We analyze the pledging behavior of Euro area banks during the introduction of the liquidity coverage ratio (LCR). The … national liquidity requirements to proxy for banks' incentives to exploit this differential treatment of central bank eligible … national liquidity requirement pledge more and less liquid collateral than banks with a preceding national liquidity …

When a bank receives credit from the central bank, its Liquidity Coverage Ratio (LCR) changes. In most cases, the LCR …

-term liquidity insurance purposes and for longer-term funding purposes for issuing covered bonds or asset-backed securities. We then … explore the determinants of the choice of using bank loans for short-term liquidity insurance purposes or long-term funding …

impact of stressed outflows on liquidity and solvency positions. We find that large shocks worsen existing short …-term liquidity deficits. Moreover, the associated fall in book value of assets is more than the aggregate Common Equity Tier 1 …

for complying with the NSFR liquidity requirement. The suggested approach, which is also flexible enough to be applied in …

We analyse the impact of the Liquidity Coverage Ratio (LCR) on the demand for central bank reserves in the euro area … crisis and the associated introduction of new liquidity regulation. …

liquidity risk and solvency risk and provides a convenient method to estimate the change in both of them based on the evolution …