IntroductionIn view of growing complexity of banks' business and the dynamic operating environment, risk management has become very significant, especially in the financial sector. Risk at the apex level may be visualized as the probability of a banks' financial health being impaired due to one or...
The recent turmoil on financial markets has made evident the importance of efficient liquidity risk management for the stability of banks. The measurement and management of liquidity risk must take into account economic factors such as the impact area, the timeframe of the analysis, the origin and...
储备型流动性管理(Stored Liquidity Management) 1. 现金储备(Holdings of Cash Reserves) 纸币和硬币(Notes and Coins) 金融机构储备现金,以应对突发的流动性需求。 存放于中央银行的存款(Deposits with Central Banks) 将资金存入中央银行,这些存款可以随时提取,具有高流动性。
Cash-In-The-Market PricingThis paper examines potential impacts of banks' leverage on their incentives to manage their liquidity. We analyse a model where banks control their liquidity risk by managing their liquid asset positions. In the basic framework, a model with a single bank, where the ...
Banks may be unable to refinance short-term liabilities in case of solvency concerns. To manage this risk, banks can accumulate a buffer of liquid assets, or strengthen transparency to communicate solvency. While a liquidity buffer provides complete insurance against small shocks, transparency covers ...
Liquidity-Risk Management in the Business of Banking 来自 EBSCO 喜欢 0 阅读量: 14 作者: Kroszner, Randall S. 摘要: The speech "Banks Need to Carefully Manage Their Own Exposure" is presented, delivered by U.S. Federal Reserve Board Governor Randall S. Kroszner to the Institute of ...
Bank Asset-Liability and Liquidity Risk Management Asset-Liability Management is a generic term that is used to refer to a number of things by different market participants. We define it as the high-level m... M Choudhry 被引量: 3发表: 2011年 Liquidity Risk Management in Islamic Banks: Rev...
At the international level, a wide consensus has emerged over many years on the importance of liquidity monitoring and the need to mitigate the associated risk in order to preserve the stability of individual banks and the soundness of the entire banking system. However, many differences have also...
Banks use short-term debt to invest in long-term assets (Diamond and Dybvig, 1983). This creates liquidity risk: a bank unable to roll over maturing debt can fail despite being solvent. A majority of recent bank liquidity crises in developed economies were ...
5月25日,中国银保监会发布了一项新修订的规则,以帮助商业银行更好地防范流动性风险。On May 25 , China Banking and Insurance Regulatory Commission released a newly revised rule to help commercial banks better guard against liquid...