Research Article
[Retracted] Basel III Liquidity Risk Measures and Bank Failure
Table 3
Liquidity studies [
18ā
22] for Group 1 and 2 banks.
| Organization | BCBS | EBA | Contribution | [18] | [19] | [20] | [21] | [22] | Report date | Sep-12 | Apr-12 | Dec-10 | Sep-12 | Apr-12 | Bank data date | 12/31/2011 | 06/30/2011 | 12/31/2009 | 12/31/2011 | 06/30/2011 |
| Bank count | (102, 107) | (103, 102) | (NA, NA) | (44, 112) | (NA, NA) | Total assets (Euro Trillions) | 61.40 | 58.50 | NA | 31.00 | 31.00 | Weighted average LCR | (0.91, 0.98) | (0.90, 0.83) | (0.83, 0.98) | (0.72, 0.91) | (0.71, 0.70) | LCR shortfall ($ Trillions) | 2.33 | 2.28 | 2.24 | 1.52 | 1.55 | Weighted average NSFR | (0.98, 0.95) | (0.94, 0.93) | (0.93, 1.03) | (0.93, 0.94) | (0.89, 0.90) | NSFR shortfall ($ Trillions) | 3.24 | 3.60 | 3.74 | 1.81 | 2.46 |
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