Literatura académica sobre el tema "Liquidity funding risk"
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Artículos de revistas sobre el tema "Liquidity funding risk"
Zhang, Dewei, Chongfeng Wu y Chunyang Zhou. "Optimal liquidity reserve with funding liquidity risk". Applied Economics Letters 20, n.º 16 (noviembre de 2013): 1449–52. http://dx.doi.org/10.1080/13504851.2013.826860.
Texto completoDahir, Ahmed Mohamed, Fauziah Binti Mahat y Noor Azman Bin Ali. "Funding liquidity risk and bank risk-taking in BRICS countries". International Journal of Emerging Markets 13, n.º 1 (15 de enero de 2018): 231–48. http://dx.doi.org/10.1108/ijoem-03-2017-0086.
Texto completoChen, Wei y Jimmy Skoglund. "Optimal hedging of funding liquidity risk". Journal of Risk 16, n.º 3 (febrero de 2014): 85–111. http://dx.doi.org/10.21314/jor.2014.292.
Texto completoPetersen, M. A., B. De Waal, J. Mukuddem-Petersen y M. P. Mulaudzi. "Subprime mortgage funding and liquidity risk". Quantitative Finance 14, n.º 3 (10 de enero de 2012): 545–55. http://dx.doi.org/10.1080/14697688.2011.637076.
Texto completoDrehmann, Mathias y Kleopatra Nikolaou. "Funding liquidity risk: Definition and measurement". Journal of Banking & Finance 37, n.º 7 (julio de 2013): 2173–82. http://dx.doi.org/10.1016/j.jbankfin.2012.01.002.
Texto completoKhan, Muhammad Saifuddin, Harald Scheule y Eliza Wu. "Funding liquidity and bank risk taking". Journal of Banking & Finance 82 (septiembre de 2017): 203–16. http://dx.doi.org/10.1016/j.jbankfin.2016.09.005.
Texto completoAbbas, Faisal, Shoaib Ali, Imran Yousaf y Wing-Keung Wong. "Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks". Journal of Risk and Financial Management 14, n.º 6 (21 de junio de 2021): 281. http://dx.doi.org/10.3390/jrfm14060281.
Texto completoChen, Yi-Kai, Chung-Hua Shen, Lanfeng Kao y Chuan-Yi Yeh. "Bank Liquidity Risk and Performance". Review of Pacific Basin Financial Markets and Policies 21, n.º 01 (18 de enero de 2018): 1850007. http://dx.doi.org/10.1142/s0219091518500078.
Texto completoSchmitt, Eugenia. "Liquidity Gap Report for Stress Testing Structural Liquidity Risk". GIS Business 12, n.º 6 (18 de diciembre de 2017): 43–53. http://dx.doi.org/10.26643/gis.v12i6.3313.
Texto completoDang, Van Dan. "The Basel III net stable funding ratio and a risk-return tradeoff: Bank-level evidence from Vietnam." Asian Academy of Management Journal of Accounting and Finance 17, n.º 2 (10 de diciembre de 2021): 247–74. http://dx.doi.org/10.21315/aamjaf2021.17.2.10.
Texto completoTesis sobre el tema "Liquidity funding risk"
Ritchie, Iain Fraser. "Funding liquidity risk and fund transfer pricing in banking". Thesis, Heriot-Watt University, 2016. http://hdl.handle.net/10399/3273.
Texto completoZonke, Khaya. "An analysis of funding liquidity risk in the South African banking system". Master's thesis, University of Cape Town, 2013. http://hdl.handle.net/11427/29022.
Texto completoEdney, Peter Robert. "Liquidity Risk and Bank Regulation: Basel III and Beyond". Thesis, The University of Sydney, 2014. http://hdl.handle.net/2123/13356.
Texto completoAzzouzi, Idrissi Youssef. "La liquidité bancaire : risques, thésaurisation et dimension systémique". Thesis, Grenoble, 2014. http://www.theses.fr/2014GRENG010.
Texto completoDuring the U.S subprimes and the European sovereign debt crisis, banks faced with an unprecedent liquidity drying-up, leading to a banking system paralysis and failures of banks (including some solvable banks), in particular in United States and Euro zone. This dissertation seeks to answer the following question: what are the reasons of dysfunction of two important channels of liquidity supply of banks, namely, asset market and interbank money market? The aim is to have an analysis framework in order to evaluate banking regulations issued by Basel III and to enlighten reflections about banking supervision. The first empirical study examines the interactions between funding liquidity risk and market liquidity risk. Its results confirm that these two risk types are mutually reinforcing in American and European cases during the period between 2007 and 2011. The second empirical study focuses on the failure of the interbank market in Euro zone during the same period by identifying the motives behind the bank liquidity hoarding, namely, counterparty risk, precautionary motive and speculative motive. The results show that there is a significantly positive relation between these three factors and the liquidity hoarding. Finally, the third empirical study illustrates the repercussions of this phenomenon on systemic risk. The results confirm the impact of liquidity hoarding on systemic risk in Euro zone
Saroyan, Susanna. "Essays on the European interbank market in times of crisis". Thesis, Toulouse 1, 2016. http://www.theses.fr/2016TOU10070.
Texto completoThis thesis studies European banks’ terms to access to unsecured interbank funding during the period 2006 to 2012. It contains three empirical essays exploring micro-data on interbank transactions. The first empirical study adopts a bank pair panel approach evidencing that, once counterparty risk and other market imperfections are controlled for, banks with higher funding liquidity risk (liquidity-short banks) pay an interest rate premium. The bank pair level analysis also permits to show that this premium is charged by liquidity-long banks, probably motivated by strategic short-squeezing or prudential hoarding purposes during the crisis. This study emphasizes the imperfection of interbank markets and the importance of theECB’s emergency interventions dedicated to dampening banks’ funding risk concerns. The second essay explores empirically the impact of relationship lending on the interbank debt maturity structure of banks by mean of a two-part fractional response model. The findings show that durable bilateral liquidity partnerships can positively impact the probability of contracting term loans before and during periods of acute stress. The positive effects of the bilateral relationship lending variable measured as asset-side concentration, is however, not straightforward, especially after the Lehman default. The second part of our model shows that the post-Lehman maturity shift is pronounced for partner banks. Finally, we find that our unilateral (lender level) relationship variable impacts negatively long term lending confirming the rollover risk viewpoint of the term interbank market freeze. Finally, the third essay investigates the link between interbank market segmentation and bank–sovereign risk nexus. Using bank and country CDS spread changes it suggests an original partial correlation based measurement of sovereign/bank spillovers providing us with a direction of contagion. Empirical findings from this part of the thesis evidence that bank-sovereign risk correlation is a significant source of fragmentation during the most acute phase of the sovereign debt crisis. Moreover, the study shows that, even if home country/bank ties impact seriously interbank market integration, the risk from other distressed countries is far from negligible
DEGHI, ANDREA. "Essays on Interbank Formation and the Implications of Financial Structure". Doctoral thesis, Università di Siena, 2017. http://hdl.handle.net/11365/1009240.
Texto completoYan, Meilan. "An assessment of UK banking liquidity regulation and supervision". Thesis, Loughborough University, 2013. https://dspace.lboro.ac.uk/2134/12666.
Texto completoHuang, Qiping. "ESSAYS ON HEDGE FUND TRADING AND PERFORMANCE". UKnowledge, 2018. https://uknowledge.uky.edu/finance_etds/8.
Texto completoDe, Waal Bernadine. "Stochastic optimization of subprime residential mortgage loan funding and its risks / by B. de Waal". Thesis, North-West University, 2010. http://hdl.handle.net/10394/4396.
Texto completoThesis (M.Sc. (Applied Mathematics))--North-West University, Potchefstroom Campus, 2011.
Diabate, Alassane. "Liquidity risk and fair value accounting : implications for banks capital structure, lending and stability". Thesis, Limoges, 2020. http://www.theses.fr/2020LIMO0002.
Texto completoThis thesis comprises three empirical essays based on U.S. commercial banks’ data. It aims to highlight the implications of liquidity risk and fair value accounting on banks’ capital structure, lending and their stability. Thus, the first chapter investigates if episodes of liquidity squeeze on the market affect banks’ capital structure adjustment. The findings reveal that only small banks react to such episodes by increasing their capital ratio. To do so, they reduce the share of loans in total assets, decrease the share of assets with higher risk weights and they downsize their overall balance sheets. These results suggest that liquidity requirements might be redundant for small banks but appear to be necessary for large banks. The second chapter analyses whether the impact of an unexpected flow of deposits on loan origination depends upon the degree of banks’ off-balance sheet funding liquidity risk exposure. The results show that only small banks increase their lending when they are subject to unexpected deposit inflows. The increase in lending depends on how much they are exposed to funding liquidity risk stemming from their off-balance sheets. Small banks more exposed to such funding liquidity risk tend to extend fewer new loans. These results indicate that unexpected deposit inflows might not as easily be fueled again to borrowers. The third chapter examines the effect of banks’ holdings of Level 2 and Level 3 fair value assets on risk-taking and insolvency risk. The results reveal that banks with larger proportions of Level 2 and Level 3 fair value assets take on higher risk and are more exposed to insolvency risk. These findings suggest that the banking system may become more fragile when investors perceive reliability concerns in banks’ assets
Libros sobre el tema "Liquidity funding risk"
Banks, Erik. Liquidity Risk: Managing Asset and Funding Risks. Basingstoke: Palgrave Macmillan, 2004.
Buscar texto completoBanks, E. Liquidity Risk: Managing Asset and Funding Risks. Palgrave Macmillan, 2005.
Buscar texto completoBanks, Erik. Liquidity Risk: Managing Funding and Asset Risk. Palgrave Macmillan, 2013.
Buscar texto completoLiquidity Risk: Managing Funding and Asset Risk. Springer, 2013.
Buscar texto completoBanks, E. Liquidity Risk: Managing Funding and Asset Risk. Palgrave Macmillan Limited, 2013.
Buscar texto completoBanks, E. Liquidity Risk: Managing Funding and Asset Risk. Palgrave Macmillan Limited, 2014.
Buscar texto completoSoprano, A. Liquidity Management: A Funding Risk Handbook. Wiley & Sons, Limited, John, 2015.
Buscar texto completoSoprano, Aldo. Liquidity Management: A Funding Risk Handbook. Wiley & Sons, Incorporated, John, 2015.
Buscar texto completoSoprano, Aldo. Liquidity Management: A Funding Risk Handbook. Wiley & Sons, Incorporated, John, 2015.
Buscar texto completoSoprano, Aldo. Liquidity management: A funding risk handbook. 2015.
Buscar texto completoCapítulos de libros sobre el tema "Liquidity funding risk"
Banks, Erik. "Funding Liquidity Risk". En Liquidity Risk, 63–77. London: Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230508118_4.
Texto completoBanks, Erik. "Funding Liquidity Risk". En Liquidity Risk, 77–92. London: Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137374400_4.
Texto completoLai, Chi y Richard Tuosto. "Contingency Funding Planning". En Liquidity Risk Management, 121–40. Hoboken, NJ, USA: John Wiley & Sons, Inc, 2016. http://dx.doi.org/10.1002/9781118898130.ch7.
Texto completoJohnston, Alejandro. "Liquidity and Funding Disclosures". En Liquidity Risk Management, 263–76. Hoboken, NJ, USA: John Wiley & Sons, Inc, 2016. http://dx.doi.org/10.1002/9781118898130.ch14.
Texto completoNeu, Peter, Armin Leistenschneider, Bernhard Wondrak y Martin Knippschild. "Market Developments in Banks' Funding Markets". En Liquidity Risk Measurement and Management, 146–69. 2 Clementi Loop, #02-01, Singapore 129809: John Wiley & Sons (Asia) Pte Ltd, 2012. http://dx.doi.org/10.1002/9781118390399.ch7.
Texto completoFiedler, Robert. "A Concept for Cash Flow and Funding Liquidity Risk". En Liquidity Risk Measurement and Management, 171–203. 2 Clementi Loop, #02-01, Singapore 129809: John Wiley & Sons (Asia) Pte Ltd, 2012. http://dx.doi.org/10.1002/9781118390399.ch8.
Texto completoMason, Bruce W. "Managing a Funding Crisis: Citizens First Bancorp, a Case Study 1989-1994". En Liquidity Risk Measurement and Management, 268–92. 2 Clementi Loop, #02-01, Singapore 129809: John Wiley & Sons (Asia) Pte Ltd, 2012. http://dx.doi.org/10.1002/9781118390399.ch12.
Texto completoShin, Hyun Song. "Lending Booms". En Risk and Liquidity, 116–31. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780198847069.003.0007.
Texto completoShin, Hyun Song. "Case of Northern Rock". En Risk and Liquidity, 132–51. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780198847069.003.0008.
Texto completo"Liquidity Buffer and Term Structure of Funding". En Measuring and Managing Liquidity Risk, 143–98. Chichester, UK: John Wiley & Sons Ltd, 2013. http://dx.doi.org/10.1002/9781118818466.ch7.
Texto completoActas de conferencias sobre el tema "Liquidity funding risk"
Šeligová, Markéta. "The Impact of Funding Sources on Corporate Liquidity in Energy Sector in the Czech Republic". En Contemporary Issues in Business, Management and Education. Vilnius Gediminas Technical University, 2017. http://dx.doi.org/10.3846/cbme.2017.116.
Texto completoInformes sobre el tema "Liquidity funding risk"
Financial Stability Report - September 2015. Banco de la República, agosto de 2021. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2015.
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