How Does Credit Risk Influence Liquidity Risk? Evidence from Ukrainian Banks
This study investigates the link between two major risks in the banking sector: liquidity risk and credit risk. Utilizing a novel sample of Ukrainian banks for the period from Q1 2009 to Q4 2015, we document credit risk as having a positive relationship with liquidity risk. Our findings suggest bank...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
National Bank of Ukraine
2017-09-01
|
| Series: | Visnyk of the National Bank of Ukraine |
| Subjects: | |
| Online Access: | https://journal.bank.gov.ua/en/article/2017/241/02 |