The financial crisis of 2007-2009 had a deleterious effect on liquidity in the global banking system, resulting in the introduction of the new Basel III liquidity regulation. In this book, we apply such regulation to global liquidity data for 391 hand-selected LIBOR-based banks in 38 countries for the period 2002 to 2012. We show how to develop a framework for proposed Basel III liquidity regulation and demonstrate how to decide on methodologies for studying the aforementioned regulation. Basel III emphasizes both the use of liquidity coverage ratios (LCR) and net stable funding ratios...