Systemic Liquidity Shocks and Banking Sector Liquidity Characteristics on the Eve of Liquidity Coverage Ratio Application - The Case of the Czech Republic1
The paper contains an analysis of the economic and regulatory concept of bank liquidity in the context of systemic liquidity shock. A formal model analysis shows that the application of liquidity coverage ratio (LCR) based on Basel III will lead to a significant adaptation of banks liquidity managem...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2016-01-01
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| Series: | Journal of Central Banking Theory and Practice |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/jcbtp-2016-0008 |