This paper maps the empirical features of the loan-to-deposit (LTD) ratio with an eye on
using it in macroprudential policy to mitigate liquidity risk. We examine the LTD trends and …

We investigate the liquidity management of 62 Dutch banks between January 2004 and March
2010, when these banks were subject to a liquidity regulation that is very similar to Basel …

We first sketch how central banks have used unconventional monetary policy measures by
using three indicators based on the composition of the balance sheet of eleven central banks. …

The crisis of 2007–2009 has shown that financial market turbulence can lead to huge funding
liquidity problems for banks. This paper provides empirical evidence on banks’ responses …

This survey reviews the literature about the possible impacts of climate change on the natural
rate of interest (r*), an important yardstick for monetary policy. Prima facie, economic, and …

The relationship between stock prices and house prices is investigated by comparing
different segments of the Dutch housing market. This connection is strongest for the most …

This paper analyses the implications of climate change for the conduct of monetary policy in
the euro area. It first investigates macroeconomic and financial risks stemming from climate …

This article provides empirical evidence of behavioural responses by banks in the recent crisis.
Using firm-specific balance sheet data, we construct aggregate indicators of systemic risk…

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 …

This article presents a stress-testing model for liquidity risks of banks. It takes into account
the first- and second-round (feedback) effects of shocks, induced by reactions of …