shock. Our contagion mechanism operates through a dual channel of liquidity and solvency risk. The joint modelling of banks …

This paper assesses the resilience of Eurozone banks' equity and liquidity against large shocks to financial markets by … different types of shocks (stock market and bond market) on bank's solvency and liquidity position and show that liquidity …

Purpose – The purpose of this paper is to examine liquidity risk in Pakistani banks and evaluate the effect on banks … banks during 2004-2009. Multiple regressions are applied to assess the impact of liquidity risk on banks' profitability ….Findings – The results of multiple regressions show that liquidity risk affects bank profitability significantly, with liquidity gap …

Liquidity is of great significance for the stability of credit institutions and the banking system as a whole. In …' withdrawals is intensified. This directs our attention toward effective liquidity management. Financial cataclysms on a global … of this study is to assess the liquidity situation of the Bulgarian banking system based on generally accessible (public …