The liquidity regulation of banks in Pillar 1 of the Basel framework does not consider funding cost risks of different bank business models. Therefore, we assemble a data set of balance sheet positions including maturities and use the method of Value-Liquidity-at-Risk to explore 118 European...

An increasing string of literature focuses on bank business models because they can be seen as "an additional indicator of emerging risks" (Grossmann and Scholz, 2017, p. 1). Therefore, the following paper gives an overview of the current state of research and ends with a proposal for a more...

The development of the Basel III leverage ratio does not consider the different risk characteristics of bank business models. All banks have to achieve the same requirements even if a high-risk business model is chosen. For that reason, leverage ratios which are adjusted to the risk-profile of...