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Modelling the Liquidity Ratio as Macroprudential Instrument [PDF]

open access: possibleSSRN Electronic Journal, 2012
The Basel III Liquidity Coverage Ratio (LCR) is a microprudential instrument to strengthen the liquidity position of banks. However, if in extreme scenarios the LCR becomes a binding constraint, the interaction of bank behaviour with the regulatory rule can have negative externalities.
Jan Willem van den End, Mark Kruidhof
openaire   +1 more source

The Liquidity Coverage Ratio and Corporate Liquidity Management

FEDS Notes, 2020
This note examines the changes in the liquidity management at banks and nonbank financial firms in the United States that occurred following the proposal of the liquidity coverage ratio (LCR) requirement in 2010 and its finalization in 2014.
openaire   +1 more source

Poisson's ratio and liquid's fragility

Nature, 2006
Arising from: V. N. Novikov & A. P. Sokolov Nature 431, 961–963 (2004) The lack of a reliable theory of glass physics has led to the pursuit of correlations between various glass or viscous liquid parameters, one of which is the slope m of the plot of log(viscosity) against Tg/T, extrapolated at the glass-transition temperature, Tg, also termed ...
Spyros N. Yannopoulos, G. P. Johari
openaire   +1 more source

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