I am writing to collect some thoughts regarding the best way to study the effectiveness of liquidity regulation (LCR and NSFR). To study the latter, I should avoid to collect actual banks' ratios, because in this way I will shift the focus on bank choices more than regulation. To study regulation, I should investigate ratios settled by national authorities. Is collecting these ones an appropriate way to study their impact, or should I maybe have a different approach (e.g, using a dummy variable)? If what I mentioned can be indeed a good approach, do you know data sources where we can collect LCR and NSFR settled by country regulators?



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