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The relationship between earnings quality and liquidity risk [PDF]
پژوهشهای تجربی حسابداری, 2014 : This research invetigates the relationship between earnings quality and liquidity risk. Earnings quality is measured using three different proxies: earnings persistence, value relevance, and accrual quality.
Mansour Nakhaei, Kaveh Mehrani
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Oditor, 2018 Liquidity manifests itself as the ability of a, to have, at its disposal, sufficient working capital to continue with its current business activities. Liquidity risk is among leading financial risks in banking and it is extremely important because the ...
Tadić Anđelko
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Re-Evaluating Sharpe Ratio in Hedge Fund Performance in Light of Liquidity Risk
Journal of Banking and Financial Economics, 2021 This paper demonstrates how the Sharpe Ratio can be modified by altering the measure of “total risk” in the denominator of the Sharpe Ratio (i.e., the standard deviation) to include liquidity risk, a major risk for investors in hedge funds that is ...
Richard Van Horne
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Bank liquidity risk: analysis and estimates
Business, Management and Education, 2012 In today’s banking business, liquidity risk and its management are some of the most critical elements that underlie the stability and security of the bank’s operations, profit-making and clients confidence as well as many of the decisions that the bank ...
Meilė Jasienė +3 more
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Journal of Risk and Financial ManagementThe Basel III regulations turned the banking industry around worldwide and created new challenges for banks’ financial stability, particularly in liquidity management.
Ahmed Eltweri +3 more
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Liquidity Risk Management and Financial Performance: Are Consumer Goods Companies Involved?
International journal of recent technology and engineering, 2020 he study examines the effect of liquidity risk management on the financial performance of consumer goods companies. It was aimed at establishing the extent of concern of consumer goods companies in the management of their liquid cash, cash defensive ...
DSunday A. Effiong, E. Enya
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Using machine learning for detecting liquidity risk in banks
Machine Learning with ApplicationsThe 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
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The Effect of ESG Performance on Bank Liquidity Risk
Sustainability: In recent years, investors have increasingly focused on the environmental, social, and governance (ESG) performance of businesses, driven by the rising importance of social and environmental challenges.
Jiaze Liu, Jifei Xie
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Analyzing Banking Risk (Fourth Edition): A Framework for Assessing Corporate Governance and Risk Management, 2020 1. Statement of Objectives 1.1. To provide guidance on the requirement imposed on licensees by Rule 7(B). 1.2. To establish key principles for managing liquidity risk, the formality and sophistication of the process used being dependant upon the size and
Hennie van Greuning +1 more
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Liquidity-adjusted CAPM — An empirical analysis on Indian stock market
Cogent Economics & Finance, 2019 This article examines the impact of various sources of systematic liquidity risk and idiosyncratic liquidity risk on expected returns in the Indian stock market.
Gaurav Kumar, Arun Kumar Misra
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