Research Article

Bank Liquidity and the Global Financial Crisis

Table 3

Choices of liquidity coverage ratio parameters.

Parameter Value Parameter Value Parameter Value

𝐶 1 000 𝑟 𝐶 0.06 𝑟 𝑒 0.07
𝑟 𝑖 0.02 𝜎 𝑒 1.7 𝜎 𝑖 1.9
̃ 𝑟 𝑦 0.05 𝜋 0.4 𝑢 1 0.03
𝑢 2 0.01 𝐶 750 𝑊 0.01