Heuver, Richard A.; Berndsen, Ron - In: Latin American journal of central banking : LAJCB 3 (2022) 1, pp. 1-38
The Basel III framework’s liquidity coverage ratio (LCR) requirement aims to make banks more resilient against liquidity shocks. LCR indicates the extent to which a bank is able to meet its payment obligations over a 30-day stress period. Notwithstanding the fact that it forms an important...