• Nenhum resultado encontrado

Liquidity Risk

Liquidity Risk Management in the Portuguese Banking System

Liquidity Risk Management in the Portuguese Banking System

... with liquidity risk since it is frequently associated with short maturities, creating room for complications in the case of need to roll over their ...in risk taking in terms of ...of ...

29

LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS

LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS

... The main aim of this study was to clearly illustrate the impact of liquidity risk, especially during the subprime crisis, thus demonstrating the need to consider an [r] ...

22

Monitoring Liquidity Risk at BPI GA

Monitoring Liquidity Risk at BPI GA

... position risk alert for fixed income securities is the quantity held by BPI GA as a percentage of the amount issued for a given ...measuring liquidity risk with price impact measures, such as the ...

38

How to measure market liquidity risk in financial institutions?

How to measure market liquidity risk in financial institutions?

... market risk are based on these ...(market) liquidity risk comes into play. Market liquidity risk deals with the risk of losses arising from the deviation of the realised price in ...

67

Counterparty and Liquidity Risk: an analysis of the negative basis

Counterparty and Liquidity Risk: an analysis of the negative basis

... credit risk of the underlying ...and liquidity factors using the following proxies: average bid-ask spread, notional amount (to measure the overall availability), age, time to maturity of selected bonds, ...

51

Liquidity Risk Management: An Empirical Analysis on  Panel Data Analysis and ISE Banking Sector

Liquidity Risk Management: An Empirical Analysis on Panel Data Analysis and ISE Banking Sector

... (2010) çalışmasında 12 gelişmiş ülke ekonomisinin 1994-2006 yılları için likidite riskini ölçtüğü çalışmasında likidite riskinin banka performansını etkileyen önemli bir dı[r] ...

18

THE MANAGEMENT OF THE LIQUIDITY RISK

THE MANAGEMENT OF THE LIQUIDITY RISK

... The insurance of an adequate liquidness is an essential part of the global management of a bank. The concern of the banks to maintain an adequate liquidness is caused by unexpected financial need at minimum costs. In ...

9

Book Review - Treasury Management in Medium-Sized Banks

Book Review - Treasury Management in Medium-Sized Banks

... presented: liquidity risk, interest rate risk, share price risk, real estate risk, currency risk, risk resulting from options, credit risk and inflation ...a ...

2

Factors associated with the structural liquidity of banks in Brazil

Factors associated with the structural liquidity of banks in Brazil

... Structural Liquidity Index (SLI) and macroeconomic variables, bank characteristics, and the validity period of the Basel III ...bank liquidity essentially addresses short-term issues, monitoring long-term ...

16

Banks, liquidity crises and economic growth

Banks, liquidity crises and economic growth

... the liquidity functions of banks affect investment and growth at different stages of economic development? How do financial fragility and the costs of banking crises evolve with the level of wealth of countries? We ...

88

LIQUIDITY MANAGEMENT AND CORPORATE RISK

LIQUIDITY MANAGEMENT AND CORPORATE RISK

... of liquidity risk management as a sound business ...market liquidity, and funding liquidity risks that many regulated financial institutions did not ...

7

Effects Of Country Risk Forecasts Based On Foreign Trade Performance  And Currency Choices In Asset - Liability Management On Banks’ Liquidity  Performance: An Empirical Analysis

Effects Of Country Risk Forecasts Based On Foreign Trade Performance And Currency Choices In Asset - Liability Management On Banks’ Liquidity Performance: An Empirical Analysis

... Özsermayenin toplam kaynaklar içerisindeki payının 8 %’i aşması, teknik başarısızlık riski üzerinde olumsuz etki yaratmaktadır (BF8). Diğer yandan, sermaye benzeri krediler yardımıyla sağlanan fonların payının binde ...

33

Managing corporate liquidity of tisco ltd: an empirical study

Managing corporate liquidity of tisco ltd: an empirical study

... Liquid assets are that assets are converted into cash within a period of short time (usually one year) without any loss in value. A current ratio equal to 1:1 is ideal ratio which represents satisfactory position of ...

8

REPO Operations - a Way to Adjust Liquidity Crisis on Banking Institutions

REPO Operations - a Way to Adjust Liquidity Crisis on Banking Institutions

... the liquidity conditions of the monetary market and signaling the orientation of the monetary ...the liquidity crisis and the support on the way to economic ...

6

Liquidity, Business Cycles and Monetary Policy: a Simulation

Liquidity, Business Cycles and Monetary Policy: a Simulation

... A crucial characteristic of this simulation is worth emphasizing as a …nal result. Although it is clear that, in the steady state, the rate of return on both assets is lower than the time preference rate, it is not ...

58

The impact of credit conditions on market liquidity – a case for European stock markets

The impact of credit conditions on market liquidity – a case for European stock markets

... of liquidity and critical for investment decision-making ...of liquidity, that is, the response of returns to 1 euro of trading ...to liquidity and given by the ratio between the absolute daily ...

25

A study on effect of bank resources and consumption on liquidity

A study on effect of bank resources and consumption on liquidity

... liabilities, liquidity models, and the predominating risks in the banks (Fecht et ...and liquidity operating as the main parameters in one of Iranian banks named Bank ...and liquidity were collected ...

10

Liquidity proxies in the Brazilian debenture market

Liquidity proxies in the Brazilian debenture market

... In this section, we discuss the variables that we will test to determine proxies for liquidity in the debenture market. One major difference in our study will be the inclusion of the binary variable Eurobond. ...

51

Does trade credit facilitate access to bank finance?: an empirical evidence from Portuguese and Spanish small medium size enterprises

Does trade credit facilitate access to bank finance?: an empirical evidence from Portuguese and Spanish small medium size enterprises

... their risk exposure, banks can ration SME credit and develop a politic of arm’s length debt (Berger and Udell, 2002; Boot and Thakor, 2000; Karceski, et ...

37

Are large firms more profitable than small and medium firms in the European Union?

Are large firms more profitable than small and medium firms in the European Union?

... Amongst those determinants, firm-specific factors appear to have a much greater impact on profitability, both in LE and SME (Claver et al., 2002; Caloghirou et al., 2004; Lee, 2009). However, this is not entirely ...

24

Show all 6756 documents...

temas relacionados