Liquidity Coverage Ratio in a Payments Network: Uncovering Contagion Paths
نویسندگان
چکیده
منابع مشابه
Liquidity Coverage Ratio, Ownership, Stability: Evidence from Iran
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In addition to revamping existing rules for bank capital, Basel III introduces a new global framework for liquidity regulation. One part of this framework is the liquidity coverage ratio (LCR), which requires banks to hold sufficient high-quality liquid assets to survive a 30-day period of market stress. As monetary policy typically involves targeting the interest rate on loans of one of these ...
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Basel III introduces the first global framework for bank liquidity regulation. As monetary policy typically involves targeting the interest rate on interbank loans of the most liquid asset – central bank reserves – it is important to understand how this new requirement will impact the efficacy of current operational frameworks. We extend a standard model of monetary policy implementation in a c...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2020
ISSN: 1556-5068
DOI: 10.2139/ssrn.3576624