Bank liquidity, the maturity ladder, and regulation

•We investigate liquidity behaviour of banks subject to Basel III-type regulation.•We relate banks’ liquidity to the full maturity ladder of future cash flows.•Most banks hold more liquid assets than required by regulation.•Banks consider cash flows beyond 1month when setting liquid asset holdings.•...

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Bibliographic Details
Published in:	Journal of banking & finance Vol. 37; no. 10; pp. 3930 - 3950
Main Authors:	de Haan, Leo, van den End, Jan Willem
Format:	Journal Article
Language:	English
Published:	Amsterdam Elsevier B.V 01.10.2013 Elsevier Sequoia S.A
Subjects:	Asset management Assets Bank liquidity Banking Banks Cash flow Financial services Liquid assets Liquidity Maturity Regulation Regulation of financial institutions Studies Western Europe Netherlands Banks Liquidity Regulation G28 G21 G32
ISSN:	0378-4266, 1872-6372
Online Access:	Get full text
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