Results 21 to 30 of about 245,707 (324)
Liquidity Risk and Syndicate Structure [PDF]
Journal of Financial Economics, 2008 Abstract We decompose syndicated loan risk into credit, market, and liquidity risk and test how these shape syndicate structure. Commercial banks dominate relative to non-banks in loan syndicates that expose lenders to liquidity risk. This dominance is most pronounced when borrowers have high levels of credit or market risk.
Evan Gatev, Philip E. Strahan
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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 and Risk Management [PDF]
American Economic Review, 2007 This paper provides a model of the interaction between risk-management practices and market liquidity. On one hand, tighter risk management reduces the maximum position an institution can take, thus the amount of liquidity it can offer to the market.
Nicolae B. Garleanu, Lasse H. Pedersen
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Liquidity, Credit Risk, and Their Interaction on the Spreads in China’s Corporate Bond Market
Discrete Dynamics in Nature and Society, 2022 This paper investigates the impact of multidimension liquidity, credit risk, and the interaction between liquidity and credit risk on corporate bond spreads based on a large transaction data set from July, 2006 to June, 2016, including the monthly data ...
Zijian Wu, Baochen Yang, Yunpeng Su
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Research on liquidity risk of commercial bank – from the view of comparison of Chinese and American commercial banks [PDF]
ITM Web of Conferences, 2022 The liquidity risk of commercial banks has become an important driver of the major risks in the modern economic system. This paper synthesizes the off balance sheet items which are often ignored in traditional bank liquidity researches, and uses the ...
Wang Mingming
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Endogenous Systemic Liquidity Risk [PDF]
SSRN Electronic Journal, 2009 Traditionally, aggregate liquidity shocks are modelled as exogenous events. Extending our previous work (Cao & Illing, 2007), this paper analyses the adequate policy response to endogenous systemic liquidity risk. We analyse the feedback between lender of last resort policy and incentives of private banks, determining the aggregate amount of ...
Cao, Jin, Illing, Gerhard
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The determinants of liquidity risk of commercial banks in Vietnam [PDF]
Banks and Bank Systems, 2019 This research identifies factors that explain the liquidity of commercial banks in the Vietnam banking system from 2010 to 2015. Using the OLS regression method for analysis, it was found that: the interbank market helps commercial banks improve their
Tu T. T. Tran +3 more
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Bank- specific determinants of liquidity risk for commercial banks in Algeria: Panel data analysis during 2005-2020 [PDF]
Financial Markets, Institutions and Risks, 2023 This study aims to monitor a group of factors that cause liquidity risks and contribute to the occurrence of liquidity problems by testing the determinants of liquidity risk and the explanatory factors of the liquidity problem in Algerian commercial ...
Fatma Benchenna
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Bank and sovereign debt risk connection : [draft december 2012] [PDF]
, 2012 Euro area data show a positive connection between sovereign and bank risk, which increases with banks’ and sovereign long run fragility. We build a macro model with banks subject to incentive problems and liquidity risk (in the form of liquidity based ...
Darracq Pariès, Matthieu +2 more
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Problemy Zarządzania, 2013 The global financial crisis is the most serious slump in the economic activity and financial markets in the world since the Great Depression of the ‘30s in the last century. In 2007, A. Clarke, advisor of the President of the Bank of England, said that
Agnieszka K. Nowak
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