Interaction between liquidity risk and bank solvency, a crucial effect in a framework of simultaneous equations
The “2008-09” global financial crisis has underlined that the interaction between liquidity risk and bank solvency forms an important factor that makes banks particularly vulnerable to a global crisis. At the same time, stress-testing models do not consider the dynamics between solvency and liquidit...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Academic Research and Publishing UG
2023-09-01
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| Series: | Financial Markets, Institutions and Risks |
| Subjects: | |
| Online Access: | https://armgpublishing.com/wp-content/uploads/2023/10/FMIR_3_2023_6.pdf |
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