In this study, we show that the banks optimise their liquidity position at the points in time on which the...
New liquidity metric measures the banks’ ability to cope with deposit outflowsDeposit Loss Capacity How have the banks’ cash flows been affected by LCR and NSFR? Different views of the liquidity reserve What is an appropriate DLC level? Limitations of DLC DLC for the large banks in Sweden
Authors: Ida Hansson and Tobias Lindqvist
Economic Commentaries are brief analyses of issues with relevance for the Riksbank. They may be written by individual members of the Executive Board or by employees of the Riksbank. Employees’ commentaries are approved by their head of department, while Executive Board members are themselves responsible for the content of the commentaries they write.
Could the banks cope with large deposit outflows? Assessment according to a new liquidity metric
No. 7 2022, 9 May