Publicação
Impact of the implementation of LCR (liquidity coverage ratio) in banking lending
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Lopes, Samuel da Rocha | |
| dc.contributor.author | Santos, Eduardo Carvalho dos | |
| dc.date.accessioned | 2019-04-12T15:14:21Z | |
| dc.date.available | 2019-04-12T15:14:21Z | |
| dc.date.issued | 2019-01-18 | |
| dc.description.abstract | This paper studies the causal relationship between the Liquidity Coverage Ratio regulation and banks´ lending activity in Europe. Using a fixed-effects panel data estimation, we found evidence that the LCR does not restricts banks’ lending activity to households, non-financial corporations, and from an aggregate perspective. This result supports the use of the LCR as a minimum regulatory requirement. However, when looking into details of the LCR, the impact of the High-Quality Liquid Assets held by a bank is significant on their loans provided. In particular, the credit is reduced by 0.305% on average when the HQLAs increase by 1%. | pt_PT |
| dc.identifier.tid | 202208931 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/66385 | |
| dc.language.iso | eng | pt_PT |
| dc.subject | Liquidity | pt_PT |
| dc.subject | Loans | pt_PT |
| dc.subject | Banks | pt_PT |
| dc.subject | Basel | pt_PT |
| dc.title | Impact of the implementation of LCR (liquidity coverage ratio) in banking lending | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics | pt_PT |