The Chinese banking system plays a crucial role in every step of this process. Thus, liquidity risk in the Chinese banking system may impact the demand of commodities as collateral. We find empirically that the liquidity risk affects excess returns and risk premium in commodity futures in Chinese...
Liquidity Risk Mediation in the Dynamics of Capital Structure and Financial Performance: Evidence from Jordanian Banks Maximising financial performance while maintaining adequate liquidity is a crucial and ongoing challenge for bank management, particularly in emerging mark... R Taha - 《Journal of Risk ...
We test the impact of QQQ creation on the liquidity and risk of the component securities, particularly whether the liquidity effect is asymmetric depending on the QQQ component weight. We find that liquidity of the underlying stocks improves following creation of the QQQ and that the improvement is...
This paper sheds light on the dynamic interactions between credit and liquidity risk in the credit default swap market. Contrary to the common belief that illiquidity leads to a credit risk deterioration in financial markets, it is found that in a sample of German and Swiss companies, credit ...
流动性风险,可分为两类,funding liquidity和trading liquidity。前一种风险比较多的发生在履行清算或融资约定的时候,那么我们提前准备好足够的信用金,就能够控制这种风险,但是后一种风险,才是我们关注的重点。 交易风险,来源于我们没法按照既定的交易价格执行我们的交易,为什么会发生这种情况呢? 其实就是在当前时刻我们...
2013. Bank Liquidity Risk and Monetary Policy, Empirical Evidence on The Impact of Basel III Liquidity Standards. International Review of Applied Economics. 27(5): 633-655Gaston A. Giordana,Ingmar Schumacher.Bank liquidity risk and monetary policy. Empirical evidence on the impact of Basel III ...
This has caused a lack of confidence in the markets and an increase in liquidity risk. As a result, many investors are now wary of investing in stocks and other financial instruments. For individuals, the financial crisis has resulted in job losses, reduced wages, and higher costs of living...
The problem of excess liquidity, which dates back to the 70s due to rapid expansion in financial allocation towards ambitious programme of reconstruction and development, has become a perennial issue in the Nigeria economy despite various policies geared towards arresting this ugly trend. This project...
This chapter presents a discussion on volatility, liquidity, leverage, and their impact on investments. Economic and market conditions that cause volatility in the value of commodities cause the worth of an investor's portfolio to fluctuate. There is no assurance that one's equities, bonds, or ...
That credit-worthy companies must offer price discounts of more than 30 per cent to sell a significant block of restricted stock illustrates the importance of liquidity to the valuation of common stock. 展开 DOI: 10.2469/faj.v47.n4.60 被引量: 456 ...