Basel III has introduced new liquidity standards to directly enhance asset liquidity and funding stability within … deposit taking institutions. We investigate the links between asset liquidity and funding stability as measured under the … liquidity measures also improve banks' financial performance. However, whilst larger banks perform better financially in …

This paper approximates a construction of Basel III's Liquidity Coverage Ratio (LCR) for U.S. bank holding companies …

While the balance sheet structure of U.S. banks influences how they respond to liquidity risks, the mechanisms for the …-sectional differences in response to liquidity risk depend on the banks' shares of core deposit funding. By contrast, differences across … global banks (those with foreign affiliates) are associated with ex ante liquidity management strategies as reflected in …

We propose an Support Vector Machine (SVM) based structural model in order to forecast the collapse of banking …

with the Distance-to-Default (DD) measure in the U.S. banking market; (2) all the three major banking risk characteristics …