This paper investigates the relationship between the two major sources of bank default risk: liquidity risk and credit risk. We use a sample of virtually all US commercial banks during the period 1998–2010 to analyze the relationship between these two risk sources on the bank...

This paper analyzes the influence a bank's corporate governance structure has on its risk taking. To do so, the paper specifically looks at illiquidity and insolvency risk, as measured by a bank's liquidity creation and its margin between interest income from loans and interest expenses on...

This paper investigates the relationship between the two major sources of bank default risk: liquidity risk and credit risk. We use a sample of virtually all U.S. commercial banks during the period 1998 to 2010 to analyze the relationship between these two risk sources on the bank...