Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
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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
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美国国家经济研究局创建时间：
2006-05-01
