Regulatory requirements for banks are often criticised as having an adverse impact on lending and hence, indirectly, on the real economy. A new research paper uses a theoretical partial equilibrium model to study the direct effects a liquidity coverage ratio could have on banks' loan supply
We develop a general model of the financial system that allows for the evaluation of bank regulation...
In addition to revamping existing rules for bank capital, Basel III introduces a new global frame-wo...
The Basel III Liquidity Coverage Ratio (LCR) rule imposed unprecedented liquidity requirements on ba...
This paper studies the causal relationship between the Liquidity Coverage Ratio regulation and banks...
Following the financial crisis, quantitative liquidity risk regulation was introduced by means of th...
This paper studies the causal relationship between the Liquidity Coverage Ratio regulation and banks...
We develop a general model of the financial system that allows for the evaluation of bank regulation...
Bank liquidity shortages during the global financial crisis of 2007-2009 led to the introduction of ...
We show that internal funds play a particular role in the regulation of bank capital, which has not ...
This study proposes a model that describes banks' decisions about how much liquidity they hold and a...
The paper provides a baseline model for regulatory analysis of systemic liquidity shocks. We show th...
The paper provides a baseline model for regulatory analysis of systemic liquidity shocks. We show th...
The paper provides a baseline model for regulatory analysis of systemic liquidity shocks. We show th...
The paper provides a baseline model for regulatory analysis of systemic liquidity shocks. We show th...
We develop a general model of the financial system that allows for the evaluation of bank regulation...
We develop a general model of the financial system that allows for the evaluation of bank regulation...
In addition to revamping existing rules for bank capital, Basel III introduces a new global frame-wo...
The Basel III Liquidity Coverage Ratio (LCR) rule imposed unprecedented liquidity requirements on ba...
This paper studies the causal relationship between the Liquidity Coverage Ratio regulation and banks...
Following the financial crisis, quantitative liquidity risk regulation was introduced by means of th...
This paper studies the causal relationship between the Liquidity Coverage Ratio regulation and banks...
We develop a general model of the financial system that allows for the evaluation of bank regulation...
Bank liquidity shortages during the global financial crisis of 2007-2009 led to the introduction of ...
We show that internal funds play a particular role in the regulation of bank capital, which has not ...
This study proposes a model that describes banks' decisions about how much liquidity they hold and a...
The paper provides a baseline model for regulatory analysis of systemic liquidity shocks. We show th...
The paper provides a baseline model for regulatory analysis of systemic liquidity shocks. We show th...
The paper provides a baseline model for regulatory analysis of systemic liquidity shocks. We show th...
The paper provides a baseline model for regulatory analysis of systemic liquidity shocks. We show th...
We develop a general model of the financial system that allows for the evaluation of bank regulation...
We develop a general model of the financial system that allows for the evaluation of bank regulation...
In addition to revamping existing rules for bank capital, Basel III introduces a new global frame-wo...
The Basel III Liquidity Coverage Ratio (LCR) rule imposed unprecedented liquidity requirements on ba...