Results 211 to 220 of about 8,018 (261)
Stranded assets in European agriculture during food system transformations. [PDF]
Nat FoodKortleve AJ +5 more
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Integrated Symbiotic Pleiotropy: Long Non-Coding RNAs and Disordered Proteins Interweaving the Functional Layers of the Eukaryotic Cell. [PDF]
Int J Mol SciDaskalova E +3 more
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Inclusive leadership and financial-marketing decision-making in crises: gender diversity and brand resilience. [PDF]
Front PsycholJaveed A +3 more
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Predictors of rural hospital closures in the United States: a systematic review and call for AI-driven early warning systems. [PDF]
BMC Health Serv ResBalakrishnan K +5 more
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Volume, liquidity, and liquidity risk☆
Journal of Financial Economics, 2007Abstract Many classes of microstructure models, as well as intuition, suggest that it should be easier to trade when markets are more active. In the data, however, volume and liquidity seem unrelated over time. This paper offers an explanation for this fact based on a simple frictionless model in which liquidity reflects the average risk-bearing ...
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Financial Analysts Journal, 2003 During the turmoil in financial markets in late 1998, financial institutions attempting to liquidate positions to meet capital requirements may have faced unexpectedly high bid-ask spreads. In this paper, we investigate the effect on key risk measures (such as the likelihood of insolvency, value at risk, and expected tail loss) of spreads that are ...
Alexandre ZIEGLER, Darrell DUFFIE
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Monash Business Review, 2008
Recent credit crises have demonstrated that liquidity is a fundamental cause of economic shocks, say Anthony Asher, Simon Webb and Andrew Doughman, who suggest that actuaries can play a vital role in finding solutions for liquidity risk.This is an edited extract of a paper that was prepared for the Institute of Actuaries of Australias (Institute) 4th ...
Asher, Anthony +2 more
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Recent credit crises have demonstrated that liquidity is a fundamental cause of economic shocks, say Anthony Asher, Simon Webb and Andrew Doughman, who suggest that actuaries can play a vital role in finding solutions for liquidity risk.This is an edited extract of a paper that was prepared for the Institute of Actuaries of Australias (Institute) 4th ...
Asher, Anthony +2 more
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Liquidity Risk Management [PDF]
Financial stability review, 2007 Liquidity and solvency are the heavenly twins of banking, frequently indistinguishable. An illiquid bank can rapidly become insolvent, and an insolvent bank illiquid. As Tim Congdon noted, (FT, September 2007), in the 1950s liquid assets were typically 30 percent of British clearing banks’ total assets, and these largely consisted of Treasury Bills and
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Risk of Liquidity Risk Premium
SSRN Electronic Journal, 2014Most of the empirical and theoretical work on liquidity and asset pricing focuses on the determination and quantification of the liquidity risk premium. During the last decade however, the interest of many researchers has been attracted by the risk of the liquidity risk premium.
Yuping Huang, Vasilios I. Sogiakas
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Interbank Networks and Liquidity Risk
2022The implementation of Basel III introduces new capital requirements for liquidity risk that build on the Liquidity Coverage Ratio(LCR) and the Net Stable Funding Ratio (NSFR). We adopt a nonhomogeneous Markov model framework to study liquidity dynamics on a simulated interbank network and test whether the implementation of the new regulation allows for
Marina Dolfin +2 more
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