The article deals with the liquidity risk in the banks in the context of the financial crisis. At first, the balance … sheet and market liquidity are defined and the main principles of the methods for measuring liquidity risk, which banks use …, are identified. Then follow review of main challenges of managing the liquidity of banks. Finally, it discusses …

subject to a liquidity regulation that is very similar to Basel III’s Liquidity Coverage Ratio (LCR). We find that most banks …We investigate the liquidity management of 62 Dutch banks between January 2004 and March 2010, when these banks were … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …

The Net Stable Funding Ratio (NSFR) is a new Basel III liquidity requirement designed to limit funding risk arising … from maturity mismatches between bank assets and liabilities. This study explains the NSFR and estimates this ratio for …

the monetary policy and financial regulation and supervision perspectives. In the preceding SUERF Study (2013/2), the …

to liquidity assistance as a solution to forbearance. Faced with a bank that chooses capital and liquidity, the … credible, while always bailing out causes moral hazard. In equilibrium, the bank chooses above minimum capital and liquidity … institution providing liquidity assistance can commit to a mixed strategy: never bailing out is too costly and therefore not …

The Basel 3 Liquidity Coverage Ratio (LCR) is a micro prudential instrument to strengthen the liquidity position of … banks. However if in extreme scenarios the LCR becomes a binding constraint, the interaction of bank behaviour with the … regulatory rule can have negative externalities. We simulate the systemic implications of the LCR by a liquidity stress …

policy to mitigate liquidity risk. We inspect the LTD trends and cycles of 11 euro area countries by filtering methods and …

justified? I present a model in which a commercial bank, subject to idiosyncratic liquidity shocks, faces uncertainty about … chooses higher liquidity reserves in equilibrium. Furthermore, increasing bank capital and penalty rates make it easier to …Central banks (CBs) in Europe and the US have been providing virtually unlimited amounts of liquidity to banks for …