Similar Search Results

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 having been conducted by an ad-hoc group composed of operators and overseers of TARGET2. The study aims to assess the resilience of the system, defined as the network of its...

Persistent link: https://www.econbiz.de/10012962520

Stochastic Liquidity Risk Management

Tawfik, Maged - 2017

A stochastic optimization framework is presented for liquidity risk management which is one of the principle issues facing an asset/liability manager. The various sources of cashflow uncertainty are first introduced. The notion of portfolio risk is then formally defined. The concepts of a risk...

Persistent link: https://www.econbiz.de/10012941211

Liquidity risk and bank performance during financial crises

Chen, Wei-Da; Chen, Yehning; Huang, Shu-Chun - In: Journal of financial stability 56 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10013270273

Supervisory stress testing for central counterparties : a macroprudential, two-tier approach

Anderson, Edward; Cerezetti, Fernando; Manning, Mark - In: The journal of financial market infrastructures 8 (2019) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10012373171

Supervisory guidance for assessing banks' financial instrument fair value practices : consultative document

2008 - Nov. 2008

Persistent link: https://www.econbiz.de/10003814781

Stress-testing of liquidity risk in TARGET2

Papsdorf, Patrick (contributor); Arciero, Luca (contributor) - Europäische Zentralbank / Group on TARGET2 Stress Testing - 2017

Persistent link: https://www.econbiz.de/10011627053

Coordination of capital buffer and risk profile under supervision of Central Bank

Pereira, João André Marques; Saito, Richard - In: Revista Brasileira de Finanças : RBFin 13 (2015) 1, pp. 74-101

Persistent link: https://www.econbiz.de/10011585513

Buy-side liquidity risk management best practices

Corbett, Timothy P.; Smodis, Sebastjan - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 207-217

Persistent link: https://www.econbiz.de/10011942526

Liquidity risk management paradox in contemporary banking (re)regulation

Kundid, Ana; Ercegovac, Roberto - 2011

Persistent link: https://www.econbiz.de/10011931100

Liquidity risk management in Islamic banks : evidences from Malaysia

Dolgun, Muhammed Habib; Ng, Adam - In: Islamic monetary economics and institutions : theory …, (pp. 159-179). 2019

Persistent link: https://www.econbiz.de/10012130686