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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 … status of a single bank on a monthly reporting basis. In this paper, we generate an LCR-like statistic and simulate liquidity …

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

Bank liquidity risk and monetary policy : empirical evidence on the impact of Basel III liquidity standards

Giordana, Gaston A.; Schumacher, Ingmar - In: International review of applied economics 27 (2013) 5, pp. 633-655

Persistent link: https://www.econbiz.de/10010204717

Intraday liquidity risk : based on microprudential and macroprudential regulatory perspective

Yan, Yutong; Tong, Mu; He, Yi; Miao, Yuying - In: Applied economics 57 (2025) 11, pp. 1272-1289

Persistent link: https://www.econbiz.de/10015331665

The impact of the Basel III liquidity ratios on banks : evidence from a simulation study

Grundke, Peter; Kühn, André - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 167-190

Persistent link: https://www.econbiz.de/10012416452

Do banks change their liquidity ratios based on network characteristics?

Ardekani, Aref Mahdavi; Distinguin, Isabelle; Tarazi, Amine - In: European journal of operational research : EJOR 285 (2020) 2, pp. 789-803

Persistent link: https://www.econbiz.de/10012239671

Identification of over and under provision of liquidity in real-time payment systems

Denbee, Edward; Garratt, Rod; Zimmerman, Peter - In: The journal of financial market infrastructures 4 (2015) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10011451317

Variations in liquidity provision in real-time payment systems

Denbee, Edward; Garratt, Rod; Zimmerman, Peter - 2014

Persistent link: https://www.econbiz.de/10010497709

The impact of de-tiering in the United Kingdom’s large-value payment system

Benos, Evangelos; Ferarra, Gerardo; Gurrola-Perez, Pedro - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 31-62

Persistent link: https://www.econbiz.de/10011912378

Network risk and key players : a structural analysis of interbank liquidity

Denbee, Edward; Julliard, Christian; Li, Ye; Yuan, Kathy - In: Journal of financial economics 141 (2021) 3, pp. 831-859

Persistent link: https://www.econbiz.de/10012873065

Financial stability and systemic risk mitigation in the large-value payment systems in the European Union : a liquidity perspective

Helmreich, Silvia; Dzicher, Mateusz - In: Krisen über Krisen: globale Ökonomie, …, (pp. 129-156). 2021

Persistent link: https://www.econbiz.de/10013169981