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The effects of liquidity regulation on bank assets and liabilities
Duijm, Patty; Wierts, Peter - 2014
Under Basel III rules, banks become subject to a liquidity coverage ratio (LCR) from 2015 onwards, to promote short-term resilience. We investigate the effects of such liquidity regulation on bank liquid assets and liabilities. Results indicate co-integration of liquid assets and liabilities, to...
Persistent link: https://www.econbiz.de/10010240057
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Managing risk of liquidity : a new dimension of risk management
Kopitin, Cyril - In: International journal of risk assessment and management … 17 (2013) 2, pp. 89-106
Persistent link: https://www.econbiz.de/10010385916
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On the economics of committed liquidity facilities
Bech, Morten L.; Keister, Todd - 2014
Persistent link: https://www.econbiz.de/10010253354
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Liquidity risk and credit risk : a relationship based on the interaction between liquid asset ratio, non-performing loans ratio and systemic liquidity risk
Malandrakis, Ioannis K. - In: International journal of financial engineering and risk … 1 (2014) 4, pp. 375-400
Persistent link: https://www.econbiz.de/10010476907
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The effects of liquidity regulation on bank demand in monetary policy operations
Rezende, Marcelo; Styczynski, Mary-Frances; Vojtech, … - In: Journal of financial intermediation 46 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012818007
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Liquidity regulation and bank lending
Ananou, Foly; Chronopoulos, Dimitris K.; Tarazi, Amine; … - In: The journal of corporate finance : contracting, … 69 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012629662
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Bank capital and liquidity regulation
Chiba, Asako - In: Journal of banking regulation 23 (2022) 2, pp. 120-138
Persistent link: https://www.econbiz.de/10013270483
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Optimal hedging of funding liquidity risk
Chen, Wei; Skoglund, Jimmy - In: Journal of risk 16 (2013/2014) 3, pp. 85-111
Persistent link: https://www.econbiz.de/10013262925
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Capital and liquidity requirements : impact on bank lending spreads
Swamy, Vighneswara - In: International journal of banking, accounting and finance 6 (2015) 1, pp. 53-72
Persistent link: https://www.econbiz.de/10011573591
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Countercyclical prudential tools in an estimated DSGE model
Frache, Serafin; Garcia-Cicco, Javier; Ponce, Jorge - 2017
Persistent link: https://www.econbiz.de/10011703610