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Open-ended bond funds : systemic risks and policy implications
Claessens, Stijn; Lewrick, Ulf - In: Aussenwirtschaft : schweizerische Zeitschrift für … 72 (2022) 1, pp. 45-62
dealing with large investor redemptions in the presence of liquidity mismatches. Their tools notwithstanding, bond OEFs had to …
Persistent link: https://www.econbiz.de/10014287902
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Liquidity risk : measurement and control
Blahová, Naďa - In: European financial and accounting journal : EFAJ 7 (2012) 1, pp. 41-61
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 …
Persistent link: https://www.econbiz.de/10011460084
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Masked instability : within-sector financial risk in the presence of wealth inequality
Choi, Youngna - In: Risks : open access journal 6 (2018) 3, pp. 1-15
We investigate masked financial instability caused by wealth inequality. When an economic sector is decomposed into two subsectors that possess a severe wealth inequality, the sector in entirety can look financially stable while the two subsectors possess extreme financially instabilities of...
Persistent link: https://www.econbiz.de/10011867485
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Uncertainty and the financial crisis
Pacces, Alessio M. - In: Journal of Financial Transformation 29 (2010), pp. 79-93
distorted the choices of financial intermediaries ex-ante (inducing them to rely too much and too quickly on liquidity for …
Persistent link: https://www.econbiz.de/10008498520
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Bailout uncertainty in a microfounded general equilibrium model of the financial system
Cukierman, Alex; Izhakian, Yehuda - In: Journal of banking & finance 52 (2015), pp. 160-179
Persistent link: https://www.econbiz.de/10011377355
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Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - In: Journal of banking & finance 115 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
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Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors
Ben-Rephael, Azi - In: Journal of financial intermediation 31 (2017), pp. 30-44
Persistent link: https://www.econbiz.de/10011822426
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Chapter 18. Macro, Money, and Finance : A Continuous-Time Approach
Brunnermeier, M.K.; Sannikov, Y. - In: Handbook of macroeconomics : volume 2, v. 2A-2B SET, (pp. 1497-1545). 2016
(1) level and risk dynamics. The latter includes (2) tail risk and crisis probability as well as (3) the Volatility … Paradox. Concepts such as (4) illiquidity and liquidity mismatch, (5) endogenous leverage, (6) the Paradox of Prudence, (7 …) undercapitalized sectors (8) time-varying risk premia, and (9) the external funding premium are part of the analysis. Financial …
Persistent link: https://www.econbiz.de/10014024265
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Fire sales forensics : measuring endogenous risk
Cont, Rama; Wagalath, Lakshithe - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 835-866
Persistent link: https://www.econbiz.de/10011583806
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Foreign bank ownership : a bonus or threat for financial stability?
Buch, Claudia M.; Kleinert, Jörn; Zajc, Peter - In: Securing financial stability : problems and prospects …, (pp. 45-83). 2003
Persistent link: https://www.econbiz.de/10001962889