Bank Liquidity, the Maturity Ladder, and Regulation

Published: Jul 12, 2012
Abstract
We investigate 62 Dutch banks’ liquidity behaviour between January 2004 and March 2010, when these banks were subject to a liquidity regulation that is very similar to Basel III’s Liquidity Coverage Ratio (LCR). We find that most banks hold more liquid assets against their stock of liquid liabilities, such as demand deposits, than strictly required under the regulation. More solvent banks hold fewer liquid assets against their stock of liquid...
Paper Details
Title
Bank Liquidity, the Maturity Ladder, and Regulation
Published Date
Jul 12, 2012
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