liquidity risk characteristics. The analysis also illustrates the impact of the introduction of the euro on systemic illiquidity …

This paper studies the relationship between liquidity demand risk, deposit diversification and insurance in 12 … countries during the period 2005-2014. We capture liquidity risk by focusing on the unfunded loan commitments. We find that … higher diversification in the deposit base can reduce the impact of liquidity demand risk during the crisis by decreasing the …

empirically test the predictions of a new signalling model that offers a rationale for offering two different liquidity facilities … risky than banks that accessed the DW. Our results can contribute to a better design of liquidity facilities during a …

This study examines the liquidity dynamics of banks in emerging market economies. Using annual data of 91 commercial … banks from 11 countries, the study established that banks in emerging markets have target liquidity ratios they pursue and … liquidity dynamics by banks in emerging market economies. …

, vulnerability to international bank balance-sheet shocks is found to be lower in situations of abundant global liquidity …

liquidity risk characteristics. The analysis also illustrates the impact of the introduction of the euro on systemic illiquidity …

that meeting. The discussion was organized around four broad topics: international banks, new liquidity rules and monetary …