Liquidity in Resolution : Estimating Possible Liquidity Gaps for Specific Banks in Resolution and in a Systemic Crisis

This paper contributes to the debate on liquidity in resolution by providing a quantitative assessment of liquidity gaps of banks in resolution in the euro area. It estimates possible ranges of liquidity gaps for significant banks under different assumptions and scenarios. The findings suggest that, while the average liquidity gaps in resolution are limited, the averages hide significant outliers. The paper thus shows that, under adverse circumstances, the instruments currently available to provide liquidity support to financial institutions in the euro area would be insufficient

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Year of publication:	[2021]
Authors:	Parisi, Laura ; Chalamandaris, Dimitrios E. ; Amamou, Raschid ; Torstensson, Pär
Publisher:	[S.l.] : SSRN
Subject:	Bankenliquidität \| Bank liquidity \| Liquidität \| Liquidity \| Bankenregulierung \| Bank regulation \| Bankenkrise \| Banking crisis \| Bankinsolvenz \| Bank failure \| Finanzkrise \| Financial crisis

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