Concepedia

The effect of liquidity creation on systemic risk: evidence from European banking sector

Waël Louhichi, Nadia Saghi, Zainab Srour, Jean‐Laurent Viviani

Annals of Operations Research · 2022 · 19 citations · 40 references

Concepts

BusinessEconomicsFinanceBankingFinancial EconomicsFinancial Risk ManagementBank Risk ManagementFinancial RiskLiquidityLiquidity ManagementMarket LiquiditySystemic RiskBanking Crisis RiskLiquidity PremiaLiquidity Risk In BankingSystemic Risk EffectsSystemic Risk In Banking

References

40

The American Economic Review

American Economic Review · 2012 · 6.8K citations

Social Sciences, Economics, Macroeconomics +3

Bank regulation and supervision: what works best?

James R. Barth, Ross Levine · Journal of Financial Intermediation · 2003 · 2.3K citations

Law, Banking Law, Regulatory Policy +12

Tobias Adrian, Markus K. Brunnermeier · American Economic Review · 2016 · 2.3K citations

Computing, Visualization, Human-computer Interaction +16

Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking

Douglas W. Diamond, Raghuram G. Rajan · Journal of Political Economy · 2001 · 2K citations · Full text

Business, Finance, Banking +15

An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory

Robert C. Merton · Journal of Banking & Finance · 1977 · 1.9K citations

Business, Economics, Finance +15