To ensure the safety and soundness of the global financial system as well as individual
financial institutions and to reduce systemic risk, numerous policy measures and regulatory …

Using a large bank-level dataset, we test the relevance of both structural liquidity and capital
ratios, as defined in Basel III, on banks' probability of failure. To include all relevant episodes …

This paper examines the effects of bank business models on performance and risk for a
sample of 505 banks from 30 European countries over the period from 1998 to 2013. We …

This paper discusses different definitions of systemic risk and identifies the challenges,
which regulators face in addressing this phenomenon. We conducted a systematic literature …

This paper investigates how a prolonged period of low‐interest rates affects bank
intermediation activity. We use data for 113 large international banks headquartered in 14 …

This paper constructs a liquidity mismatch index (LMI) to gauge the mismatch between the
market liquidity of assets and the funding liquidity of liabilities, for 2,882 bank holding …

The purpose of this paper is to make a highly topical and practical contribution by
investigating the interplay between capital and liquidity risk management and managerial …

The focus of this study was to examine the effect of liquidity risk on financial performance of
commercial banks in Kenya. The period of interest was between year 2005 and 2014 for all …

The latest regulatory framework, which has been introduced globally in the form of Basel III,
and its implementation in the legislation of the member states of the European Union has …

This paper empirically investigates the effects of bank ownership and institutional factors on
the banking sector financial stability for a sample of 76 banks in the GCC markets. We used …