Solvency vs. liquidity. A decomposition of European banks' credit risk over the business cycle-Reference-Cited by-同舟云学术

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Solvency vs. liquidity. A decomposition of European banks' credit risk over the business cycle

Published:2014-05 Issue: Volume:137 Page:32-51
ISSN:2110-7017
Container-title:International Economics
language:en
Short-container-title:International Economics

Author:

Vuillemey Guillaume

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,General Business, Management and Accounting

Reference38 articles.

1. Acharya V, Pedersen L, Philippon T, Richardson M. Measuring systemic risk. Unpublished manuscript; 2010.

2. Securitization without risk transfer;Acharya;J Financial Econ,2013

3. Adrian T, Brunnermeier M. CoVaR. Federal Reserve Bank of New York Staff Report (348); 2010.

4. Liquidity and leverage;Adrian;J Financial Intermediation,2010

5. Adrian T, Shin HS. Procyclical leverage and value-at-risk. Rev Financial Stud. 10.1093/rfs/hht068, forthcoming.

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Liquidity Shock and Bank Risk;SSRN Electronic Journal;2023

2. Impact of financial liquidity and solvency on cost efficiency: evidence from US banking system;Studies in Economics and Finance;2020-04-16

3. Macroeconomic Drivers of Non-Performing Loans: A Meta-Regression Analysis;Prague Economic Papers;2018-06-01

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