Journal article
Liquidity safety nets for banks
- Abstract:
-
Liquidity shocks are a core risk of the business model of commercial banks, which is founded on a liquidity mismatch between the banks' liabilities and assets. A substantial part of the banks' funding comes from short-term retail and wholesale funding, whilst a substantial part of the assets are long-term and illiquid loans. This is the source of the banks' profits, but also of their claim to fulfil an important social role. Having argued that leaving the solution to this problem to the banks...
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Bibliographic Details
- Journal:
- Journal of Corporate Law Studies More from this journal
- Volume:
- 13
- Issue:
- 2
- Pages:
- 287-318
- Publication date:
- 2013-01-01
- DOI:
- EISSN:
-
1757-8426
- ISSN:
-
1473-5970
Item Description
- Language:
-
English
- Pubs id:
-
pubs:479103
- UUID:
-
uuid:97d11c76-5f5e-441c-969f-49f9f78b697d
- Local pid:
-
pubs:479103
- Source identifiers:
-
479103
- Deposit date:
-
2014-09-15
Terms of use
- Copyright date:
- 2013
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