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perspective of global liquidity. The CRT market is enormouslygrowing and exhibits major structural shifts in terms of buyers and … sellers ofprotection. I try to address these issues from an options perspective by suggestingthat liquidity providing can be … se, as oftenclaimed, which causes liquidity related systemic risk, but rather the potential coordinationfailures of the …
Persistent link: https://www.econbiz.de/10005867875
Ausschuss durch seineForderungen in Form der „Sound Practices for Managing Liquidity in Banking Organisations”und die nationalen … demInstrumentarium des Liquidity at Risk auf, welcher den mit vorgegebener Wahrscheinlichkeitmaximal zu erwartenden Liquiditätsbedarf …
Persistent link: https://www.econbiz.de/10005868114
-linear relationship between the leverage ratio and liquidity holdings. Dividendpayments and operating cash flows are positively related to …
Persistent link: https://www.econbiz.de/10005868195
This paper analyzes forward-looking monetary policy rules in structural VAR’s. First, an approach for modeling a monetary policy which aims at a strict medium term inflation or output growth target is developed. Second, the ex ante inflation-output-growth volatility trade-off for a...
Persistent link: https://www.econbiz.de/10005867938