Essais sur la liquidité bancaire : contributions à la mesure du risque de liquidité et à la gestion de la production de liquidité bancaire

Doctoral thesis French OPEN
Soula , Jean-Loup;
(2017)
  • Publisher: HAL CCSD
  • Subject: Liquidity crisis | [ SHS.ECO ] Humanities and Social Sciences/Economies and finances | Liquidity creation | Liquidity risk | Risque de liquidité | Création de liquidité | Business model | Ruée bancaire | Crise de liquidité | Modèle de business | Bank run

Bank liquidity risk reflects the function of banks to create liquidity. Banks are fragile, exposed to the possibility of runs from short-term creditors. This dissertation contributes to a better understanding of bank liquidity risk. The second chapter proposes a measure... View more
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