Liquidity Risk Drivers and Bank Business Models
This paper examines the bank liquidity risk while using a maturity mismatch indicator of loans and deposits (LTD<sub>m</sub>) during a specific period. Core banking activities that are based on the process of maturity transformation are the most exposed to liquidity risk. The financial c...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-08-01
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| Series: | Risks |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-9091/7/3/89 |