A bank's liquidity is measured through the amount of cash or other assets it has that can be easily converted to cash in order to meet its short-term obligations. These obligations might include paying day-to-day operational expenses or funding the settlement of the financial liabilities on its balance sheet. Liquidity risk is when a bank runs out of cash or readily converted assets and cannot access further funding at a reasonable cost. This means a bank may not be able to meet the demand of the provider of funding. For example, depositors withdrawing significant amounts of deposit funding might result in a reduction in the levels of liquid assets to the point where further withdrawals of customers deposits may not be able to be met. Funding comes from a variety of sources and the mix of funding will be driven by what type of bank it is. Funding sources also differ in their stability, which relates to how quickly a funding provider could withdraw the funding and maturity. In other words, the length of time until the bank expects to have to repay that funding. Liquidity risk is not given as much prominence under Basel III as credits, markets and operational risk, but is often the fundamental reason why some banks end up going bankrupt.