This paper studies the relationship between liquidity demand risk, deposit diversification and insurance in 12 … countries during the period 2005-2014. We capture liquidity risk by focusing on the unfunded loan commitments. We find that … higher diversification in the deposit base can reduce the impact of liquidity demand risk during the crisis by decreasing the …

empirically test the predictions of a new signalling model that offers a rationale for offering two different liquidity facilities … risky than banks that accessed the DW. Our results can contribute to a better design of liquidity facilities during a …

We construct synthetic spreads representing funding liquidity risk in BRICS economies and examine whether stress in the …, and (b) government debt (local and sovereign) channels are regular vectors of funding liquidity risk. Deeper analysis of …