applied to examine the impact of bank intermediation efficiency on liquidity risk under different liquidity risk quantiles … intermediation efficiency and liquidity risk while highlighting the higher significant positive impact of intermediation efficiency … of a bank's liquidity risk is dependent on its prevailing liquidity risk level. Hence, the positive impact of equity …

liquidity. Interstate banking deregulation prompted lending by large, sophisticated, out-of-state banks, potentially altering … find that stock market liquidity increases following banking deregulation, especially for borrowers characterized by poorer …

Whether proprietary traders provide or take liquidity, and how their behavior evolves over the business cycle and … traders concentrate their trades in large and liquid stocks, but even in these, their liquidity provision is minimal. When … intermediary balance sheets are weak, proprietary traders do not provide any liquidity. Furthermore, proprietary traders do not …

In this paper we introduce two measures, the Systemic Liquidity Buffer (SLB) and the Systemic Liquidity Shortfall (SLS …) to assess liquidity in the banking system. The SLB takes an aggregated perspective on liquidity risks in the banking … system. In contrast, the SLS focusses on the problematic banks which suffer a liquidity shortfall. These measures provide an …

-term resilience. We investigate the effects of such liquidity regulation on bank liquid assets and liabilities. Results indicate co …Under Basel III rules, banks become subject to a liquidity coverage ratio (LCR) from 2015 onwards, to promote short …-integration of liquid assets and liabilities, to maintain a minimum short-term liquidity buffer. Still, microprudential regulation …