Purpose - This work seeks to investigate post-crisis measures banks have adopted in a bid to manage liquidity risk. It … accessible liquidity risk management information; a clear indication that in the post-crisis era, many top ranking banks do not … is based on the fact that the financial liquidity market was greatly affected during the recent economic turmoil and …

, not defined in a market, but by the collateral frameworks and interest rate policies of central banks. Using the … on financial markets and the wider economy. They can, for example, bias the private provision of real liquidity and …

The agent-based model of Hałaj (2018) is calibrated to data from granular liquidity reporting by the largest banks in … Canada. The model describes propagation and amplification of funding shocks between banks interacting on the interbank market … vulnerabilities of the banking system: funding liquidity (which is cyclical) and interconnectedness (which is structural). …