The Impact of Liquidity Regulation on Bank Intermediation

B-Tier
Journal: Review of Finance
Year: 2016
Volume: 20
Issue: 5
Pages: 1945-1979

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We analyze the impact of a requirement similar to the Basel III Liquidity Coverage Ratio on the bank intermediation applying Regression Discontinuity Designs. Using a unique dataset on Dutch banks, we show that a liquidity requirement causes long-term borrowing and lending rates as well as demand for long-term interbank loans to increase. Lower levels of aggregate liquidity increase the estimated effects. Short-term borrowing and lending rates only rise during periods of lower market-wide liquidity. Further, banks do not seem able to pass on the increased funding costs in the interbank market to their private sector clients. Rather, a liquidity requirement seems to decrease banks’ interest margins.

Technical Details

RePEc Handle
repec:oup:revfin:v:20:y:2016:i:5:p:1945-1979.
Journal Field
Finance
Author Count
2
Added to Database
2026-01-24