Showing 1 - 10 of 5,910
Persistent link: https://www.econbiz.de/10014372777
Persistent link: https://www.econbiz.de/10014526256
Persistent link: https://www.econbiz.de/10011543410
Persistent link: https://www.econbiz.de/10012944007
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 early warning signals that regulators could have used to...
Persistent link: https://www.econbiz.de/10013035485
Persistent link: https://www.econbiz.de/10012024023
Persistent link: https://www.econbiz.de/10012153003
Persistent link: https://www.econbiz.de/10013532483
This paper investigates the managing strategies of a bank's liquidity reserve in the broader context of the role of … asset-liability management according to the liquidity issues of a banking organisation. Several types of liquidity are … presented and how these are interconnected and how they might affect a financial institution's liquidity risk. When managing the …
Persistent link: https://www.econbiz.de/10010340136
Liquidity is a key resource that banks have to manage on a daily basis. Large banking groups face the question of how … to optimally allocate and generate liquidity: in a central liquidity hub or in many decentralized branches across … show that volatility is a key driver of the degree of (de-)centralization. As expected, in a deterministic setup liquidity …
Persistent link: https://www.econbiz.de/10013156868