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