TY - CHAP AB - Abstract This chapter surveys papers and the related literature on the relationship between banks’ creditor structure and bank risk during the period of liquidity crises. Departing from the conventional banking literature, which points to deteriorating asset quality to be the culprit for the amplified bank risk in the midst of financial crises, the studies in the aftermath of the global financial crisis look into the liability side of the bank balance sheet as a potential source for the augmented bank risk during the financial crisis when there is a liquidity contraction. Recent studies theorize and provide empirical evidence that banking institutions with a greater share of large lenders and an economy with high noncore bank liabilities in the banking sector may experience heightened bank risk or country risk. We also search for policy implications from this survey. VL - 14 SN - 978-1-78350-170-0, 978-1-78350-171-7/1569-3767 DO - 10.1108/S1569-3767(2013)0000014017 UR - https://doi.org/10.1108/S1569-3767(2013)0000014017 AU - Park Jungsoo AU - Shin Hyun-Han AU - Ho Suh Jeong PY - 2013 Y1 - 2013/01/01 TI - Bank creditor structure and bank risk during liquidity crises: A survey with policy implications T2 - Global Banking, Financial Markets and Crises T3 - International Finance Review PB - Emerald Group Publishing Limited SP - 433 EP - 447 Y2 - 2024/03/29 ER -