The CaLiBank project brings together experimented researchers in banking and finance and financial econometrics from two research centers (LAPE, Université de Limoges and LEO, Université d’Orléans), and associated researchers from Europe and the U.S. who are experts in the field. CaLiBank aims to promote a better understanding of the evolution of the post-crisis banking industry with a particular focus on the ways banks respond to tighter regulatory constraints imposed by the Basel III agreements.
The CaLiBank project aims to provide a rigorous investigation into the expected responses of banks to the tightening of bank capital and liquidity rules mandated by Basel III. As access to credit is critical for firm innovation and growth, and hence, employment, the implications of banks' reactions to these regulatory rules, notably on lending, are of great importance. Guided by theory, the project will empirically address three interrelated research questions and will promote reproducible research in banking and finance:
- Liquidity management under binding regulations,
- Regulatory capital requirements and liquidity management,
- Regulatory capital requirements, liquidity and systemic risk .
