find that the market pricing of bank debt appears to have responded to changes in liquidity measures, especially at large … liquidity regulations. Basel III and the capital stress tests introduced new requirements and new definitions while retaining …

parallel to the implementation of Basel III, a non-risk-sensitive leverage ratio and new liquidity standards are introduced. I … their voluntary liquidity reserves, or in combination with a binding liquidity coverage ratio requirement, to shrink the …

regional banks provided by the Bank of Italy (1998-2011). We find that IRAP rate changes do not always lead to a change in …

regulatory liquidity requirements on bank behavior. A multi-stage decision situation allows for considering the interaction … between credit risk and liquidity risk of banks. This interaction is found to make a risk neutral bank behave as if it were … risk averse in an environment where there is no interbank market and liquidity regulation. Introducing a buoyant interbank …

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 … interaction between capital and liquidity buffers. However, this interaction turns out to be weaker during a crisis. Although not …

indeed find that a failure prediction model for large banks is considerably different from that for small banks. Major bank … for bank failures should be separate for small and large banks …