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Liquidity risk and credit risk : a relationship based on the interaction between liquid asset ratio, non-performing loans ratio and systemic liquidity risk

Malandrakis, Ioannis K. - In: International journal of financial engineering and risk … 1 (2014) 4, pp. 375-400

Persistent link: https://www.econbiz.de/10010476907

Theory and regulation of liquidity risk management in banking

Scannella, Enzo - In: International journal of risk assessment and management … 19 (2016) 1/2, pp. 4-21

Persistent link: https://www.econbiz.de/10011584779

Liquidity, leverage, and Lehman : a structural analysis of financial institutions in crisis

Chen, Ren-Raw; Chidambaran, Nemmara; Imerman, Michael B.; … - In: Journal of banking & finance 45 (2014), pp. 117-139

Persistent link: https://www.econbiz.de/10010466618

The effect of liquidity and solvency risk on the inclusion of bond covenants

Cook, Douglas O.; Fu, Xudong; Tang, Tian - In: Journal of banking & finance 48 (2014), pp. 120-136

Persistent link: https://www.econbiz.de/10010506929

Managing banking financial distress : trade-offs between liquidity and solvency risks

Bougheas, Spiros P. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003263934

Model of stress-testing of banks' liquidity risk in Ukraine

Krykliy, Olena; Luchko, Iryna - In: Financial markets, institutions and risks : FMIR 2 (2018) 2, pp. 123-132

Persistent link: https://www.econbiz.de/10011884892

Agent-based model of system-wide implications of funding risk

Hałaj, Grzegorz - 2018

Liquidity has its systemic aspect that is frequently neglected in research and risk management applications. We build a … model that focuses on systemic aspects of liquidity and its links with solvency conditions accounting for pertinent …

Persistent link: https://www.econbiz.de/10011779837

Working capital management and liquidity reserves : the context of risk retention

Wieczorek-Kosmala, Monika; Błach, Joanna; Doś, Anna; … - In: Journal of economics & management 23 (2016) 1, pp. 5-20

Persistent link: https://www.econbiz.de/10011618732

Measuring banks' liquidity risk : an option-pricing approach

Zhang, Jinqing; He, Liang; An, Yunbi - In: Journal of banking & finance 111 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012221063

A liquidity risk stress-testing framework with Basel liquidity standards

Hejlová, Hana; Komárková, Zlatuše; Rusnák, Marek - In: Prague economic papers : a bimonthly journal of … 29 (2020) 3, pp. 251-273

Persistent link: https://www.econbiz.de/10012593458