parallel to the implementation of Basel III, a non-risk-sensitive leverage ratio and new liquidity standards are introduced. I … their voluntary liquidity reserves, or in combination with a binding liquidity coverage ratio requirement, to shrink the …

common measures of bank liquidity. Consistent with our model, our bank-level empirical analysis of these capital-liquidity … tradeoffs show (1) that bank liquidity measures have a strong and negative relationship to its capital ratio for both large and … small banks, and (2) that this relationship has weakened with the advent of stronger liquidity regulation. Our results …

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 …

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 …

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 …

liquidity risk and solvency risk and provides a convenient method to estimate the change in both of them based on the evolution …