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Systemic Liquidity Risk Management Through Macro-Prudential Instruments

Author

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  • POSTOLACHE, Victoria

    (State University ―”Alecu Russo”, Faculty for Exact, Economic and Natural Science, Balti, Republic of Moldova)

Abstract

This article focuses on problems regarding the effective management of bank liquidity risk in terms of systemic vulnerability of the banking sector. The necessity for an efficient management of systemic liquidity risk is conditioned on problems that faced to banks in providing sufficient liquidity to its business. In such circumstances it is necessary to identify not only macro-prudential instruments that would mitigate systemic liquidity risk, but also their role in an effective managing. The article includes the assessment of macro-prudential instruments for the management of systemic liquidity risk in correlation with warning methods for this risk occurrence.

Suggested Citation

  • POSTOLACHE, Victoria, 2018. "Systemic Liquidity Risk Management Through Macro-Prudential Instruments," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 6(1), pages 101-107, October.
    • Handle: RePEc:vls:rojfme:v:6:y:2018:i:1:p:101-107
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    More about this item

    Keywords

    systemic liquidity risk; commercial bank; macro-prudential tools; bank management;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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