Results 21 to 30 of about 20,477 (309)
A Liquidity Shortfall Analysis Framework for the European Banking Sector
Mathematics, 2020 This paper presents an analytical framework for the identification of vulnerabilities arising from the liquidity and funding profile of banks. It is composed of two pillars—estimation of liquidity needs and the counterbalancing capacity of the total ...
Oana-Maria Georgescu +3 more
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Bank Profitability Analysis: the Role of Liquidity, Company Size, Asset Quality and Leverage
Matrik, 2023 Banks are one of the most important sectors for a country’s economic growth, so banks must be appropriately managed. The success of bank management is reflected in resulting profitability. This research aims to analyse the effect of liquidity, firm size,
Ulil Hartono, Desi Nurvitasari
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Theoretical analysis on Asset-Liability Management of liquidity risk: the case of Islamic banks [PDF]
SHS Web of Conferences, 2021 The main objective of this research is to identify and review all the studies conducted to investigate the relationship between liquidity risk and Asset-Liability Management in Islamic banks.
Ait Malhou Fatima, Maimoun Ahmed
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Jurnal Ilmu Keuangan dan Perbankan, 2017 Liquidity, debtratiosandreturns onasset are importantin a company. Liquidity, debt ratio and return on assets can give a company's financial condition.
Karlina Yulia Ningsih
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Asset Auctions, Information, and Liquidity [PDF]
SSRN Electronic Journal, 2010 A model is presented of a uniform price auction where bidders compete in demand schedules; the model allows for common and private values in the absence of exogenous noise. It is shown how private information yields more market power than the levels seen with full information.
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Investigating the Relationship between Liquidity Risk, Asset Quality, and Financing in Islamic and Conventional Banking Systems, Using PCSE and FGLS Models [PDF]
Journal of Asset Management and Financing, 2019 Objective: Every banking system, whether Islamic or conventional, faces a wide range of risks, among which liquidity risk seems to be one of the most substantial.
mohammad nadiri +2 more
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INVESTING WITH LIQUID AND ILLIQUID ASSETS
Mathematical Finance, 2014 AbstractWe find optimal trading policies for long‐term investors with constant relative risk aversion and constant investment opportunities, which include one safe asset, liquid risky assets, and an illiquid risky asset trading with proportional costs.
Bichuch M, Guasoni P
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A closed-form pricing formula for European options in an illiquid asset market
Financial Innovation, 2022 This article addresses the problem of pricing European options when the underlying asset is not perfectly liquid. A liquidity discounting factor as a function of market-wide liquidity governed by a mean-reverting stochastic process and the sensitivity of
Puneet Pasricha +2 more
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Liquidity-adjusted CAPM — An empirical analysis on Indian stock market
Cogent Economics & Finance, 2019 This article examines the impact of various sources of systematic liquidity risk and idiosyncratic liquidity risk on expected returns in the Indian stock market.
Gaurav Kumar, Arun Kumar Misra
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Borsa Istanbul Review, 2019 This paper investigates the effect of liquidity risk on asset returns in an emerging market, Borsa Istanbul, under the LCAPM framework. The results suggest that including illiquidity betas to the CAPM model contribute the explanation power of systematic ...
Erdinç Altay, Seda Çalgıcı
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