Showing 1 - 4 of 4
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
We construct a factor model of the yield curve and specify time series processes forthese factors, so that the innovations are mutually orthogonal. At the same time,the factors are constructed in such a way that they assume clear, intuitive interpretations.The resulting “intelligible...
Persistent link: https://www.econbiz.de/10005867867