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Stress-Testing of Liquidity Risk in Target2
Papsdorf, Patrick - 2017
The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study … resilience of the system, defined as the network of its participants, and the appropriateness of liquidity levels under tightened … liquidity conditions. The scenarios analysed are based on extreme shocks to the value of collateral of different levels and …
Persistent link: https://www.econbiz.de/10012962520
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Stress-testing of liquidity risk in TARGET2
Papsdorf, Patrick (contributor); Arciero, Luca (contributor) - Europäische Zentralbank / Group on TARGET2 Stress Testing - 2017
The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study … resilience of the system, defined as the network of its participants, and the appropriateness of liquidity levels under tightened … liquidity conditions. The scenarios analysed are based on extreme shocks to the value of collateral of different levels and …
Persistent link: https://www.econbiz.de/10011627053
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Risk in the Shadows : Leverage and Liquidity in Nonbanks
Begley, Taylor A.; Srinivasan, Kandarp - 2023
fragility and systemic risk. We find that NMCs also hold very risky assets, with revenue growth ranging from -30% to +100% at … their credit risk compared to what static measures of leverage and asset risk suggest. The collateralized nature of …
Persistent link: https://www.econbiz.de/10014351380
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Geopolitical risk and stock price crash risk : the mitigating role of ESG performance
Fiorillo, Paolo; Meles, Antonio; Pellegrino, Luigi Raffaele - In: International review of financial analysis 91 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014446926
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Managing political risk in advanced economies
Wilkin, Sam - In: Journal of risk management in financial institutions 10 (2016/2017) 1, pp. 7-11
Persistent link: https://www.econbiz.de/10011670636
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A liquidity risk stress-testing framework with Basel liquidity standards
Hejlová, Hana; Komárková, Zlatuše; Rusnák, Marek - In: Prague economic papers : a bimonthly journal of … 29 (2020) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10012593458
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Post-crisis regulatory reform in banking : address insolvency risk, not illiquidity!
Thakor, Anjan V. - In: Journal of financial stability 37 (2018), pp. 107-111
Persistent link: https://www.econbiz.de/10012156948
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International banking and liquidity risk transmission : lessons from the United Kingdom
Hills, Robert; Hooley, John; Korniyenko, Yevgeniya; … - 2015
Persistent link: https://www.econbiz.de/10011402814
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Applications of liquidity risk discovery using financial market infrastructures transaction archives
Heuver, Richard - 2020
Persistent link: https://www.econbiz.de/10012294786
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Investment funds and financial stability : policy considerations
Garcia Pascual, Antonio (ed.); Singh, Ranjit A. (ed.);  … - 2021
The paper's analysis underscores the importance of the ongoing Financial Stability Board-led process of identifying policy options, involving national authorities and the International Organization of Securities Commissions and other standard setters. In this context, the global nature of the...
Persistent link: https://www.econbiz.de/10013336244