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Horizon problems and extreme events in financial risk management

Christoffersen, Peter F. - In: Economic policy review 4 (1998) 3, pp. 109-118

Persistent link: https://www.econbiz.de/10001338729

Horizon problems and extreme events in financial risk management

Christoffersen, Peter C.; Diebold, Francis X.; … - In: The Handbook of risk, (pp. 155-170). 2003

Persistent link: https://www.econbiz.de/10001739107

Managing bank liquidity risk : how deposit-loan synergies vary with market conditions

Gatev, Evan G. (contributor); Schuermann, Til (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003337380

Managing bank liquidity risk : how deposit-loan synergies vary with market conditions

Gatev, Evan G.; Schuermann, Til; Strahan, Philip E. - 2006

Persistent link: https://www.econbiz.de/10003326239

Managing bank liquidity risk : how deposit-loan synergies vary with market conditions

Gatev, Evan G.; Schuermann, Til; Strahan, Philip E. - In: The review of financial studies 22 (2009) 3, pp. 995-1020

Persistent link: https://www.econbiz.de/10003827702

Managing Bank Liquidity Risk : How Deposit-Loan Synergies Vary with Market Conditions

Gatev, Evan G. - 2006

Liquidity risk in banking has been attributed to transactions deposits and their potential to spark runs or panics. We show instead that transactions deposits help banks hedge liquidity risk from unused loan commitments. Bank stock-return volatility increases with unused commitments, but the...

Persistent link: https://www.econbiz.de/10012780123