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Liquidity risk management

Citations

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Cited by:

  1. Leo de Haan & Sarah Holton & Jan Willem van den End, 2021. "The impact of central bank liquidity support on banks’ sovereign exposures," Applied Economics, Taylor & Francis Journals, vol. 53(15), pages 1788-1806, March.
  2. Jean Tirole, 2011. "Illiquidity and All Its Friends," Journal of Economic Literature, American Economic Association, vol. 49(2), pages 287-325, June.
  3. Ahmed Arif & Ahmed Nauman Anees, 2012. "Liquidity risk and performance of banking system," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 20(2), pages 182-195, May.
  4. Osmani Teixeira de Carvalho Guillén & José Valentim Machado Vicente & Claudio Oliveira de Moraes, 2013. "Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime," Working Papers Series 334, Central Bank of Brazil, Research Department.
  5. Pagès, H., 2009. "Bank incentives and optimal CDOs," Working papers 253, Banque de France.
  6. Bernd Rudolph, 2010. "Die internationale Finanzkrise als Anstoß für Weiterentwicklungen im Risikocontrolling der Banken und für Reformen in der Bankregulierung," Schmalenbach Journal of Business Research, Springer, vol. 62(61), pages 122-149, January.
  7. Sonia Ondo-Ndong & Laurence Scialom, 2008. "Northern Rock: The anatomy of a crisis – the prudential lessons," Working Papers hal-04140736, HAL.
  8. Boikos, Spyridon & Bournakis, Ioannis & Christopoulos, Dimitris & McAdam, Peter, 2023. "Financial reforms and innovation: A micro–macro perspective," Journal of International Money and Finance, Elsevier, vol. 132(C).
  9. Farmer, J Doyne & Kleinnijenhuis, Alissa M & Nahai-Williamson, Paul & Wetzer, Thom, 2020. "Foundations of system-wide financial stress testing with heterogeneous institutions," Bank of England working papers 861, Bank of England.
  10. Sekoni, Abiola, 2015. "The Basic Concepts and Feature of Bank Liquidity and Its Risk," MPRA Paper 67389, University Library of Munich, Germany.
  11. Robin Dottling, 2018. "Bank Capital Regulation in a Zero Interest Environment," Tinbergen Institute Discussion Papers 18-016/IV, Tinbergen Institute, revised 11 Oct 2019.
  12. Simplice A. Asongu, 2013. "Post‐crisis bank liquidity risk management disclosure," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 5(1), pages 65-84, April.
  13. Li, Boyao & Xiong, Wanting & Chen, Liujun & Wang, Yougui, 2017. "The impact of the liquidity coverage ratio on money creation: A stock-flow based dynamic approach," Economic Modelling, Elsevier, vol. 67(C), pages 193-202.
  14. de Haan, Leo & van den End, Jan Willem, 2013. "Bank liquidity, the maturity ladder, and regulation," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3930-3950.
  15. Diamond, D.W. & Kashyap, A.K., 2016. "Liquidity Requirements, Liquidity Choice, and Financial Stability," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2263-2303, Elsevier.
  16. Sonia Ondo Ndong & Laurence Scialom, 2009. "Northern Rock: The Anatomy of a Crisis—The Prudential Lessons," Palgrave Macmillan Books, in: Robert R. Bliss & George G. Kaufman (ed.), Financial Institutions and Markets, chapter 3, pages 51-74, Palgrave Macmillan.
  17. Rötheli, Tobias F., 2010. "Causes of the financial crisis: Risk misperception, policy mistakes, and banks' bounded rationality," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 39(2), pages 119-126, April.
  18. lim, yu zhi, 2017. "Empirical Evidence of Risk and Performance: Top Glove Corporation Berhad," MPRA Paper 78457, University Library of Munich, Germany.
  19. Martin Hodula & Zlatuše Komárková & Lukáš Pfeifer, 2021. "The relationship between capital and liquidity prudential instruments," Journal of Regulatory Economics, Springer, vol. 59(1), pages 47-70, February.
  20. Döttling, Robin, 2023. "Bank Capital Regulation in a Zero Interest Environment," OSF Preprints 9dxzf, Center for Open Science.
  21. Hafiz Waqas Kamran & Abdelnaser Omran & Shamsul Bahrain Mohamed-Arshad, 2019. "Risk Management, Capital Adequacy and Audit Quality for Financial Stability: Assessment from Commercial Banks of Pakistan," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(6), pages 654-664, June.
  22. Mark A. Carlson & Burcu Duygan-Bump & William R. Nelson, 2015. "Why Do We Need Both Liquidity Regulations and a Lender of Last Resort? A Perspective from Federal Reserve Lending during the 2007-09 U.S. Financial Crisis," Finance and Economics Discussion Series 2015-11, Board of Governors of the Federal Reserve System (U.S.).
  23. Harald Benink, 2020. "Global Bank Capital and Liquidity after 30 Years of Basel Accords," JRFM, MDPI, vol. 13(4), pages 1-12, April.
  24. Pagès, Henri, 2013. "Bank monitoring incentives and optimal ABS," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 30-54.
  25. Nicolas Moumni & Benaissa Nahhal, 2014. "Impact of Liquidity Level on the Monetary Policy Transmission Effectiveness of the Moroccan Central Bank (Bank Al Maghrib)," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 801-818.
  26. Enisse Kharroubi & Edouard Vidon, 2009. "Liquidity, Moral Hazard, and Interbank Market Collapse," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 51-86, December.
  27. Ahmadyan , Azam, 2017. "Measuring Liquidity Risk Management and Impact on Bank Performance in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(3), pages 295-315, July.
  28. Farmer, J. Doyne & Goodhart, C. A. E. & Kleinnijenhuis, Alissa M., 2021. "Systemic implications of the bail-in design," LSE Research Online Documents on Economics 111903, London School of Economics and Political Science, LSE Library.
  29. Hafiz Waqas Kamran & Abdelnaser Omran & Shamsul Bahrain Mohamed-Arshad, 2019. "Risk Management, Capital Adequacy and Audit Quality for Financial Stability: Assessment from Commercial Banks of Pakistan," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(6), pages 654-664.
  30. repec:sgm:jbfeuw:v:2:y:2015:i:4:p:14 is not listed on IDEAS
  31. Felicia Ramona Birău, 2012. "The Implications Of Liquidity Crises In The Context Of Emerging Capital Market," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(18), pages 189-193, April.
  32. de Haan, Leo & van den End, Jan Willem, 2013. "Bank liquidity, the maturity ladder, and regulation," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3930-3950.
  33. William A. Allen, 2015. "Asset choice in British central banking history, the myth of the safe asset, and bank regulation," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(4), pages 18-31, June.
  34. Sekoni, Abiola, 2015. "Germane Issues and Physiognomies of Bank Liquidity Risk," MPRA Paper 67399, University Library of Munich, Germany.
  35. Cabrera, Matias & Dwyer, Gerald P. & Nieto, Maria J., 2018. "The G-20′s regulatory agenda and banks’ risk," Journal of Financial Stability, Elsevier, vol. 39(C), pages 66-78.
  36. Mark Mink, 2011. "Procyclical Bank Risk-Taking and the Lender of Last Resort," DNB Working Papers 301, Netherlands Central Bank, Research Department.
  37. Kolozsi, Pál Péter & Horváth, Gábor, 2020. "Mennyit ér a likviditás?. A magyar bankrendszer likviditáskeresleti függvényének becslése [How much are reserves worth? Estimating interbank liquidity demand in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 113-139.
  38. Nikolaou, Kleopatra, 2009. "Liquidity (risk) concepts: definitions and interactions," Working Paper Series 1008, European Central Bank.
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