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Market liquidity risk: an overview [PDF]
SSRN Electronic Journal, 2009 Market liquidity is the ease of trading an asset. Its risk is the potential loss, because a security can only be traded at high or prohibitive costs. While the omnipresence and importance of market liquidity is widely acknowledged, it has long remained a
Kaserer, Christoph, Stange, Sebastian
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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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POLICIES OF THE COMMERCIAL BANKS LIQUIDITY MANAGEMENT IN THE CRISIS CONTEXT [PDF]
Annals of the University of Oradea: Economic Science, 2009 The article focuses on liquidity management in Commercial Banks, and presents the steps that a good management has to follow to ensure that the position of the bank is not put into jeopardy following a lack of liquidity.
Paun Dragos, Trenca Ioan
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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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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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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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Research on Liquidity Risk Management of Commercial banks under the impact of Fed rate hike [PDF]
SHS Web of Conferences, 2023 Liquidity risk refers to the risk of insolvency, credit decline, market value decline and other consequences that commercial banks cannot obtain enough working capital when paying debts or maintaining business operations.
Duan Xiaolong
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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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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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