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Liquidity (risk) concepts: definitions and interactions

Citations

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Cited by:

  1. repec:fip:fedhep:y:2013:i:qii:p:30-46:n:vol.37no.2 is not listed on IDEAS
  2. Huang, Sherena S., 2024. "Liquidity dynamics between virtual and equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  3. Mr. Daniel C Hardy & Philipp Hochreiter, 2014. "A Simple Macroprudential Liquidity Buffer," IMF Working Papers 2014/235, International Monetary Fund.
  4. Hafiz Waqas Kamran & Dr. Shamsul Bahrain bin Mohamed Arshad & Dr. Abdelnaser Omran, 2019. "Liquidity Risk Management in Banking Sector under the Shadow of Systematic Risk and Economic Dynamics in Pakistan," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), vol. 7(2), pages :167-183, June.
  5. Sekoni, Abiola, 2015. "The Basic Concepts and Feature of Bank Liquidity and Its Risk," MPRA Paper 67389, University Library of Munich, Germany.
  6. Adam Gersl & Zlatuse Komarkova & Lubos Komarek, 2016. "Liquidity Stress Testing with Second-Round Effects: Application to the Czech Banking Sector," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 32-49, February.
  7. Ulrich Krüger & Christoph Roling & Leonid Silbermann & Lui-Hsian Wong, 2025. "Bank’s strategic interaction, adverse price dynamics and systemic liquidity risk," Journal of Banking Regulation, Palgrave Macmillan, vol. 26(1), pages 1-24, March.
  8. Fazelina Sahul Hamid, 2013. "The Effect of Reliance on International Funding on Banking Fragility: Evidence from East Asia," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 7(1), pages 29-60, February.
  9. Winnie Wambui Mwangi & Dr Joshua Bosire Ong'era & Dr Joshua Matanda, 2022. "Financial Risk And Financial Performance Of Commercial Banks Listed In The Nairobi Securities Exchange In Kenya," International Journal of Finance and Accounting, IPRJB, vol. 7(4), pages 1-17.
  10. Jonathan Fullwood & Daniele Massacci, 2018. "Liquidity resilience in the UK gilt futures market: evidence from the order book," Bank of England working papers 744, Bank of England.
  11. Leow, Maggi, 2026. "The Determinants of Financial Risk Performance of Target Corporation In United States," MPRA Paper 127634, University Library of Munich, Germany.
  12. Rodica Hincu & Florin-Marian Buhociu & Marcelina Rosca, 2016. "The Contribution of Banks towards the Formation of Capital Market Liquidity: the Case of Moldova," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 282-290.
  13. R. Rupeika-Apoga & S.H. Zaidi & Y.E. Thalassinos & E.I. Thalassinos, 2018. "Bank Stability: The Case of Nordic and Non-Nordic Banks in Latvia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 39-55.
  14. David A. Marshall & Robert Steigerwald, 2013. "The role of time-critical liquidity in financial markets," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 37(Q II), pages 30-46.
  15. Diana Bonfim & Moshe Kim, 2012. "Liquidity risk in banking: is there herding?," Working Papers w201218, Banco de Portugal, Economics and Research Department.
  16. Hertrich, Markus, 2015. "Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets," MPRA Paper 67837, University Library of Munich, Germany.
  17. 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.
  18. Jeff W. Huther & Jane E. Ihrig & Elizabeth C. Klee, 2017. "The Federal Reserve's Portfolio and its Effect on Interest Rates," Finance and Economics Discussion Series 2017-075, Board of Governors of the Federal Reserve System (U.S.).
  19. Monostori, Zoltan, 2012. "Magyar szuverén fix kamatozású forintkötvények hozamdekompozíciója [Decomposition of the five-year Hungarian sovereign fixed income forint yields]," MPRA Paper 54253, University Library of Munich, Germany, revised Sep 2012.
  20. John Nkwoma Inekwe & Yi Jin & Maria Rebecca Valenzuela, 2018. "Global financial network and liquidity risk," Australian Journal of Management, Australian School of Business, vol. 43(4), pages 593-613, November.
  21. Carmela D’Avino & Eric Girardin & Mimoza Shabani, 2022. "Bank liquidity creation: A new global dataset for developing and emerging countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(2), pages 529-570, May.
  22. Buschmann, Christian & Schmaltz, Christian, 2017. "Sovereign collateral as a Trojan Horse: Why do we need an LCR+," Journal of Financial Stability, Elsevier, vol. 33(C), pages 311-330.
  23. Adrian Kollar, 2024. "Payment Liquidity in the Light of Changes in the Central Bank Toolkit," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 23(1), pages 76-105.
  24. Philippe Durand & Yalin Gündüz & Isabelle Thomazeau, 2013. "Estimating Endogenous Liquidity Using Transaction and Order Book Information," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 8, pages 181-200, Palgrave Macmillan.
  25. repec:ers:journl:v:vi:y:2018:i:2:p:39-55 is not listed on IDEAS
  26. Sanvi Avouyi-Dovi & Julien Idier., 2010. "Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market," Working papers 278, Banque de France.
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