Results 21 to 30 of about 5,753 (303)

Factors affecting bank liquidity during times of crisis: Evidence from European countries [PDF]

open access: yesBanks and Bank Systems
Type of the article: Research Article AbstractBank liquidity is a critical determinant of financial stability, particularly during periods of economic and geopolitical uncertainty.
Monia Chikhaoui
doaj   +1 more source

Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets

open access: yesRisks, 2021
The paper presents an alternative approach to measuring systemic illiquidity applicable to countries with frontier and emerging financial markets, where other existing methods are not applicable.
Ewa Dziwok, Marta A. Karaś
doaj   +1 more source

Post-Crisis Bank Liquidity Risk Management Disclosure [PDF]

open access: yesSSRN Electronic Journal, 2010
Purpose – This work seeks to investigate post-crisis measures banks have adopted in a bid to manage liquidity risk. It is based on the fact that the financial liquidity market was greatly affected during the recent economic turmoil and financial meltdown.
openaire   +4 more sources

Analysis of the Role of Central Bank in Reducing the Probability of Liquidity Risk in the Banking System of Iran [PDF]

open access: yesFaslnāmah-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
doaj  

Interaction between liquidity risk and bank solvency, a crucial effect in a framework of simultaneous equations [PDF]

open access: yesFinancial 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
doaj   +1 more source

Liquidity Risk Drivers and Bank Business Models

open access: yesRisks, 2019
This paper examines the bank liquidity risk while using a maturity mismatch indicator of loans and deposits (LTDm) during a specific period. Core banking activities that are based on the process of maturity transformation are the most exposed to ...
Simona Galletta, Sebastiano Mazzù
doaj   +1 more source

Network Relationship between Commercial Bank Liquidity Indicators and Various Indicators—Based on Bayesian Network [PDF]

open access: yesMATEC Web of Conferences, 2019
Draining liquidity is one of the main reasons for the financial crisis. Therefore, exploring the link between various indicators of banks and bank liquidity has great significance for studying bank liquidity risk.
Gou Shangde, Wen Bohui, Kong Qingxin
doaj   +1 more source

Fama–French–Carhart Factor-Based Premiums in the US REIT Market: A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to 2020

open access: yesInternational Journal of Financial Studies, 2023
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market.
Mohammad Sharik Essa, Evangelos Giouvris
doaj   +1 more source

NATIONAL BANK OF ROMANIA MONETARY POLICY TRANSMISSION MECHANISM DURING THE CRISIS [PDF]

open access: yesAnalele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2015
Before the crisis, investments and foreign capital were injected in the Romanian economy. External financing has led to the emergence of a trend in the reduction of interest rates on credits and deposits and average interbank rate.
DIACONESCU DIANA RALUCA   +1 more
doaj  

Funding liquidity and bank lending

open access: yesCogent Economics & Finance, 2020
We investigate how funding liquidity affects the bank lending using a large sample of US bank holding companies. We document a consistent evidence of a lower loan growth for banks that rely more on deposits.
Dung Viet Tran
doaj   +1 more source

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