Liquidity Risk Monitoring Framework: A Supervisory Tool
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References listed on IDEAS
- Alejandro Gaytán & Christian A. Johnson, 2002. "A Review of the Literature on Early Warning Systems for Banking Crises," Working Papers Central Bank of Chile 183, Central Bank of Chile.
- Tapking, Jens & Eisenschmidt, Jens, 2009. "Liquidity risk premia in unsecured interbank money markets," Working Paper Series 1025, European Central Bank.
- Eric Santor, 2003. "Banking Crises and Contagion: Empirical Evidence," Staff Working Papers 03-1, Bank of Canada.
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- Claudia Curi & Paolo Guarda & Ana Lozano-Vivas & Valentin Zelenyuk, 2011.
"Is foreign-bank efficiency in financial centers driven by homecountry characteristics?,"
BCL working papers
68, Central Bank of Luxembourg.
- Valentin Zelenyuk & Claudia Curi & Paolo Guarda & Ana Lozano-Vivas, 2011. "Is foreign-bank efficiency in financial centers driven by home-country characteristics?," CEPA Working Papers Series WP022011, School of Economics, University of Queensland, Australia.
More about this item
KeywordsLiquidity risk; Stress-test; Banking sector; Prudential supervision; Scoring system; Off-site supervision;
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-02-20 (All new papers)
- NEP-BAN-2010-02-20 (Banking)
- NEP-MAC-2010-02-20 (Macroeconomics)
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