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Ekonomski Vjesnik, 2023 Purpose: The aim of this study is to investigate the effects of liquidity management on the profitability of small and medium-sized Croatian enterprises during the economic crisis of 2008 and the crisis caused by COVID-19 and provide empirical evidence ...
Melita Cita +2 more
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Journal the Winners, 2020 The purpose of the research was to analyse the effect of liquidity, ownership, and global financial crisis on Indonesian Banking profitability. The research focused on conventional bank exclude sharia-bank and rural bank/BPR, owned by foreign-party ...
Agustinus Winoto, Yosman Bustaman
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Pricing Corporate Bonds with Credit Risk, Liquidity Risk, and Their Correlation
Discrete Dynamics in Nature and Society, 2021 This paper proposes a generalized bond pricing model, accounting for all the effects of credit risk, liquidity risk, and their correlation. We use an informed trading model to specify the bond liquidity payoff and analyze the sources of liquidity risk ...
Xinting Li +3 more
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Bank partnership and liquidity crisis
Journal of Banking & Finance, 2020 Abstract This study empirically investigates the relationship between banking integration and liquidity management. To measure banks’ connectivity, we use the number of partnerships proxied via the syndicated loan arrangements in which they serve as lead arrangers.
Seungho Choi +3 more
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Investigating the Simultaneous Implementation of the Regulatory Capital and Liquidity Requirements in Iranian Banks [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2021 The financial crisis of 2007-2009 led to the redoubled attention of international institutions to the issue of banking regulation. In this regard, the Basel Committee to exercise effective banking supervision reviewed and introduced new standards and ...
Reza Tehrani +3 more
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Interaction between liquidity risk and bank solvency, a crucial effect in a framework of simultaneous equations [PDF]
Financial Markets, Institutions and Risks, 2023 The “2008-09” global financial crisis has underlined that the interaction between liquidity risk and bank solvency forms an important factor that makes banks particularly vulnerable to a global crisis.
Azzaoui Khaled +2 more
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Trade Finance In A Liquidity Crisis [PDF]
, 2009 The paper discusses the reasons for supporting international trade finance during a liquidity crisis. Targeted interventions are justified when prices are rigid and sellers insist on immediate payment due to fears of strategic default. In this case, buyers who reject the seller's offer fail to internalize the seller's benefit from additional liquidity.
Tore Ellingsen +3 more
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Analysis of the Role of Central Bank in Reducing the Probability of Liquidity Risk in the Banking System of Iran [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2015 Bank liquidity increases the ability of banks in case of suddenly decreasing deposits and for the purpose of credit financing. The central bank as a policy-maker institution can play an important role in preventing a liquidity crisis, when the banks ...
azam ahmadyan, mehran kyanvand
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Understanding liquidity and credit risks in the financial crisis [PDF]
Journal of Empirical Finance, 2011 This paper develops a structured dynamic factor model for the spreads between London Interbank Offered Rate (LIBOR) and overnight index swap (OIS) rates for a panel of banks. Our model involves latent factors which reflect liquidity and credit risk.
Gefang, Deborah +2 more
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Liquidity Risk Sensitivity of Czech Commercial Banks
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2014 The recent financial crisis has shown that a liquidity risk plays an important role in the current developed financial system. One of the efficient tools of liquidity risk management is stress testing which can show banks their potential vulnerability to
Pavla Vodová
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