How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998

Evan Gatev, Til Schuermann & Philip Strahan
Published Date
Copyright 2006
ISBN 978-0-226-09285-0
The Risks of Financial Institutions
Book: The Risks of Financial Institutions
Book editors: Mark Carey & René M. Stulz
PUBLISHER: University of Chicago Press
Download Purchase Book

Related

Topics

Financial Economics
Financial Markets
Financial Institutions

Published From Paper

How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998
- Working Paper
We report evidence from the equity market that unused loan commitments expose banks to systematic liquidity risk,...

More from the NBER

In addition to working papers, the NBER disseminates affiliates’ latest findings through a range of free periodicals — the NBER Reporter, the NBER Digest, the Bulletin on Health, and the Bulletin on Entrepreneurship — as well as online conference reports, video lectures, and interviews.

2025, 17th Annual Feldstein Lecture, N. Gregory Mankiw," The Fiscal Future"
2025, 17th Annual Feldstein Lecture, N. Gregory Mankiw," The Fiscal Future"
  • Feldstein Lecture
N. Gregory Mankiw, Robert M. Beren Professor of Economics at Harvard University, presented the 2025 Martin Feldstein...
2025 Methods Lecture, Raj Chetty, "Uncovering Causal Mechanisms: Mediation Analysis and Surrogate Indices"
2025, Methods Lecture, Raj Chetty and Kosuke Imai, "Uncovering Causal Mechanisms: Mediation Analysis and Surrogate Indices"
  • Methods Lectures
SlidesBackground materials on mediationImai, Kosuke, Dustin Tingley, and Teppei Yamamoto. (2013). “Experimental Designs...
2025 International Trade and Macroeconomics, "Panel on The Future of the Global Economy"
2025 International Trade and Macroeconomics, "Panel on The Future of the Global Economy"
  • Panel Discussion
Supported by the Alfred P. Sloan Foundation grant #G-2023-19633, the Lynde and Harry Bradley Foundation grant #20251294...