Giordana, Gaston; Schumacher, Ingmar - Central Bank of Luxembourg - 2011
the Net Stable Funding Ratio (NSFR), on the bank lending channel in Luxembourg. For this aim we built, based on individual … extend the existing literature on the identification of the bank lending channel by adding as banks characteristics the … estimated shortfalls in both the LCR and NSFR. We find a significant role for the bank lending channel in Luxembourg which …