Liquidity risk management in banksVidic, MihaRuozi, R., Ferrari, P. (2013). Liquidity Risk Management in Banks. New York, Dordrecht, London: Springer Heidelberg.
Credit and liquidity risk of banks in stress conditions : analyses from a macro perspective (2011), Credit and liquidity risk of banks in stress conditions: Analyses from a macro perspective, October, Ph.D. Thesis, University of Gro- ningen.van den End, W. (2011): "Credit and liquidity ...
deposits and lend foreign currency-denominated funds by "placing" deposits with other banks, by granting short-term loans or investing in other liquid ... S Battilossi 被引量: 0发表: 2020年 Risque de liquidité dans l'univers des fonds ouverts This thesis studies the behaviour of investors ...
The large fall in the residual in the first quarter of 2002 coincides with a known change in data classification. In this quarter, two new categories were added to the depository corporations survey balance sheet: ‘claims on other [i.e., non-bank] financial institutions’ on the asset side...
Bank Liquidity Risk and Performance. liquidity risk is regarded as a discount for bank profitability, yet liquidity risk shows a premium on bank performance in terms of banks' net interest ... YK Chen,CH Shen,L Kao,... - 《International Journal of Productivity & Quality Management》 被引量...
The impact of credit risk management on financial performance of commercial banks in Kenya The objective of this study was to analyze the impact of credit risk management on the financial performance and to establish if there exists any relations... J Oludhe - 《Mba Thesis》 被引量: 77发表:...
liquidity risk managementExcess liquidity is a significant characteristic of global macro economy in recent years. In this context, the liquidity management of commercial banks is facing new challenges. The commercial bank is more dependent on financial markets, including borrowing short-term funds in ...
Liquidity risk management, often called 'water of life' in the banking system needs to be addressed by banks with more rigors, given the current financial environment. This implies a better diversification of the funding sources, longer average debt maturities in order to reduce some gaps between...
ThesisSouth Africa will be implementing Basel II on 1 January 2008. Basel II provides regulatory capital requirements for credit risk, market risk and operational risk. The purpose of capital requirements is to level the playing field for all internationally active banks and to protect consumers ...
One of the reasons is the limited scientific research in the area of liquidity risk measurement.This thesis provides an up-to-date overview on market liquidity risk research. It covers all aspects of market liquidity that are relevant to risk management as well as existing liquidity risk models....