Liquidity is a core resource and its management is a core activity of banks. Nevertheless, liquidity management has not … received much attention during the last decades, as liquidity has not been perceived as scarce. This perception has clearly … liquidity. Despite its crucial role, the modeling techniques for bank liquidity are so far rather simple, which sharply …

Introduction -- Liquidity Risk: Economic Issues -- Liquidity Risk: Regulatory Issues -- Economic Impacts of the New …The recent turmoil on financial markets has made evident the importance of efficient liquidity risk management for the … stability of banks. The measurement and management of liquidity risk must take into account economic factors such as the impact …

Liquidität -- Liquiditätsrisiken -- Liquidity Value at Risk -- Finanzmarktkrise -- Baseler Liquiditätsanforderungen …

before the crisis, they too experienced serious difficulties due to insufficient liquidity buffers. Thus, for the first time …, after the GFC regulators realized that liquidity risk can jeopardize the orderly functioning of a bank and, in some cases … types of risk including credit, market, and operational risks. The GFC promoted liquidity risk to a significant place in …

determining inverse transmission of global liquidity, as well as the effects of capital flows, lending-rate margins, financial …Chapter 1) Introduction -- Chapter 2)The inverse transmission of positive global liquidity shocks into the South …

whether liquidity conditions play an important role in stock market developments. As an innovation, liquidity conditions enter … flows, which represent the share of global liquidity that arrives in the respective country. A second aim is to understand …

liquidity. The framework generalizes existing models by introducing a stochastic liquidity factor. The flexibility of the … framework is illustrated by an application that deals with the pricing of a liquidity derivative. The second chapter focuses on …