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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 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 …