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An Empirical Assessment of Bank Liquidity and Macroeconomic Fragility of Banks

The regulation of bank liquidity has been one of the primary issues in the developed regulatory requirements of banks (Basel III). We by this paper examine two concerns that have not been addressed in Basel III and are of prime importance for the realization of a more effective liquidity regulation. Chief of the concerns is the need for a dynamic definition of liquidity that takes into account the time-varying liquidity and stability of banks’ balance sheet items as well as other issues regarding macro fragility-related liquidity requirements. We however offer empirical evidence which suggesting that the banking industry does not enforce such requirements. It is by virtue of this evidence that we seek to put in place a positive link between bank liquidity requirements as well as fragility in terms of macroeconomic fundamentals.