BCBS, Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools, Bank for International Settlements, January 2013.
Commission Delegated Regulation (EU) 2015/61 of 10 October 2014 to supplement Regulation (EU) 575/2013 with regard to liquidity coverage requirement for Credit Institutions, OJL11, 17.1.2015.
Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing
Directives 2006/48/EC and 2006/49/EC, Official Journal of the European Union, L 176/338.
Guidelines on retail deposits subject to different outflows for purposes of liquidity reporting under Regulation (EU) No 575/2013, on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012
(Capital Requirements Regulation – CRR), EBA/GL/2013/01, European Banking Authority, 06.12.2013.
Liquidity Coverage Requirement Delegated Act: Frequently Asked Questions, Memo, European Commission, Brussels, 10 October 2014.
Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012, Official Journal of the European Union, L 176/1.
Reports
Global Financial Stability Report: Containing Systemic Risks and Restoring Financial Soundness, World Economic and Financial Surveys, International Monetary Fund, April 2008.
Report on appropriate uniform definitions of extremely high quality liquid assets (extremely HQLA) and high quality liquid assets (HQLA) and on operational requirements for liquid assets under Article 509(3) and (5) CRR, European Banking Authority, 20 December 2013.
Report on impact assessment for liquidity measures under Article 509(1) of the CRR, European Banking Authority, 20 December 2013.
Other
Drehmann, M., Nikolaou, K. (2009): Funding liquidity risk. Definition and measurement, Working Paper Series, No 1024/March, European Central Bank.