Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
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下载链接：
https://www.nber.org/papers/w12234
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资源简介：
Liquidity risk in banking has been attributed to transactions deposits and their potential to spark runs or panics. We show instead that transactions deposits help banks hedge liquidity risk from unused loan commitments. Bank stock-return volatility increases with unused commitments, but the
提供机构：
美国国家经济研究局
创建时间：
2006-05-01
