We analyse a two period model of the interbank market, i.e. the market at which banks trade liquidity. We assume that banks do not take the inter- bank interest rate as given, but multilaterally negotiate on interest rates and transaction volumes. The solution concept applied is the Shapley...

Liquidity risk is in the spotlight of both regulators and management teams across the banking industry. The European banking regulator has introduced and implemented a stronger liquidity regulatory framework and local regulators have made liquidity a top priority on their supervisory agenda....

The present paper explores the possibility of forecasting company liquidity based on testing the coefficient of variability. Secondly, it analyzes static and dynamic liquidity measures to ascertain which are better at prediction in the traditional and technology-based sectors. It was assumed...