Original paper
Bank Funding Structures and Risk: Evidence from the Global Financial Crisis
Abstract
This paper analyzes the evolution of bank funding structures in the run up to the global financial crisis and studies the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and Europe during 2001–09. The results show that banks with weaker structural liquidity and higher leverage in the pre-crisis period were more likely to fail afterward. The likelihood of bank failure also increases...
Paper Details
Title
Bank Funding Structures and Risk: Evidence from the Global Financial Crisis
Published Date
Jan 1, 2012
Journal
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Notes
History