The Basel 3 Liquidity Coverage Ratio (LCR) is a micro prudential instrument to strengthen the liquidity position of … banks. However if in extreme scenarios the LCR becomes a binding constraint, the interaction of bank behaviour with the … regulatory rule can have negative externalities. We simulate the systemic implications of the LCR by a liquidity stress …

This paper tests the role of different banks� liquidity funding structures in explaining the bank failures that … recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features … needed to strengthen banks� liquidity conditions and improve financial stability. Its correct implementation, together with …

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 … required, some banks consider cash flows scheduled beyond one month ahead when setting liquidity asset holdings, but they …

I use a natural experiment to estimate the effect that a Lender of Last Resort has on banks’ liquidity demand. In … insurance contract on banks’ liquidity holdings, using ownership status and size to identify the groups of treatment and control … banks. Results indicate a reduction of approximately 6.7 percentage points in banks’ liquidity holdings in the presence of a …

We investigate the liquidity management of 62 Dutch banks 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 … required, some banks consider cash flows scheduled beyond 1month ahead when setting liquidity asset holdings, but they seldom …

The Net Stable Funding Ratio (NSFR) is a new Basel III liquidity requirement designed to limit funding risk arising … banks in 15 countries. Banks below the ratio need to increase stable sources of funding and to reduce assets requiring … 40% of their year-end 2009 values. Universal banks with diversified funding sources and high trading assets are penalized …

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 …

industrial assets. The share of state-controlled banks keeps growing to have reached 54 percent of total banking assets. We …-nationalization did not produce a well functioning system of privately owned banks. Current trends in the Russian banking may be deemed … consistent with the direction of evolution of economic institutions in the country including broader state ownership on core …

less than 50 state-owned banks in a broad sense, the federal government and regional authorities directly control just 4 … and 12 institutions, respectively. 31 banks are indirectly state-owned, and their combined share of state-owned banks … state withdrawal in 1990s left publicly funded assets beyond direct reach of official state bodies. While we identify no …

identify and classify at least 78 state-influenced banks. For the state-owned banks, we distinguish between those that are …, by state-owned enterprises and banks, and by ‘state corporations’. We estimate their combined market share to have … shrinking from year to year. Several of the largest state-owned banks now constitute a de facto intermediate tier at the core of …