We study differences in the price paid for liquidity across banks using price data at the individual bank level. Unique … to gauge the extent to which a bank is short or long liquidity. We find that the price a bank pays for liquidity depends … on the liquidity positions of other banks, as well as its own. There is evidence that liquidity squeezes occasionally …

We study differences in the price paid for liquidity across banks using price data at the individual bank level. Unique … to gauge the extent to which a bank is short or long liquidity. We find that the price a bank pays for liquidity depends … on the liquidity positions of other banks, as well as its own. There is evidence that liquidity squeezes occasionally …

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 …

We provide the first empirical evidence of a non-linear relationship between funding liquidity and market liquidity (FL …

in liquidity …

aggressive use of both traditional monetary policy instruments and innovative tools in an effort to provide liquidity. In this …

The aim of this paper is to analyze the liquidity levels of various banks in the UAE for the period 2005-2009. To … understand the behavior of liquidity indicators especially during the financial crisis, the researcher will analyze the four … liquidity indicators over the years 2005 to 2009. The findings highlight how the banks in question have been impacted by the …

study liquidity reallocation in this interbank network using a novel dataset of all interbank loans settled between European … banks. We show the existence of a centrality premium when banks act as intermediaries of liquidity: banks with a one …