Measuring the stability of the banking system: capital and liquidity at risk with solvency-liquidity interactions
A stochastic balance-sheet model quantifies how solvency and liquidity risks interact, finding that amplification effects from behavioral responses explain roughly one-third of default risk.
Featured in No. 135 on 16 Oct 2026 · 9 days after release
- Released
- 7 Oct 2026
- First featured
- No. 135 · 16 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:boe:boeewp:023262
- Authors
- Giovanni Covi and Tihana Škrinjarić
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).