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 …

containing risk and preserving credit quality, while quantity-based fundingratios are distorsionary. Liquidity buffers are either … overconfidence), excess credit and liquidity risk are best controlled with net fundingratios. Taxes on short-term funding emerge …This paper discusses liquidity regulation when short-term funding enables credit growth but generates negative systemic …

effects taken one at a time, systemic risk theorists increasingly understand that future crises are likely to be dom- inated … by the spillovers between distinct contagion channels. The present paper aims to provide a model for systemic risk that … main stream of systemic risk research. The first, called stock-flow consistency, demands that the financial system follows …

provided liquidity against a range of assets during 2008-09. Dealers with lower equity returns and greater leverage prior to … liquidity in explaining dealer behavior. The results suggest that both financial performance and balance sheet liquidity play a …

I revisit the Diamond-Dybvig model of liquidity insurance in the presence of hidden trades. The key result is that in … this environment deposit-taking banks are not necessary for the efficient provision of liquidity. Mutual funds are … constrained efficient when supplemented with the same government liquidity regulation that is required to make a banking system …

subject to rollover risk. A bank’s optimal borrowing trades off the benefit from investing additional funds into profitable … assets with the cost of greater risk of a run by bank creditors. Changes in the interest rate affect the price and amount of …

subject to rollover risk. A bank's optimal borrowing trades off the benefit from investing additional funds into profitable … assets with the cost of greater risk of a run by bank creditors. Changes in the interest rate affect the price and amount of …

that these strategic funding liquidity decisions increase both individual banks’ default risk and overall systemic risk …. From a macroprudential perspective, the results highlight the importance of explicitly regulating systemic liquidity risk …This paper examines whether banks’ liquidity and maturity mismatch decisions are affected by the choices of competitors …