A macroprudential approach to address liquidity risk with the loan-to-deposit ratio
Jan Willem End ()
The European Journal of Finance, 2016, vol. 22, issue 3, 237-253
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 cycles of 11 euro area countries by filtering methods and analyse the interaction between loans and deposits. We propose macroprudential policy to prevent an unsustainable level of the LTD ratio and policy measures to counter destabilizing cyclical developments.
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Working Paper: A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:taf:eurjfi:v:22:y:2016:i:3:p:237-253
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