The Relationship between Liquidity Risk and Credit Risk in Banks

By Björn Imbierowicz, Christian Rauch. 2014

360 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b167cf2b9b4de475b1d3d8bc07d4bd605317d6e0

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Isabelle Distinguin
2. Hakimi Abdelaziz
3. Boussaada Rim
4. Amine Tarazi
5. E. Wu
6. Caroline Roulet
7. Hamdi Helmi

In Finance

1. Isabelle Distinguin
2. Hakimi Abdelaziz
3. Boussaada Rim
4. Muhammad Saifuddin Khan
5. Amine Tarazi
6. Harald Scheule
7. E. Wu
8. Caroline Roulet

Citations in the corpus

• Funding liquidity and bank risk taking (2017, background): “It has been recognised that liquidity risk and credit risk of banks do not have contemporaneous or causal relations, but both of the risks individually and jointly contribute to banks’ probability of default ( Imbierowicz and Rauch, 2014 ).”
• Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks (2013, background): “Besides, Imbierowicz and Rauch (2012) investigate the relationship between the two major sources of bank default risk: liquidity risk and credit risk.”
• The Interactional Relationships Between Credit Risk, Liquidity Risk and Bank Profitability in MENA Region (2020, background): “Most empirical studies are focussed on the American context (De Nicolo, 2000; Imbierowicz & Rauch, 2014), the European context (Chortareas, Girardone, & Ventouri, 2011; Kim, 2015; Thorsten, Heiko, Thomas, & Natalja, 2009) and Asian countries (Arif & Anees, 2012; Sohaimi, 2013; Tan, 2016; Zolkifli,…”