role in overcoming liquidity problems of business entities due to difficult and late payments as well as long-term billing …. Businesses face the challenge of addressing liquidity-related financial difficulties, particularly in the context of dynamic … overcome the problem of liquidity of business entities and as a model of financing, especially for small and medium …

In this paper we discuss the importance of liquidity risk when evaluating the risk of portfolios of financial assets … that insurance companies hold. Until very recently and within the scope of Solvency II, liquidity risk was only considered … the possible quantitative evaluation of liquidity risk is under debate but it is still unclear if it will apply only to …

This paper examines the level and the main determinants of liquidity created by credit unions. The contribution of … credit unions to the aggregate liquidity created by the financial system has increased over time from $206 billion in 2000 to … $318 billion in 2008. We document a negative relationship between the level of capital and liquidity created by credit …

The crisis of 2007-2009 has shown that financial market turbulence can lead to huge funding liquidity problems for … liquidity management are modeled in a panel Vector Autoregressive (p-VAR) framework. Orthogonalized impulse responses reveal … that banks respond to a negative funding liquidity shock in a number of ways. First, banks reduce lending, especially …

This paper presents a macro stress-testing model for liquidity risks of banks, incorporating the proposed Basel III … liquidity regulation, unconventional monetary policy and credit supply effects. First and second round (feedback) effects of … shocks are simulated by a Monte Carlo approach. Banks react according to the Basel III standards, endogenising liquidity risk …

We investigate 62 Dutch banks' liquidity behaviour between January 2004 and March 2010, when these banks were subject … to a liquidity regulation that is very similar to Basel III's Liquidity Coverage Ratio (LCR). We find that most banks … interaction between capital and liquidity buffers. However, this interaction turns out to be weaker during a crisis. Although not …

financial crisis, in which liquidity shocks become more erratic and the total costs of defaults increase, central banks may want …