Liquidity Risk, Market Valuation, and Bank Failures Deming Wu and Han Hong* Abstract We propose a model that links the conditional probability of bank failure to insolvency and liquidity risks, and show that liquidity ri

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Date: 2012-11-16 21:26:31 Financial markets Financial risk Financial crises United States housing bubble Liquidity risk Financial contagion Basel III Systemic risk Market liquidity Economics Financial economics Finance		Liquidity Risk, Market Valuation, and Bank Failures Deming Wu and Han Hong* Abstract We propose a model that links the conditional probability of bank failure to insolvency and liquidity risks, and show that liquidity ri Add to Reading List Source URL: web.stanford.edu Download Document from Source Website File Size: 294,83 KB Share Document on Facebook

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