A nice compilation of sources and a comment by Rajiv Sethi you will find here. For the straight entrance look below:
Financial Intermediation, Loanable Funds and the Real Sector by Holmstrom and Tirole
The Limits of Arbitrage by Shleifer and Vishny
Understanding Financial Crises by Allen and Gale
Credit-Worthiness Tests and Interbank Competition by Broeker
Credit Cycles by Kiyotaki and Moore
The Leverage Cycle by Geanakoplos
Collective Moral Hazard, Maturity Mismatch and Systemic Bailouts by Farhi and Tirole
Liquidity and Leverage by Adrian and Shin
Market Liquidity and Funding Liquidity by Brunnermeir and Pedersen
Outside and Inside Liquidity by Bolton, Santos and Scheinkman
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