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  • Photo du rédacteurHélène Dufour

Bank Countercyclical Capital Buffer Under the Liquidity Coverage Ratio Regulation

This paper analyzes the relationship between the #baseliii countercyclical #capitalbuffer (#CCyB) and the #liquidity coverage #ratio (#lcr) requirement. The study shows that banks face a risk-liquidity trade-off with the LCR, affecting the CCyB required level to dampen cyclicality in #bank actual #capitalratios.

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