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Liquidity Coverage Ratio in a Payments Network : Uncovering Contagion Paths

Heuver, Richard - 2020

The Liquidity Coverage Ratio (LCR) requirement of the Basel III framework is aimed at making banks more resilient against liquidity shocks and indicates the extent to which a bank is able to meet its payment obligations over a 30-day stress period. Notwithstanding the fact that it forms an...

Persistent link: https://www.econbiz.de/10012836890

Liquidity coverage ratio in a payments network : uncovering contagion paths

Heuver, Richard; Berndsen, Ron - 2020

Persistent link: https://www.econbiz.de/10012198012

Monitoring liquidity management of banks with recurrent neural networks

Triepels, Ron; Daniels, Hennie; Berndsen, Ron - In: Computational economics 57 (2021) 1, pp. 89-112

Persistent link: https://www.econbiz.de/10012486870

No more tears without tiers? : the impact of indirect settlement on liquidity use in TARGET2

Paulick, Jan; Berndsen, Ron; Diehl, Martin; Heijmans, Ronald - 2021

Persistent link: https://www.econbiz.de/10012617286

No more tears without tiers? : the impact of indirect settlement on liquidity use in TARGET2

Paulick, Jan; Berndsen, Ron; Diehl, Martin; Heijmans, Ronald - In: Empirica : journal of european economics 51 (2024) 2, pp. 425-458

Persistent link: https://www.econbiz.de/10014557631

Liquidity coverage ratio in a payment network : uncovering contagion paths

Heuver, Richard A.; Berndsen, Ron - In: Latin American journal of central banking : LAJCB 3 (2022) 1, pp. 1-38

The Basel III framework’s liquidity coverage ratio (LCR) requirement aims to make banks more resilient against liquidity shocks. LCR indicates the extent to which a bank is able to meet its payment obligations over a 30-day stress period. Notwithstanding the fact that it forms an important...

Persistent link: https://www.econbiz.de/10013198124