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 …

regulation, recovery and resolution, and risk culture. …

, 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 …

notion of Liquidity Coverage at Risk (LCRisk), which is the probability that a bank becomes insolvent in the next 30-days … early warning signal of liquidity risk. For instance, we find a 35% probability of insolvency a few days before Banco …Building on the Liquidity Coverage Ratio created under the Basel III regulatory agreement, this paper introduces the …

This study investigates spillover effects of banks' liquidity risk control on the real economy by using the … introduction of the Basel III liquidity regulation as shocks to banks. Since the Basel Committee's endorsement of this regulation … in 2010, banks exposed to high liquidity risk have significantly reduced the proportion of loans in their portfolio. In …

costs. The importance of applying a good liquidity risk measurement system becomes apparent. The present paper provides an … approach to the measurement of liquidity maturity transformation risk within a stress testing framework, for middle-sized banks …. The costs of liquidity arising due to a downturn in refinancing conditions are calculated by using modern risk measures …

We investigate the extent to which various structural risks exacerbate the materialization of cyclical risk. We use a … role in explaining the severity of cyclical and credit risk materialization during financial cycle contractions. Among …

risk (VaR) into the firm-theoretical model of a banking firm facing the risk of asset return. Given the necessity to …

and practitioners. By adopting a network approach to financial dependencies, we look at how climate policy risk might …

We show that any objective risk measurement algorithm mandated by central banks for regulated financial entities will … result in more risk being taken on by those financial entities than would otherwise be the case. Furthermore, the risks taken … the entire financial system more fragile. This result leaves three directions for the future of financial regulation …