{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,5]],"date-time":"2026-02-05T04:49:18Z","timestamp":1770266958114,"version":"3.49.0"},"reference-count":10,"publisher":"Wiley","issue":"1","license":[{"start":{"date-parts":[[2012,5,8]],"date-time":"2012-05-08T00:00:00Z","timestamp":1336435200000},"content-version":"vor","delay-in-days":128,"URL":"http:\/\/creativecommons.org\/licenses\/by\/3.0\/"}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["Journal of Applied Mathematics"],"published-print":{"date-parts":[[2012,1]]},"abstract":"<jats:p>We investigate the stochastic dynamics of bank liquidity parameters such as\nliquid assets and nett cash outflow in relation to the global financial crisis. These parameters\nenable us to determine the liquidity coverage ratio that is one of the metrics used in ratio\nanalysis to measure bank liquidity. In this regard, numerical results show that bank behavior related to liquidity was highly procyclical during the financial crisis. We also consider a\ntheoretical\u2010quantitative approach to bank liquidity provisioning. In this case, we provide an\nexplicit expression for the aggregate liquidity risk when a locally risk\u2010minimizing strategy is\nutilized.<\/jats:p>","DOI":"10.1155\/2012\/743656","type":"journal-article","created":{"date-parts":[[2012,5,8]],"date-time":"2012-05-08T21:08:03Z","timestamp":1336511283000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":6,"title":["Bank Liquidity and the Global Financial Crisis"],"prefix":"10.1155","volume":"2012","author":[{"given":"Frednard","family":"Gideon","sequence":"first","affiliation":[]},{"given":"Mark A.","family":"Petersen","sequence":"additional","affiliation":[]},{"given":"Janine","family":"Mukuddem-Petersen","sequence":"additional","affiliation":[]},{"given":"Bernadine","family":"De Waal","sequence":"additional","affiliation":[]}],"member":"311","published-online":{"date-parts":[[2012,5,8]]},"reference":[{"key":"e_1_2_7_1_2","unstructured":"Basel Committee on Banking Supervision Basel III: international framework for liquidity risk measurement standards and monitoring 2010 Bank for International Settlements (BIS) Basel Switzerland."},{"key":"e_1_2_7_2_2","unstructured":"Basel Committee on Banking Supervision Progress report on Basel III implementation 2011 Bank for International Settlements (BIS) Basel Switzerland."},{"key":"e_1_2_7_3_2","unstructured":"Basel Committee on Banking Supervision Basel III: a global regulatory framework for more resilient banks and banking systems-revised version 2011 Bank for International Settlements (BIS) Basel Switzerland."},{"key":"e_1_2_7_4_2","unstructured":"Basel Committee on Banking Supervision Principles for sound liquidity risk management and supervision 2008 Bank for International Settlements (BIS) Basel Switzerland."},{"key":"e_1_2_7_5_2","doi-asserted-by":"crossref","unstructured":"van den EndJ. W.andTabbaeM. When liquidity risk becomes a systemic issue: empirical evidence of bank behaviour Journal of Financial Stability. In presshttps:\/\/doi.org\/10.1016\/j.jfs.2011.05.003.","DOI":"10.1016\/j.jfs.2011.05.003"},{"key":"e_1_2_7_6_2","unstructured":"De Nederlandsche Bank Credit system supervision manual 2.3 Liquidity Risk 2003 no. 44\u201347."},{"key":"e_1_2_7_7_2","doi-asserted-by":"publisher","DOI":"10.1002\/oca.846"},{"key":"e_1_2_7_8_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfineco.2011.02.005"},{"key":"e_1_2_7_9_2","doi-asserted-by":"crossref","unstructured":"PetersenM. A. de WaalB. Mukuddem-PetersenJ. andMulaudziM. P. Subprime mortgage funding and liquidity risk Quantitative Finance. In presshttps:\/\/doi.org\/10.1080\/14697688.2011.637076.","DOI":"10.1080\/14697688.2011.637076"},{"key":"e_1_2_7_10_2","doi-asserted-by":"publisher","DOI":"10.1155\/2007\/32824"}],"container-title":["Journal of Applied Mathematics"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/downloads.hindawi.com\/journals\/jam\/2012\/743656.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/journals\/jam\/2012\/743656.xml","content-type":"application\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1155\/2012\/743656","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,6,11]],"date-time":"2024-06-11T06:55:59Z","timestamp":1718088959000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1155\/2012\/743656"}},"subtitle":[],"editor":[{"given":"Chuanhou","family":"Gao","sequence":"additional","affiliation":[]}],"short-title":[],"issued":{"date-parts":[[2012,1]]},"references-count":10,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2012,1]]}},"alternative-id":["10.1155\/2012\/743656"],"URL":"https:\/\/doi.org\/10.1155\/2012\/743656","archive":["Portico"],"relation":{},"ISSN":["1110-757X","1687-0042"],"issn-type":[{"value":"1110-757X","type":"print"},{"value":"1687-0042","type":"electronic"}],"subject":[],"published":{"date-parts":[[2012,1]]},"assertion":[{"value":"2011-11-02","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2012-02-05","order":1,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2012-05-08","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}],"article-number":"743656"}}