• Graduate program
  • Research
  • Summer School
  • Events
    • Summer School
      • Applied Public Policy Evaluation
      • Economics of Blockchain and Digital Currencies
      • Economics of Climate Change
      • Foundations of Machine Learning with Applications in Python
      • From preference to choice: The Economic Theory of Decision-Making
      • Gender in Society
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • 16th Tinbergen Institute Annual Conference
    • Annual Tinbergen Institute Conference
  • News
  • Alumni
  • Magazine

14-018/IV - The Effects of Liquidity Regulation on Bank Assets and Liabilities

  • Authors
    Patty Duijm, Duisenberg School of Finance, De Nederlandsche Bank, Amsterdam, the Netherlands; Peter Wierts, De Nederlandsche Bank, Amsterdam, the Netherlands
  • Publication date
    February 6, 2014
  • Keywords
    market liquidity, funding liquidity, liquidity regulation, liquidity coverage ratio, Basel III, banks, microprudential, macroprudential, co-integration, error correction models
  • JEL
    E44, G21, G28
Download here