Skip to main content
  • Book
  • © 2016

Liquidity Risk, Efficiency and New Bank Business Models

Palgrave Macmillan
  • This collection provides an overview of the latest research topics in the academic study of finance and banking to enrich our understanding of recent trends and research tendencies
  • Empirical studies offer a clear framework to illuminate the novel research that is being conducted in the post-financial crisis period
  • Contributors hail from a wide range of European countries and universities to offer a varied and holistic view of topics such as liquidity risk and efficiency, and new bank business models
  • The papers are the product of vibrant and extensive discussions at the Wolpertinger Conference, 2015

Buy it now

Buying options

eBook USD 139.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 179.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 179.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

This is a preview of subscription content, log in via an institution to check for access.

Table of contents (10 chapters)

  1. Front Matter

    Pages i-xxi
  2. Introduction

    • Santiago Carbó Valverde, Pedro J. Cuadros Solas, Francisco Rodríguez Fernández
    Pages 1-4
  3. Basel III, Liquidity Risk and Regulatory Arbitrage

    • Viktor Elliot, Ted Lindblom
    Pages 35-55
  4. OTC Derivatives and Counterparty Credit Risk Mitigation: The OIS Discounting Framework

    • Paola Leone, Massimo Proietti, Pasqualina Porretta, Gianfranco A. Vento
    Pages 57-91
  5. Diversification and Connections in Banking: First Findings

    • Claudio Zara, Luca Cerrato
    Pages 93-125
  6. Banking System and Financial Exclusion: Towards a More Comprehensive Approach

    • Marta de la Cuesta González, Cristina Ruzay Paz-Curbera, Beatriz Fernández Olit
    Pages 127-161
  7. Stock Returns and Bank Ratings in the PIIGS

    • Carlos Salvador Muñoz
    Pages 205-239
  8. Value Creation Drivers in European Banks: Does the Capital Structure Matter?

    • Josanco Floreani, Maurizio Polato, Andrea Paltrinieri, Flavio Pichler
    Pages 241-272
  9. Back Matter

    Pages 301-305

About this book

This book provides insight into current research topics in finance and banking in the aftermath of the financial crisis. In this volume, authors present empirical research on liquidity risk discussed in the context of Basel III and its implications. Chapters also investigate topics such as bank efficiency and new bank business models from a business diversification perspective, the effects on financial exclusion and how liquidity mismatches are related with the bank business model. This book will be of value to those with an interest in how Basel III has had a tangible impact upon banking processes, particularly with regard to maintaining liquidity, and the latest research in financial business models.

Editors and Affiliations

  • Bangor Business School and FUNCAS , Bangor, United Kingdom

    Santiago Carbó Valverde

  • University of Granada, Granada, Spain

    Pedro Jesús Cuadros Solas, Francisco Rodríguez Fernández

About the editors

Santiago Carbó-Valverde is Professor of Economics and Finance at Bangor University, UK. He was previously a Professor of Economics at the University of Granada, Spain. He currently serves as Director of the Financial Services Studies of Spanish Savings Banks Association (FUNCAS) and as President of the Rating Committee of Axexor. He has been advisor to the European Central Bank, the Federal Reserve Bank of Chicago, financial institutions, such as BMN, and has spoken at the G-20 forum.

Pedro Jesús Cuadros-Solas is a Lecturer in Economics and a Researcher in Banking and Finance at the University of Granada, Spain. He holds a Bsc in Business Management and Law from the University of Jaén, Spain, and a Msc in Economics from the University of Granada. He is also a member of the Department of Economic Theory and History at the University of Granada. He has been a visiting scholar at the Bangor Business School (UK) and also at the University of St. Andrews, UK.

Francisco Rodríguez-Fernández is Professor of Economics at the University of Granada, Spain. He is also a Senior Economist at the Spanish Savings Banks Foundation (FUNCAS). He has spent time as a visiting scholar at the University of Modena (Italy), Bangor Business School (UK) and the Federal Reserve Bank of Chicago (USA). He has served as a consultant to the European Commission, the European Research Framework Programme, the Spanish Ministry of Labour, KPMG and Euro 6000. 

Bibliographic Information

  • Book Title: Liquidity Risk, Efficiency and New Bank Business Models

  • Editors: Santiago Carbó Valverde, Pedro Jesús Cuadros Solas, Francisco Rodríguez Fernández

  • Series Title: Palgrave Macmillan Studies in Banking and Financial Institutions

  • DOI: https://doi.org/10.1007/978-3-319-30819-7

  • Publisher: Palgrave Macmillan Cham

  • eBook Packages: Business and Management, Business and Management (R0)

  • Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2016

  • Hardcover ISBN: 978-3-319-30818-0Published: 26 September 2016

  • Softcover ISBN: 978-3-319-80894-9Published: 14 June 2018

  • eBook ISBN: 978-3-319-30819-7Published: 10 September 2016

  • Series ISSN: 2523-336X

  • Series E-ISSN: 2523-3378

  • Edition Number: 1

  • Number of Pages: XXI, 305

  • Number of Illustrations: 9 b/w illustrations, 22 illustrations in colour

  • Topics: Business Finance, Investments and Securities, Financial Services

Buy it now

Buying options

eBook USD 139.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 179.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 179.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access