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 …

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. …

Eurosystem against non-HQLA collateral. This paper quantifies the extent of this liquidity transformation and finds that on … intentional liquidity transformation using two novel approaches: The first approach compares the liquidity profile of already … pledged vs new collateral, and the second approach compares the liquidity profile of the pool of pledged securities with banks …

We investigate how liquidity regulations affect banks by examining a dormant monetary policy tool that functions as a … liquidity regulation. Our identification strategy uses a regression kink design that relies on the variation in a marginal high … credit supply. Liquidity requirements also depress banks' profitability, though some of the regulatory costs are passed on to …

of which set out minimum standards for liquidity and funding risk, i.e. the liquidity coverage ratio and the net stable … a number of implications for monetary policy implementation, in particular the liquidity coverage ratio and the net … stable funding ratio owing to the special role of central banks in providing liquidity. This paper investigates the extent to …

dependent on banks' solvency and liquidity exposures. Our results highlight that it is necessary to take heterogeneity of …

financial stability. This paper extends the existing research by zooming in on the specific topic of liquidity provision to … banks in resolution. It examines the provision of liquidity in the United States, the United Kingdom, Japan, Canada and the … liquidity provision and the roles of the public budget and the central bank. The comparison also reveals that the role of fiscal …

This paper investigates the managing strategies of a bank's liquidity reserve in the broader context of the role of … asset-liability management according to the liquidity issues of a banking organisation. Several types of liquidity are … presented and how these are interconnected and how they might affect a financial institution's liquidity risk. When managing the …