The article deals with the liquidity risk in the banks in the context of the financial crisis. At first, the balance … sheet and market liquidity are defined and the main principles of the methods for measuring liquidity risk, which banks use …, are identified. Then follow review of main challenges of managing the liquidity of banks. Finally, it discusses …

international subsidiary locations and risk of U.S. bank holding companies (BHCs). We find that U.S. BHCs are more likely to operate …This study investigates the implications of cross-country differences in banking regulation and supervision for the … subsidiaries in countries with weaker regulation and supervision and that such location decisions are associated with elevated BHC …

, liquidity management, and synergy improvements that reduce risk. The outcomes of such trade-offs may depend on bank governance … this type of complexity, leading to a decrease in systemic risk and an increase in liquidity risk among BHCs. While bank …Bank holding companies (BHCs) can be complex organizations, conducting multiple lines of business through many distinct …

augmented with bond risk, market liquidity, and financial-size factors -- do not fully explain the cross section of bank stock …We document that higher measures of liquidity risk on banks balance sheets are associated with lower expected stock … returns. We first calculate a measure of liquidity risk, referred to as the liquidity gap (LG), which reflects how much of a …

costs. The importance of applying a good liquidity risk measurement system becomes apparent. The present paper provides an … approach to the measurement of liquidity maturity transformation risk within a stress testing framework, for middle-sized banks …. The costs of liquidity arising due to a downturn in refinancing conditions are calculated by using modern risk measures …

liquidity risk and characterizes them. Both a solvency (leverage) and a liquidity ratio are required to control the … fund managers are more conservative the liquidity requirement has to be strengthened while the solvency one relaxed. Higher … financial intermediary is opaque) and, correspondingly, liquidity requirements should be tightened. The model is applied to …

liquidity risk and characterizes them. Both a solvency (leverage) and a liquidity ratio are required to control the … fund managers are more conservative the liquidity requirement has to be strengthened while the solvency one relaxed. Higher … financial intermediary is opaque) and, correspondingly, liquidity requirements should be tightened. The model is applied to …

liquidity risk and characterizes them. Both a solvency (leverage) and a liquidity ratio are required to control the … fund managers are more conservative the liquidity requirement has to be strengthened while the solvency one relaxed. Higher … financial intermediary is opaque) and, correspondingly, liquidity requirements should be tightened. The model is applied to …

this natural experiment to evaluate the consequences of bail out expectations for bank behavior using a difference in … ("ex ante") versus during crisis times ("ex post"). During calm times, higher bail-out probabilities result in higher risk … banks with higher bail out probabilities tend to increase their risk taking less compared to banks that were ex ante …

to explain the deposit rate dynamics following bank mergers. We find a strong and sharp post-merger convergence between …