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Budnik, Katarzyna
Couaillier, Cyril
Duijm, Patty
Faykiss, Peter
Gajewski, Krzysztof
Holtorf, Claudia
Izquierdo Rios, Laura
Koban, Anne
Kok, Christoffer
Laliotis, Dimitrios
Lamas, Matías
Lialiouti, Georgia
Loehe, Sebastian
Marques, Aurea
Matos, Joana
Meller, Barbara
Melo, Ana Sofia
Moldovan, Iulia
Morão, Alexandra
Pereira, Ana
Pessarossi, Pierre
Roling, Christoph
Rutkauskas, Virgilijus
Schmitz, Stefan
Silbermann, Leonid
Szakacs, Janos
Tissari, Päivi
Ubl, Eva
Di Virgilio, Domenica
Vlachogiannakis, Nikolaos
Bonner, Clemens
Wedow, Michael
Year of Publication: 
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ECB Occasional Paper 214
This study provides a conceptual and monitoring framework for systemic liquidity, as well as a legal assessment of the possible use of macroprudential liquidity tools in the European Union. It complements previous work on liquidity and focuses on the development of liquidity risk at the system-wide level. A dashboard with a total of 20 indicators is developed for the financial system, including banks and non-banks, to assess the build-up of systemic liquidity risk over time. In addition to examining liquidity risks, this study sheds light on the legal basis for additional macroprudential liquidity tools under existing regulation (Article 458 of the Capital Requirements Regulation (CRR), Articles 105 and 103 of the Capital Requirements Directive (CRD IV) and national law), which is a key condition for the implementation of macroprudential liquidity tools.
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Research Report
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