hazard, and the need for liquidity. The paper discusses institutional fixes and suggests an approach to attempting to start …

banking sector, including a comprehensive stress-testing exercise of banks’ solvency and liquidity positions. While the … banking sector appears resilient to credit risk stress tests, liquidity stress test results reveal some weaknesses owing to …

credit risk, interest rate and exchange rate risks, liquidity risk and contagion risk, and are guided in the design of stress …

United Kingdom, the euro area, and Japan during the recent crisis on interbank credit and liquidity risk premia …. Announcements of interest rate cuts, liquidity support, liability guarantees, and recapitalization were associated with a reduction …

reserves provide a steady source of liquidity to cushion the impact of a sudden stop in capital inflows on output and …

This paper constructs new indicators of liquidity for equity, bond and money markets in major advanced and emerging … evidence of an historical increase in market liquidity since the early 1990s, in part as a result of advances in international … financial integration, but markets have been increasingly exposed to global systemic liquidity shocks. Second, liquidity …

finds that blanket guarantees are successful in reducing liquidity pressures on banks arising from deposit withdrawals … with extensive liquidity support and when crises are severe. …

perceived riskiness of individual banks, their liquidity buffers, loan exposure, and interest margins, bear a significant …