dependent on banks' solvency and liquidity exposures. Our results highlight that it is necessary to take heterogeneity of …

This paper investigates the managing strategies of a bank's liquidity reserve in the broader context of the role of … asset-liability management according to the liquidity issues of a banking organisation. Several types of liquidity are … presented and how these are interconnected and how they might affect a financial institution's liquidity risk. When managing the …

impact of stressed outflows on liquidity and solvency positions. We find that large shocks worsen existing short …-term liquidity deficits. Moreover, the associated fall in book value of assets is more than the aggregate Common Equity Tier 1 …

liquidity provision by a lender of last resort during resolution is crucial to make bail-in credible. The paper places bail …

of runs on brown assets. We show that runs can be contained by a liquidity backstop with an access fee that depends on … the firm’s carbon intensity, while the interest rate on the liquidity lent through this facility is independent from its …

) depreciated, and liquidity deteriorated in the Hungarian banking sector due to the prevalence of short-term, foreign currency …) in foreign exchange liquidity to domestic credit institutions and subsidiaries of foreign banks. The government used … unsuccessful, and markets remained concerned about the liquidity of Hungary’s banks. By January 2010, the liquidity scheme had lent …

We investigate the efficacy of liquidity mining programs in decentralized lending protocols within the blockchain … ecosystem. Our research addresses three main questions: whether these programs attract meaningful (and permanent) liquidity …; whether the liquidity is real or ”phantom;” and whether the liquidity creates externalities for other platform users …

Eurosystem against non-HQLA collateral. This paper quantifies the extent of this liquidity transformation and finds that on … intentional liquidity transformation using two novel approaches: The first approach compares the liquidity profile of already … pledged vs new collateral, and the second approach compares the liquidity profile of the pool of pledged securities with banks …

In this paper we discuss the importance of liquidity risk when evaluating the risk of portfolios of financial assets … that insurance companies hold. Until very recently and within the scope of Solvency II, liquidity risk was only considered … the possible quantitative evaluation of liquidity risk is under debate but it is still unclear if it will apply only to …