Liquidity risk regulation and its practical implications for banks: the introduction and effects of the Liquidity Coverage Ratio
Following the financial crisis, quantitative liquidity risk regulation was introduced by means of the Liquidity Coverage Ratio (LCR). This literature study aims to investigate whether the introduction of the LCR leads to better liquidity risk management in banks. It elaborates on the drivers and def...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Pensoft
2020-10-01
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| Series: | MAB |
| Online Access: | https://mab-online.nl/article/51137/download/pdf/ |