This study employs an alternative measure of liquidity risk to investigate its determinants by
using an unbalanced panel dataset of commercial banks in 12 advanced economies over …

We estimate the causal effect of liquidity regulation on bank balance sheets. We take
advantage of the heterogeneous implementation of tighter liquidity regulation by the UK …

We present a comprehensive analysis to calculate the Basel III liquidity coverage ratio (LCR)
and the net stable funding ratio (NSFR) of US commercial banks using Call Report data over …

This paper constructs a liquidity mismatch index (LMI) to gauge the mismatch between the
market liquidity of assets and the funding liquidity of liabilities, for 2,882 bank holding …

This study aims to explore and examine the liquidity risk that Islamic banks are exposed to in
a comparison with conventional and hybrid banks in the case of 145 commercial banks for …

We assess the determinants of banks' liquidity holdings using data for nearly 7000 banks
from 25 OECD countries. We highlight the role of several bank-specific, institutional and …

We analyze the impact of a requirement similar to the Basel III Liquidity Coverage Ratio on
the bank intermediation applying Regression Discontinuity Designs. Using a unique dataset …

Purpose Considering the influence of the bank's business model, this study aims to explore
the drivers of liquidity risk in the dual banking sector of the Gulf Cooperation Council (GCC) …

The purpose of this paper is to analyze the impact of preferential regulatory treatment on
banks' demand for government bonds. Using unique transaction‐level data, our analysis …

Under Basel III rules, banks became subject to a liquidity coverage ratio (LCR) from 2015
onward, to promote short-term resilience. Investigating the effects of such liquidity regulation …