And they may not have fully explored scenarios in which  3  Evan Gatev, Til Schuermann, and Philip E. Strahan (2006), "Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions", NBER Working Paper 12234. See also Evan Gatev and Philip E. Strahan (2006), "Banks' Advantage in Hedging Liquidity Risks: Theory and Evidence from the Commercial Paper Market", Journal of Finance, vol.
61(2), pp. 867–892. BIS Review 26/2008  3  problems with these vehicles could have ramifications for the bank, such as the need to provide liquidity support to the vehicle or to incorporate some of the vehicle's assets onto the bank's balance sheet.