Galletta, Simona; Mazzù, Sebastiano - In: Risks 7 (2019) 3, pp. 1-18
This paper examines the bank liquidity risk while using a maturity mismatch indicator of loans and deposits (LTDm) during a specific period. Core banking activities that are based on the process of maturity transformation are the most exposed to liquidity risk. The financial crisis in 2007–2009...