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Oditor, 2018 Liquidity manifests itself as the ability of a, to have, at its disposal, sufficient working capital to continue with its current business activities. Liquidity risk is among leading financial risks in banking and it is extremely important because the ...
Tadić Anđelko
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Determinants of liquidity risk: Empirical evidence from Indian commercial banks [PDF]
Banks and Bank Systems, 2023 Liquidity risk is a significant financial threat that must be handled carefully. Underestimation or mismanagement of liquidity risk may lead to severe financial losses or even bank failures.
Tisa Maria Antony
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Liquidity Risk and Asset Pricing in Pakistan Stock Exchange
JISR Management and Social Sciences & Economics, 2021 This paper empirically investigates the impact of liquidity risk on stock returns in Pakistan and determines investors’ attitude under bull and bear market conditions. Specifically, the liquidity adjusted capital asset pricing model(CAPM) is modified by
Abdul Rashid, Asma Aib
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Pervasive Liquidity Risk [PDF]
SSRN Electronic Journal, 2002 While there is no equilibrium framework for defining liquidity risk per se, several plausible arguments suggest that liquidity risk is pervasive and thus may be priced. For example, market frictions increase the cost of hedging strategies requiring frequent portfolio rebalancing.
Eckbo, B. Espen, Norli, Øyvind
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Corporate Bond Pricing Model with Interaction between Liquidity and Credit Risk
Complexity, 2022 This study derives a liquidity and credit risk-adjusted capital asset pricing model and investigates the model using the data set in China's corporate bond market.
Zijian Wu, Baochen Yang, Yunpeng Su
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Latency and Liquidity Risk [PDF]
SSRN Electronic Journal, 2019 Latency (i.e. time delay) in electronic markets affects the efficacy of liquidity taking strategies. During the time liquidity, takers process information and send marketable limit orders (MLOs) to the exchange, the limit order book (LOB) might undergo updates, so there is no guarantee that MLOs are filled.
Cartea, A +2 more
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DeFi Lending Platform Liquidity Risk: The Example of Folks Finance
The Journal of The British Blockchain Association, 2023 Decentralised finance (DeFi) lending platforms may experience liquidity risk, which occurs when users are unable to withdraw their assets. Researchers and practitioners have found that the concentration of deposits among a small group of users is one of ...
Matthias Hafner +7 more
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Liquidity risk management [PDF]
Bankarstvo, 2014 Liquidity risk management is a major activity of every bank. To be able to honor its matured liabilities, a bank strives to provide and maintain the required level of liquidity on a daily basis.
Milošević Miloš
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Journal of Mathematics, 2021 This paper adopts the intelligent scheduling method to conduct an in-depth study and analysis on the optimization of financial asset liquidity management model, elaborates and analyzes the liquidity risk management theory of commercial banks, and reviews
Yi Zhou, Weili Xia, Shengping Peng
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The Impact of Dividend Policy on Liquidity Risk Components Based on Covariance Decomposition [PDF]
تحقیقات مالی, 2023 Objective Corporate financial policies are used as tools to maximize shareholders’ wealth. Liquidity risk is one of the main systematic risks affecting the equity cost of capital.
Hamidreza Moazeni, Saeed Fathi
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