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How does the ECB allot liquidity in its weekly main refinancing operations?
Ejerskov, Steen; Moss, Clara Martin; Stracca, Livio - 2003
This paper provides a simple weekly model of the regular supply of liquidity in the euro area, with a view to … understanding the functioning of the euro area money market. The main result of the analysis is that liquidity has normally been … deviations of the overnight rate from the main refinancing rate. Moreover the paper finds that liquidity has affected the …
Persistent link: https://www.econbiz.de/10009635957
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Report on impact of differences in leverage ratio definitions : leverage ratio exposure measure under Basel III and the CRR
European Banking Authority - 2014
Persistent link: https://www.econbiz.de/10010368048
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EBA final draft implementing thechnical standards on disclosure of the leverage ratio under Article 451(2) of Regulation (EU) No 575/2013 (Capital Requirements Regulation – CRR)
European Banking Authority - 2014
The Capital Requirements Regulation (‘CRR’) and the Capital Requirements Directive (‘CRD IV’) texts specify the calculation of the leverage ratio, the reporting of which has been applicable from 1 January 2014. In addition to supervisory reporting, Article 451(1) of the CRR requires...
Persistent link: https://www.econbiz.de/10010368083
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Second report on impact assessment for liquidity measures under Article 509(1) of the CRR
European Banking Authority - 2014
Persistent link: https://www.econbiz.de/10010516416