In order to manage such large flows of capital, the country had introduced macro-prudential liquidity management measures to protect its banking system from large capital flows. daccess-ods.un.org 为管理这种大规模的资本流动,该国采用了宏观审慎流动 性管理措施,以保护其银行系统免受大规模资本流动冲击...
Banking, Monetary Policy and the Political Economy of Financial Regulation || A new measure of liquidity premium We estimate the effects of the liquidity coverage ratio (LCR), a liquidity requirement for banks, on the tenders that banks submit in Term Deposit Facility... G Epstein,T Schlesinger...
Committee of European Banking Supervisors (CERS)對資產變現性風險與週轉流動性風險的定義是:Asset liquidity risk, also called market/product liquidity risk, is the risk that a position cannot easily be unwound or offset at short notice without significantly influencing the market price, because if in...
central bankingThe interplay between liquidity and credit risks in the interbank market is analyzed. Banks are hit by idiosyncratic random liquidity shocks. The market may also be hit by bad news at a future date, implying the insolvency of some participants and creating a lemons problem; this ...
The exposures of the banking system during the global financial crisis of 2007–2009 alerted regulators who strengthened their regulation and supervision of banks to prevent future problems. Yet, banks need to perform one of their main functions in the economy, which is creating liquidity. This rai...
1.(Banking & Finance) the possession of sufficient liquid assets to discharge current liabilities 2.the state or quality of being liquid Collins English Dictionary – Complete and Unabridged, 12th Edition 2014 © HarperCollins Publishers 1991, 1994, 1998, 2000, 2003, 2006, 2007, 2009, 2011, ...
A prominent issue in present China's financial operation is that there exists excessive liquidity within banking industry, the main exhibitions of which are: Enlarging loan-deposit gap, high excessive reserve, deviated M2 and M1, and decreasing interest rate of money market, etc. This paper first...
The forward exchange rate may include a liquidity premium as well as a risk premium. The nature of these premiums is investigated in a general equilibrium model. The more obvious point the paper makes is that the forward rate will be affected by the liquidity of financial assets. The subtle ...
to exploring the methods used for its measurement, monitoring, and mitigation, we will unravel the multifaceted strategies that banks employ to navigate this critical aspect of their operations. So, let’s embark on this insightful journey into the world of liquidity risk management in banking. ...
The earlier risk premium in local interest rates is largely removed, and bank liquidity is now abundant. legco.gov.hk 本地利率 較早 前出現的風險溢 價已經大致減退, 銀行流動 資金現時非常充 裕。 legco.gov.hk [...] currency trading industry leaders with its unique multi bank liquidity fe...