У статті досліджується зв’язок між двома основними видами ризику в банківському секторі: ризиком ліквідності і кредитним ризиком. Беручи за основу новітню вибірку українських банків за період із І кварталу 2009 року до IV кварталу 2015 року, ми задокументували пряму залежність кредитного ризику від ризику ліквідності. Відповідно до наших висновків банки з великою питомою вагою безнадійних кредитів можуть виявитися неспроможними задовольнити потреби вкладників, які зніматимуть кошти. Це може зменшити обсяги руху коштів та спричинити знецінення кредитних активів і, як наслідок, підвищити ризик ліквідності. Ми виявили, що така пряма залежність між кредитним ризиком і ризиком ліквідності більше виражена в банках з іноземним капіталом та великих банках. Отримані результати також підтверджуються, якщо ми використовуємо альтернативні індикатори рівня банківських ризиків.
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