Alaoui Mdaghri, Anas; Oubdi, Lahsen - In: Journal of Financial Regulation and Compliance 30 (2021) 2, pp. 129-148
Purpose: This paper aims to investigate the potential impact of the Basel III liquidity requirements, namely, the net stable funding ratio (NSFR) and the liquidity coverage ratio (LCR), on bank liquidity creation. Design/methodology/approach: The authors developed a dynamic panel model using...