Research Article

Bank Liquidity and the Global Financial Crisis

Table 4


Quantitative indicators

Availability of funds
Diversification of funding sources
Alternative funding sources
Capacity to augment liquidity through asset sales and/or securitization
Volume of wholesale liabilities with embedded options
Vulnerability of a bank to funding difficulities
Support provided by parent company

Qualitative indicators

Effectiveness of a board’s policy in response to liquidity risk
Effectiveness process in identifying, measuring, monitoring, and controlling
Interacting of management to changing market conditions
Development of contingency funding plans
Information system management
Comprehensive and effective internal audit coverage