• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Recent PhD Placements
    • Facilities
    • Admissions
  • Research
  • News
  • Events
    • Summer School
      • Introduction in Genome-Wide Data Analysis
      • Inequalities in Health and Healthcare
      • Crash Course in Experimental Economics
      • Econometric Methods for Forecasting and Data Science
      • Behavioral Macro and Complexity
      • Research on Productivity, Trade, and Growth
  • Times

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