IDEAS home Printed from https://ideas.repec.org/a/fip/fedhei/y2000iaprnsr-00-5.html

The changing character of liquidity and liquidity risk management: a regulator's perspective

Author

Listed:
  • Paul A. Decker

Abstract

No abstract is available for this item.

Suggested Citation

  • Paul A. Decker, 2000. "The changing character of liquidity and liquidity risk management: a regulator's perspective," Emerging Issues, Federal Reserve Bank of Chicago, issue Apr.
    • Handle: RePEc:fip:fedhei:y:2000:i:apr:n:sr-00-5
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Georgi Petrov Georgiev, 2012. "Practical aspects in measuring and monitoring the liquidity risk pursuant to the Basel III international framework," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 144-164.
    2. Panetta, I. C. & Porretta, P., 2009. "Il rischio di liquidità: regolamentazione e best practice [Liquidity Risk: Supervisory Models and Best Practices]," MPRA Paper 36358, University Library of Munich, Germany.
    3. Mohd Afandi Abu Bakar & Noormahayu Mohd Nasir & Farrah Dina Abd Razak & Nor Samsinar Kamsi & Abdul Malek A. Tambi, 2017. "Liquidity Management and The Islamic Bank Financing Constraints," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 7(12), pages 127-138, December.
    4. Richard Charmler & Alhassan Musah & Evans Akomeah & Erasmus Dodzi Gakpetor, 2018. "The Impact of Liquidity on Performance of Commercial Banks in Ghana," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 4(4), pages 78-90, December.
    5. Xiaole Tong & Jingfei Wang, 2023. "Does the Development of Money Market Funds in China Increase the Bank Liquidity Risk?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(1), pages 1-7.

    More about this item

    Keywords

    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedhei:y:2000:i:apr:n:sr-00-5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Lauren Wiese (email available below). General contact details of provider: https://edirc.repec.org/data/frbchus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.