With money liquidity, transaction liquidity, funding liquidity and their interactions, this article analyzes the innovation of the sub-prime mortgage crisis and its transformation into the financial crisis. The findings show that as in other historical financial crises the overall liquidity meltdown is ...
• Credit risk: the risk of default by the customer. Trade risk: the risk of the customer refusing to accept the goods on delivery, or cancellation of the order in transit. • Liquidity risk: the inability to finance the credit given to customers. • Exchange rate risks 14.Political ...
Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking. Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking.Loans are illiquid when a lender needs relationship-specific skills to ... Diamond,Douglas,W.,... - 《Journal of Political Economy》...
The performance of stocks during the crisis can be better explained by their historical liquidity betas (risk) than by their historical liquidity levels. Stocks with different historical liquidity levels did not experience different returns after controlling for liquidity risk. The authors' findings high...
liquidity risk (redirected fromLiquidity Risks) Liquidity risk Theriskthat arises from the difficulty of selling anassetin a timely manner. It can be thought of as the difference between the "true value" of the asset and the likely price, lesscommissions. ...
Risk contagion and bank stability: the role of credit risk and liquidity risk Financial crises have shown that credit risk and liquidity risk have an important impact on the stability of the banking system. Considering both credit ri... L Ding,Y Zhuang,H Wang - 《Journal of Risk Model Valid...
land, property, commodities, or other tangible physical assets, financial assets do not necessarily have inherent physical worth or even a physical form. Rather, their value reflects factors of supply and demand in the marketplace in which they trade, as well as the degree of risk they carry....
trading book是银行用来记录可以用来交易的资产;而banking book中的资产都是打算长期持有到期。在trading book中的资产和负债要计算market risk capital;而banking book中的资产和负债要计算credit risk capital。 Liquidity Ratio 当出现金融危机的时候,相对于缺少资本保证金。流动性这个问题显得更为严重。比如一般来说为了...
现金、流动性和财务风险Cash_Liquidity_and_Financial_Risk
The management of liquidity risk in commercial banks determines the banks' financial performance, which predominantly influences the quality of the loan po... EA Amira,B Alala,MG Musiega - 《African Journal of Empirical Research》 被引量: 0发表: 2023年 The impact of credit risk management on ...