Do bank capital and liquidity truly shield against systemic risk: evidence from the global banking sector

2025/07/09 by Nikita Sharma, Sonali Jain · 1 voice
Business, Management and Accounting · Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #Corporate Finance and Governance #Global Financial Crisis and Policies

paper · doi:10.1007/s11149-025-09492-x

crossref issued 2025/07/09 · crossref published 2025/07/09 · crossref published-online 2025/07/09 · openalex publication_date 2025/07/09 · crossref created 2025/07/10 · crossref published-print 2025/10/01 · openalex created_date 2025/10/10 · crossref deposited 2025/10/25 · crossref indexed 2026/07/23 · openalex updated_date 2026/07/25

Citations

• Macroeconomics and Reality
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Another look at the instrumental variable estimation of error-components models
• CoVaR

Discussions

• Found in October issue: Can capital & liquidity really protect banks from systemic risk? A 2025 study of 169 global banks finds: 💡 Capital helps most in emerging markets ⚠️ Liquidity offers weak pro [bsky, 0 points, 0 comments]