[Retracted] Basel III Liquidity Risk Measures and Bank Failure

Table 7

Information values of liquidity risk measures for Class I and II banks.

Rank	Liquidity risk measure	𝑉^𝐼
1	NPAR	(6.40507, 6.15319)
2	ROA	(5.35271, 5.68749)
3	LIBOR-OISS	(5.03623, 4.76481)
4	BIIT1KR	(3.06038, 3.25412)
5	GSR	(1.66051, 1.49787)
6	BDR	(1.28143, 1.12909)
7	LCR	(0.83371, 0.69743)
8	NSFR	(0.38681, 0.49621)