Results 91 to 100 of about 245,707 (324)
Basel III Liquidity Risk Measures and Bank Failure
Basel III banking regulation emphasizes the use of liquidity coverage and nett stable funding ratios as measures of liquidity risk. In this paper, we approximate these measures by using global liquidity data for 391 hand-selected, LIBOR-based, Basel II ...
L. N. P. Hlatshwayo+3 more
doaj +1 more source
Current trends in single‐cell RNA sequencing applications in diabetes mellitus
Single‐cell RNA sequencing is a powerful approach to decipher the cellular and molecular landscape at a single‐cell resolution. The rapid development of this technology has led to a wide range of applications, including the detection of cellular and molecular mechanisms and the identification and introduction of novel potential diagnostic and ...
Seyed Sajjad Zadian+6 more
wiley +1 more source
Understanding Liquidity and Credit Risks in the Financial Crisis [PDF]
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.
Deborah Gefang+2 more
core +3 more sources
Liquidity Risk Management in Islamic Banking: Comparative Analysis with SUR Methodology for Turkey
Participating banks, emerged as a complementary element in the Turkish financial system since mid-1980s, are continuously increasing their value added to the Turkish banking sector.
Necla Ilter Kucukcolak+2 more
doaj +1 more source
Functional parameters of spermatozoa obtained by a new selection device
This study compares density gradient centrifugation and the LensHooke CA0™ device for sperm separation. DGC requires multiple steps, specialized equipment, and technical expertise. In contrast, the CA0 device offers key practical and methodological advantages, resulting in a faster, simpler, and more affordable sperm selection method.
Julio C. Chávez+8 more
wiley +1 more source
Using machine learning for detecting liquidity risk in banks
The accurate classification of banks’ Liquidity Risk (LR) for regulatory supervision is hindered by limitations in the measures, such as Minimum Liquid Assets (MLA), Net-Stable Funding Ratio (NSFR), and Liquidity Coverage Ratio (LCR).
Rweyemamu Ignatius Barongo+1 more
doaj
Pricing quanto options with market liquidity risk. [PDF]
Gao R, Bai Y.
europepmc +1 more source
Liver‐specific lncRNAs associated with liver cancers
Long non‐coding RNAs (lncRNAs) are regulatory molecules with various functions. They are more tissue‐specific than proteins and can be used as potential biomarkers, particularly in cancer diagnostics and prognosis. In this review, we have systematically compiled all lncRNAs with exclusive expression in the human liver, verified their liver specificity ...
Olga Y. Burenina+3 more
wiley +1 more source
European Option Pricing with Liquidity Shocks
We study the valuation and hedging problem of European options in a market subject to liquidity shocks. Working within a Markovian regime-switching setting, we model illiquidity as the inability to trade.
Henderson V.+4 more
core +1 more source
Funding Liquidity Risk, Bank-Specific Variables And Profitability Of Islamic Rural Banks
This research investigates the impact of funding liquidity risk and some bank-specific variables on the profitability of Islamic rural banks in Indonesia, for the case of Islamic rural banks located on Sumatera Island.
Nurain Jusuf, Agus Widarjono
doaj +1 more source