Measuring Liquidity Mismatch in the Banking Sector: Measuring Liquidity Mismatch in the Banking Sector

By Jennie Bai, Arvind Krishnamurthy, Charles-Henri Weymuller. 2017

174 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/b4e5fb4592ac2651990bf93350d96df6de772e69

Citations in the corpus

• Fire‐Sale Spillovers and Systemic Risk (2015, unknown): “When it comes to measures of systemic risk, we have what Bisias et al. (2012) call an “embarrasment of riches”. Since the financial crisis made apparent the need to understand systemic risk, more than thirty different ways to measure it have been proposed.26 To our knowledge, there are no systemic r”
• Dealer balance sheets and bond liquidity provision (2016, unknown): “The fragility of liquidity transformation can be measured by the Liquidity Stress Ratio (Bai et al., 2015).”