Results 41 to 50 of about 245,707 (324)
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
doaj +1 more source
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
doaj +1 more source
Liquidity Risk and Funding Cost [PDF]
SSRN Electronic Journal, 2019 AbstractWe propose and test a new channel that links liquidity risk and interest rates in short-term funding markets. Unlike existing theories that focus on premiums demanded by lenders, the liquidity risk channel postulates that borrowers that are more exposed to urgent liquidity needs are willing to pay a markup for immediate funding.
Bechtel, Alexander +2 more
openaire +8 more sources
Regulation of systemic liquidity risk [PDF]
Financial Markets and Portfolio Management, 2010 The paper provides a baseline model for regulatory analysis of systemic liquidity shocks. We show that banks may have an incentive to invest excessively in illiquid long term projects. In the prevailing mixed strategy equilibrium the allocation is inferior from the investor’s point of view since some banks free-ride on the liquidity provision as a ...
Cao, Jin, Illing, Gerhard
openaire +3 more sources
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
doaj +1 more source
Evaluating the Liquidity Response of South African Exchange-Traded Funds to Country Risk Effects
Economies, 2022 Liquidity is important for the stability of financial markets and the growth of national economies. However, the liquidity of financial markets may be influenced by country risk shocks through informational asymmetry, funding constraints, and portfolio ...
Damien Kunjal
doaj +1 more source
Liquidity Policies and Systemic Risk [PDF]
SSRN Electronic Journal, 2013 Abstract Bank liquidity shortages associated with the growth of wholesale-funded credit intermediation has motivated the implementation of liquidity regulations. We analyze a dynamic stochastic general equilibrium model in which liquidity and capital regulations interact with the supply of risk-free assets. In the model, the endogenously time varying
Adrian, Tobias, Boyarchenko, Nina
openaire +5 more sources
Determinants of liquidity risk in Islamic banks [PDF]
Banks and Bank Systems, 2017 This research analyzes the determinants of liquidity risk in Islamic banks by using a comprehensive model that incorporates several variables that impact the liquidity of Islamic banks.
Tariq Alzoubi
doaj
Liquidity Risk and its Management in Lithuanian Banking System
Mokslas: Lietuvos Ateitis, 2014 Banks are the main part of financial sector in each economy and strength of banking system becomes vital for ensuringfavourable economic stability and growth.
Erika Bareikaitė +1 more
doaj +1 more source
FEBS Letters, EarlyView.B cells sense external mechanical forces and convert them into biochemical signals through mechanotransduction. Understanding how malignant B cells respond to physical stimuli represents a groundbreaking area of research. This review examines the key mechano‐related molecules and pathways in B lymphocytes, highlights the most relevant techniques to ...
Marta Sampietro +2 more
wiley +1 more source