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Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis [PDF]
Journal of Financial Economics, 2020 We examine the microstructure of liquidity provision in the COVID-19 corporate bond liquidity crisis. During the two weeks leading up to Federal Reserve System interventions, volume shifted to liquid securities, transaction costs soared, trade-size pricing inverted, and dealers, particularly non-primary dealers, shifted from buying to selling, causing ...
O'Hara, Maureen, Zhou, Xing (Alex)
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Bank Liquidity and the Global Financial Crisis [PDF]
Journal of Applied Mathematics, 2012 We investigate the stochastic dynamics of bank liquidity parameters such as liquid assets and nett cash outflow in relation to the global financial crisis. These parameters enable us to determine the liquidity coverage ratio that is one of the metrics used in ratio analysis to measure bank liquidity.
Gideon, Frednard +3 more
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The liquidity crisis of trust [PDF]
Theoretical and Applied Economics, 2009 I believe that the only important hurdle on the path to global prosperity is represented by the old doctrines from which the mind of man cannot distance itself.
Marin Dinu
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LIQUIDITY RISK MANAGEMENT IN CRISIS CONDITIONS [PDF]
Annals of the University of Oradea: Economic Science, 2010 In order to measure the liquidity risk we have developed an analysis model, based on stress-testing scenarios, that shows the ability of the bank to face different types of liquidity crisis. The scenarios were designed for each balance sheet position for assets and liabilities: Ordinary Course of Business, Name Crisis (Mild Name Crisis and Severe Name ...
Mutu Simona, Matis Eugenia
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Financial Liquidity Management During Crisis
EUROPEAN RESEARCH STUDIES JOURNAL, 2022 PURPOSE: The aim of the article is to verify a hypothesis stating that financial security of companies has been significantly violated in the scope of economic crisis caused by COVID19 pandemics. It has been assumed that traditional indicators of financial liquidity have declined and establishing the scale of the phenomenon constitutes a scientific ...
Ludwiczak, Anna, Czarnecki, Maciej
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COVID-19 government grants, liquidity indicators and going concern uncertainty [PDF]
MAB, 2022 The purpose of this study is to enhance our understanding of the effect of the liquidity position on going concern reporting during the COVID-19 liquidity crisis.
Erwin Hardeman, Robert Bertrand
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Survey the Status of Capital Market Liquidity in Financial Crisis [PDF]
راهبرد مدیریت مالی, 2016 Liquidity is one of the desirable features of the competitive markets which can be defined as” the ability to buy and sell assets at the lowest possible cost and time. One of the key issues of investment is the amount of liquidity of assets. The present
Soheila Dehghankar, Amir Mohammad Zadeh
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Liquidity Risk of Conventional Banking: A Case of Pre- and Post-Financial Crisis-2008
JISR Management and Social Sciences & Economics, 2021 The global financial crisis had an enormous impact on financial institutions the world over, and Pakistan was never an exemption. Hence this paper investigates the post-financial crisis liquidity risk of conventional banks in Pakistan in consortium with
Muhammad Kashif Khan +3 more
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Quantifying nonlinear effects of BRIC and G4 liquidity on oil prices
Humanities & Social Sciences Communications, 2022 Research on oil prices has concentrated on demand and supply factors and has largely underestimated the importance of the financialization of commodities. To assess the impact of financial factors on oil prices, this article investigates the liquidity of
Zhiping Zhou, Xuan Zhang
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The Asian Liquidity Crisis [PDF]
, 1998 A country's financial system is internationally illiquid if its potential short-term obligations in foreign currency exceed the amount of foreign currency it can have access to in short notice. This condition may be necessary and sufficient for financial crises and/or exchange rate collapses (Chang and Velasco 1998a, b). In this paper we argue that the
Velasco, A., Chang, R.
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