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 …

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 …

constrained efficient when supplemented with the same government liquidity regulation that is required to make a banking system …I revisit the Diamond-Dybvig model of liquidity insurance in the presence of hidden trades. The key result is that in … this environment deposit-taking banks are not necessary for the efficient provision of liquidity. Mutual funds are …

We investigate liquidity shocks and shocks to fundamentals during financial crises at commercial banks, investment … banks, and hedge funds. Liquidity shock amplification models assume that widespread funding problems cause fire sales. We …

The failure of Lehman Brothers highlighted the severe lapses in risk management and regulatory oversight that brought … on and intensified the global financial crisis. This paper presents a structural credit risk model that provides useful … insufficient collateral compounded the effects of dangerously high leverage and resulted in undercapitalization and excessive risk …

regulation, recovery and resolution, and risk culture. …

to a liquidity regulation that is very similar to Basel III's Liquidity Coverage Ratio (LCR). We find that most banks …We investigate 62 Dutch banks' liquidity behaviour between January 2004 and March 2010, when these banks were subject … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …

, 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 …

global liquidity flows include monetary policy in advanced economies and risk conditions. At the same time, the sensitivities … driving risk migration from banks to nonbank financial institutions. Risk sensitivities and flightiness of global liquidity …Global liquidity flows are largely channeled through banks and nonbank financial institutions. The common drivers of …