Rapport explicatif

Rapport explicatif

concernant la modification de l’ordonnance sur les liquidités

6 Bibliographie concernant l’AIR

Australian Bankers’ Association. (2016). Discussion Paper: Basel III liquidity - the net stable

funding ratio and the liquid assets requirement for foreign ADIs.

BCBS. (2010). An assessment of the long-term economic impact of stronger capital and

liquidity requirements, Bank for International Settlements.

DeYoung, R., & Jang, K. (2016). Do banks actively manage their liquidity? Journal of

Banking and Finance, S. 143-161.

European Banking Authority. (2015). Report On Net Stable Funding Requirements under

Article 510 of the CRR. London: European Banking Authority.

Gobat, J., Yanase, M., & Maloney, J. (2014). The Net Stable Funding Ratio: Impact and

Issues for Consideration. IMF.

IIF. (2016). Re: Notice of Proposed Rulemaking – Net Stable Funding Ratio: Liquidity Risk

Measurement Standards and Disclosure Requirements.

Junge, G., & Kugler, P. (2013). Quantifying the impact of higher capital requirements on the

Swiss economy. Swiss Journal of Economics and Statistics, S. 313-356.

King, M. R. (2013). The Basel III net stable funding ratio and bank net interest margins.

Journal of Banking & Finance, 37(11), S. 4144-4156.

Macroeconomic Assessment Group. (2010). Interim report assessing the macroeconomic

impact of the transition to stronger capital and liquidity requirements. Basel: Bank for International Settlements.

Scalia, A., Longoni, S., & Rosolin, T. (2013). The Net Stable Funding Ratio and banks’

participation in monetary policy operations: some evidence for the euro area. Bank of Italy.

Schmitt, M., & Schmalz, C. (2016). Potential implications of a NSFR on German banks' credit

supply and profitability. Deutsche Bundesbank Discussion Paper 37.

The Clearing House. (2016). The Net Stable Funding Ratio: Neither Necessary nor

Harmless.

Vazquez, F., & Federico, P. (2015). Bank funding structures and risk: Evidence from the

global financial crisis. Journal of Banking and Finance, S. 1-14.