While the balance sheet structure of U.S. banks influences how they respond to liquidity risks, the mechanisms for the …-sectional differences in response to liquidity risk depend on the banks' shares of core deposit funding. By contrast, differences across … global banks (those with foreign affiliates) are associated with ex ante liquidity management strategies as reflected in …

banks in each Europe, Germany and USA between 1994-2009. We identified different main reasons for the banks in each region …. -- regulatory arbitrage ; securitization ; subprime crisis ; ABS ; credit risk transfer ; Basel III ; liquidity …

supervision was necessary to reduce systemic risk and to achieve financial stability. Both in the EU and in the USA new frameworks …

The liquidity strains that contributed to the meltdown of the mortgage market in the Global Financial Crisis (GFC) re … estate investment trusts (REITs) on short-term funding amplified market disruption in March 2020. However, other liquidity …

bank lending of different liquidity management tools used by central banks. We find that hiking reserve requirements to …

We assess the determinants of banks' liquidity holdings using balance sheet data for nearly 7000 banks from 30 OECD … banks' liquidity risk management. Our main question is whether the presence of liquidity regulation substitutes or … complements banks' incentives to hold liquid assets. Our results reveal that in the absence of liquidity regulation, the …