Liquidität -- Liquiditätsrisiken -- Liquidity Value at Risk -- Finanzmarktkrise -- Baseler Liquiditätsanforderungen … werden. Zudem hat die Finanzkrise gezeigt, dass die Angemessenheit der Eigenkapitalausstattung auch von der Höhe des … Liquiditätsrisikos · Entwicklung der Finanzkrise · Folgen der Finanzkrise · Lehren aus der Finanzkrise · Künftige …

framework, bank opaqueness, and the related asset-substitution problem and liquidity provision. These features distinguish banks …

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 …

considerable scrutiny, another critical dimension of financial risk - based on corporate liquidity - has been largely overlooked …. Liquidity risk is the risk of loss arising from an inability to quickly realise asset value or obtain funding and can be …/liability portfolios and off balance sheet activities and in extreme cases can trigger financial distress and insolvency. Liquidity Risk is …

discusses the impact of financial derivatives on risk exposures of BHCs. Chapter 3 then investigates whether and how different …

, 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 …1. Introduction -- 2. The Concept of Bank Liquidity and its Risk -- 3. The Bank Liquidity Issues During the Subprime …

The risk process commonly used in the corporate world to deal with risks may be suitable for non-catastrophic events …