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Liquidity Measurement and Management in the SEACEN Countries

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  • Tientip Subhanij

Abstract

Many past financial episodes have highlighted the importance of liquidity for the well-functioning of the financial system. The recent global financial crisis which was unprecedented in scale and scope is no different. A well known reason for the severity of the crisis lies in the propagation of original shock that is compounded by extreme bank funding fragility, forcing fire sales across all markets. The funding of some banks has shifted towards a greater dependence on the capital markets. These wholesale funding sources such as commercial papers, repurchase agreements, and other commercial money market instruments, as the recent financial crisis illustrates, tend to be more volatile than traditional retail deposits and may pose additional challenges to liquidity risk management which is important for the long-run viability of a bank.

Suggested Citation

  • Tientip Subhanij, 2010. "Liquidity Measurement and Management in the SEACEN Countries," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp81, April.
  • Handle: RePEc:sea:rstudy:rp81
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    File URL: http://www.seacen.org/GUI/pdf/publications/research_proj/2010/RP81/RP81_complete.pdf
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    Cited by:

    1. Reza Siregar & Lim, C.S. Vincent, 2011. "Living with Macro-financial Linkages: Policy Perspectives and Challenges for SEACEN Countries," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp79.

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