiz.de/10014608861
Persistent link: https://www.econbiz.de/10010368048
In the aftermath of the financial crises, questions have been raised as to why there were significant differences in the denominator of the calculation of risk-weighted assets (RWAs). The EBA and other international bodies have already conducted significant work on the comparability of capital...
Persistent link: https://www.econbiz.de/10010368072
The Capital Requirements Regulation (‘CRR’) and the Capital Requirements Directive (‘CRD IV’) texts specify the calculation of the leverage ratio, the reporting of which has been applicable from 1 January 2014. In addition to supervisory reporting, Article 451(1) of the CRR requires...
Persistent link: https://www.econbiz.de/10010368083