Regulatory Implications of the Supervision and Management of Liquidity Risk: An Analysis of Recent Developments in Spanish Financial Institutions

J Mariscal-Cáceres, C Cristófol-Rodríguez… - Journal of Risk and …, 2024 - mdpi.com
The aim of this paper is to analyze the evolution of bank liquidity regulations, considering the
global regulatory framework applicable to financial institutions, from the beginning of the …

Impact of liquidity coverage ratio on performance of select Indian banks

AV Sidhu, S Rastogi, R Gupte… - Journal of Risk and …, 2022 - mdpi.com
The post-crisis liquidity framework improves banking stability by imposing stricter liquidity
requirements. However, consistent bank performance continues to be an essential factor in …

Assessing bank default determinants via machine learning

V Lagasio, F Pampurini, A Pezzola, AG Quaranta - Information Sciences, 2022 - Elsevier
The financial sector is very interested in Artificial Intelligence due to the opportunities that it
offers, especially those related to methods of machine-learning. The aim of this paper is to …

Net stable funding ratio (NSFR) and bank performance: a study of the Indian Banks

AV Sidhu, S Rastogi, R Gupte, A Rawal… - Journal of Risk and …, 2022 - mdpi.com
The present study examines the impact of the Net Stable Funding Ratio (NSFR) on the
performance of Indian commercial banks from 2010 to 2021. The study further investigates …

Money markets, central bank balance sheet and regulation

S Corradin, J Eisenschmidt, M Hoerova, T Linzert… - 2020 - papers.ssrn.com
This paper analyses money market developments since 2005, and examines factors that
have affected money market functioning. We consider several metrics of activity in both …

Liquidity regulation and bank lending

F Ananou, DK Chronopoulos, A Tarazi… - Journal of Corporate …, 2021 - Elsevier
Bank liquidity shortages during the global financial crisis of 2007–2009 led to the
introduction of liquidity regulations, the impact of which has attracted the attention of …

[图书][B] Bank liquidity creation, systemic risk, and basel liquidity regulations

D Roberts, A Sarkar, O Shachar - 2019 - atlantafed.org
We find that banks subject to the Liquidity Coverage Ratio (LCR banks) create less liquidity
per dollar of assets in the post-LCR period than non-LCR banks by, in part, lending less …

Determinants of banks' liquidity: A French perspective on interactions between market and regulatory requirements

O De Bandt, S Lecarpentier, C Pouvelle - Journal of Banking & Finance, 2021 - Elsevier
The paper investigates the impact of solvency and liquidity regulation as well as market
shocks on banks' balance sheet structure. It contributes in particular to the debate on the use …

Impact of reserve requirement and Liquidity Coverage Ratio: A DSGE model for Indonesia

T Chawwa - Economic Analysis and Policy, 2021 - Elsevier
This paper presents a model to capture the impact of the Basel III's Liquidity Coverage Ratio
(LCR) and the reserves requirement regulation on the banking sector and the real economy …

The welfare effects of bank liquidity and capital requirements

S Van den Heuvel - 2022 - papers.ssrn.com
The stringency of bank liquidity and capital requirements should depend on their social
costs and benefits. This paper investigates their welfare effects and quantifies their welfare …