Introduction -- Liquidity and risk -- Liquidity risk regulation -- Liquidity risk management -- Model for the … quantification of structural liquidity risk -- Calculation -- Conclusion -- References. …Structural liquidity risk is a material risk resulting from the core banking business of taking in short-term deposits …

The purpose of this study is to investigate the impact of funding liquidity risk on the banks' risk-taking behavior. To … funding liquidity increases the banks' risk-taking of US commercial banks. Furthermore, banks with higher deposits are less … findings infer that increases in bank funding liquidity increase both risk-weighted assets and liquidity creation, and deposit …

As a follow-up to the 2019 FSSR, a remote TA mission supported the RBZ with the implementation of Basel III liquidity … management and relevant supervisors, and provided many recommendations on enhancing the drafts of liquidity regulations …, monitoring tools, reporting templates, and disclosure. Further actions for implementing Basel III liquidity standards were agreed …

world. We show that even in this market exposure to liquidity risk commands a non-trivial risk premium of up to 3.6% per … annum. In particular, systematic and currency-specific liquidity risk are not subsumed by existing risk factors and … successfully price the cross-section of currency returns. However, we also find that liquidity and carry trade premia are …