Liquidity Risk Management In Banking
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- Evan Gatev & Til Schuermann & Philip E. Strahan, 2009.
"Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 995-1020, March.
- Evan Gatev & Til Schuermann & Philip E. Strahan, 2009. "Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 995-1020.
- Evan Gatev & Til Schuermann & Philip E. Strahan, 2006. "Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions," NBER Working Papers 12234, National Bureau of Economic Research, Inc.
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More about this item
Keywords
liquidity risk; simple net liabilities; cumulated net liabilities; liquidity; rate; average maturities transformation; immediate liquidity;All these keywords.
JEL classification:
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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