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Liquidity coverage ratio in a payment network : uncovering contagion paths
Heuver, Richard A.; Berndsen, Ron - In: Latin American journal of central banking : LAJCB 3 (2022) 1, pp. 1-38
The Basel III framework’s liquidity coverage ratio (LCR) requirement aims to make banks more resilient against liquidity shocks. LCR indicates the extent to which a bank is able to meet its payment obligations over a 30-day stress period. Notwithstanding the fact that it forms an important...
Persistent link: https://www.econbiz.de/10013198124
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Payment prioritisation and liquidity risk in collateralised interbank payment systems
Caux, Robert de; Brede, Markus; McGroarty, Frank - In: Journal of international financial markets, … 41 (2016), pp. 139-150
Persistent link: https://www.econbiz.de/10011475954
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Measuring counterparty risk in FMIs
Laine, Tatu; Korpinen, Kasperi - 2021
This paper extends traditional payment system simulation analysis to counterparty liquidity risk exposures. The used …
Persistent link: https://www.econbiz.de/10012703114
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Bank liquidity risk and monetary policy : empirical evidence on the impact of Basel III liquidity standards
Giordana, Gaston A.; Schumacher, Ingmar - In: International review of applied economics 27 (2013) 5, pp. 633-655
Persistent link: https://www.econbiz.de/10010204717
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The impact of the Basel III liquidity ratios on banks : evidence from a simulation study
Grundke, Peter; Kühn, André - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 167-190
Persistent link: https://www.econbiz.de/10012416452
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Do banks change their liquidity ratios based on network characteristics?
Ardekani, Aref Mahdavi; Distinguin, Isabelle; Tarazi, Amine - In: European journal of operational research : EJOR 285 (2020) 2, pp. 789-803
Persistent link: https://www.econbiz.de/10012239671
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How liquid are UK banks?
Yan, Meilan; Hall, Maximilian; Turner, Paul - 2012
Persistent link: https://www.econbiz.de/10009572993
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Liquidity risk and policy options
Maddaloni, Giuseppe; Jokung Nguena, Octave - In: Journal of banking & finance 50 (2015), pp. 514-527
Persistent link: https://www.econbiz.de/10010510189