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Stress Tests And Liquidity Crisis In The Banking System

Author

Listed:
  • Julian Llorent

    (Universidad Pablo de Olavide, Spain)

  • Maria del Carmen Melgar

    (Universidad Pablo de Olavide, Spain)

  • Jose Antonio Ordaz

    (Universidad Pablo de Olavide, Spain)

  • Flor María Guerrero

    (Universidad Pablo de Olavide, Spain)

Abstract

The paper´s aim is to contribute to the debate on the impact of stress test on banking system liquidity. Due to the theoretical character of the problem, the used methodology is a set of results from research and theoretical works about how the attempts to increase system solvency could lead into a greater lack of liquidity.

Suggested Citation

  • Julian Llorent & Maria del Carmen Melgar & Jose Antonio Ordaz & Flor María Guerrero, 2013. "Stress Tests And Liquidity Crisis In The Banking System," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 8(2), pages 31-43, June.
    • Handle: RePEc:pes:ierequ:v:8:y:2013:i:2:p:31-43
    DOI: 10.12775/EQUIL.2013.010
    as

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    References listed on IDEAS

    as
    1. Kelejian, Harry H. & Murrell, Peter & Shepotylo, Oleksandr, 2013. "Spatial spillovers in the development of institutions," Journal of Development Economics, Elsevier, vol. 101(C), pages 297-315.
    2. Luc Anselin, 2003. "Spatial Externalities, Spatial Multipliers, And Spatial Econometrics," International Regional Science Review, , vol. 26(2), pages 153-166, April.
    3. Maria ABREU & Henri L.F. DE GROOT & Raymond J.G.M. FLORAX, 2005. "Space And Growth: A Survey Of Empirical Evidence And Methods," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 21, pages 13-44.
    4. Daniel A. Griffith, 2003. "Spatial Autocorrelation and Spatial Filtering," Advances in Spatial Science, Springer, number 978-3-540-24806-4, Fall.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Stress tests; Liquidity; Banking bailouts;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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