Impact of Specific Liquidity Shocks on the Bank's Solvency

In: Journal of Risk Finance, Vol. 25 No. 2. https://doi.org/10.1108/JRF-05-2023-0124 Accepted for publication: 17-Jan-2024. The AAM is deposited under the CC BY-NC 4.0 licence and any reuse is allowed in accordance with the terms outlined by the licence.