Banks' Joint Exposure to Market and Run Risk /
Recent failures of US banks highlight that large liability withdrawals can damage capital positions-i.e., that liquidity risk and solvency risk interact. A simple risk assessment for banks in a wide group of countries finds sizable exposure to this interaction. This varies significantly across banks...
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| Other Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2023
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| Series: | IMF Working Papers; Working Paper ;
No. 2023/200 IMF eLibrary |
| Subjects: | |
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