The Assessment of the Net Stable Funding Ratio (NSFR) Value. Evidence from the Financial Crisis

Laura Chiaramonte, Barbara Casu and Roberto Bottiglia

Chapter 5 in Modern Bank Behaviour, 2013, pp 83-94 from Palgrave Macmillan

Abstract: Abstract The recent financial crisis has shown how rapidly and acutely liquidity risk, in terms of both market liquidity risk and funding risk, can manifest itself in financial markets and how it can affect banks’ stability and indeed the entire financial system. This has highlighted the need to pay more attention to liquidity risk and its interactions with other banking risks.

Keywords: Commercial Bank; Saving Bank; Liquidity Risk; Basel Committee; Stable Funding (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pal:pmschp:978-1-137-00186-3_6

Ordering information: This item can be ordered from
http://www.palgrave.com/9781137001863

DOI: 10.1057/9781137001863_6

Access Statistics for this chapter

More chapters in Palgrave Macmillan Studies in Banking and Financial Institutions from Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().