Showing 1 - 10 of 3,094
Persistent link: https://www.econbiz.de/10012372985
Persistent link: https://www.econbiz.de/10010485268
Persistent link: https://www.econbiz.de/10012109008
Persistent link: https://www.econbiz.de/10003883738
Persistent link: https://www.econbiz.de/10003883739
Persistent link: https://www.econbiz.de/10001130579
Persistent link: https://www.econbiz.de/10012603777
I construct a systemic liquidity risk index (SLRI) from data on violations of arbitrage relationships across several … liquidity risk factor. Results show that the level of bank returns is not directly affected by the SLRI, but their volatility … increases when liquidity conditions deteriorate. I do not find a strong association between bank size and exposure to the SLRI …
Persistent link: https://www.econbiz.de/10014395690
Properly designed wholesale payments system can make a significant contribution to enhancing market discipline in the financial sector, reducing the risk of systemic disturbance and permitting a less extensive safety net for financial institutions. The objective of these reforms has been to...
Persistent link: https://www.econbiz.de/10014403300
Persistent link: https://www.econbiz.de/10003764297