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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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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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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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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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Cogent Economics & Finance, 2020 This paper aims to investigate the effect of credit risk, liquidity risk and bank capital on bank profitability over a nine-year period (2010–2018) by examining empirical evidence from an emerging market.
Isam Saleh, Malik Abu Afifa
semanticscholar +1 more source
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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Banking liquidity as a leading approach to risk management [PDF]
, 2019 For the modern model of the market there are inherent existence of both a set of possibilities and a large number of hazards that are waiting for economic agents and which are generated by the need to make decisions in the conditions of considerable ...
Arzevitin, Stanislav +2 more
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The Liquidity Premium in China’s Corporate Bond Market: A Stochastic Liquidity Discount Approach
Risks, 2022 China’s bond market has been ranked third globally; however, China’s corporate bonds are significantly less liquid than its stocks. Liquidity risk is an important component in China’s corporate bond spreads.
Xiaoping Min, Min Ji
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Analysis of the determinants of bank liquidity risk: The case of Islamic banks in the UAE [PDF]
SHS Web of Conferences, 2021 This article aims to examine the principal parameters that impact the liquidity risk incurred by Islamic banks in the UAE. The study examines annual data from four Islamic banks in the UAE.
Addou Khadija Ichrak, Bensghir Afaf
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LIQUIDITY RISK MANAGEMENT AND ACCOUNTING OF RELATED OPERATIONS IN THE BANKING SYSTEM [PDF]
Annals of the University of Petrosani: Economics, 2023 Risk management is the key of modern banks focused on market activity; it is represented by the management of the range of risks faced by the banking system.
GABRIELA CORINA SLUSARIUC
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