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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