The article looks at how different factors like bank size and business model affect liquidity risk in European banks after the 2007-2009 financial crisis. They used a method called the generalized method of moment two-step estimator to analyze data from 2011 to 2017. The study found that larger banks have higher liquidity risk, while having more capital doesn't necessarily reduce this risk. Additionally, savings banks face higher liquidity risk with income diversification, while investment banks relying on non-deposit funding have lower exposure to liquidity risk.