3) liquidity risk 流动性风险 1. Research on liquidity risk of open-end fund; 开放式基金流动性风险研究 2. Asset Pricing with Liquidity Risk:Evidence from Chinese Stock Market; 流动性风险与资产定价:来自中国股市的证据 3. A Study of Liquidity Risk of Open-end Mutual Funds; 我国开放式...
liquidity riskliquidity premiumyield curveSpanish Sovereign BondsSince the seminal paper of Vasicek and Fong (1982) term structure models are estimated assuming that yields are cross-sectionally homokedastic. In this paper, we show that this hypothesis does not hold even for bonds from the same ...
The liquidity shocks of '08-'09 revealed that measures of liquidity risk being used in most financial institutions turned out to be woefully inadequate. The construction of long-short portfolios based on liquidity proxies introduces errors such as extraneous risk factors and hedging error. We ...
声音简介1. Liquidity trading risk 2. Liquidity funding risk3. Market for collateral 4. Motivations of repos5. General and special repo rates6.第二种解决liquidity方法7. Liquidity black hole 8. Systematic risk 9. Failure mechanics of dealers bank ...
9.t constant risk estimator一致最佳不变风险估计量 10.The Study on the Assessment Method for the Risk-based Reliabiity of Road Network;一种基于风险的路网可靠性度量方法的研究 11.Measuring Liquidity Risk of Open-End Funds for Large Amount of Redemption;一种巨额赎回导致的开放式基金流动性风险测量...
A more comprehensive measure of banks ' liquidity risk situation 翻译结果4复制译文编辑译文朗读译文返回顶部 A more comprehensive measure of bank liquidity risk situation 翻译结果5复制译文编辑译文朗读译文返回顶部 More comprehensive measure bank fluid risk condition ...
aA higher amount of this maturity transforma- tion is associated with a higher liquidity risk for the bank. 一个金额上限这成熟transforma- tion同一种更高的流动资产风险联系在一起为银行。 [translate] aThey don't have to put all their effort into studying and give up all the sports and ...
This study proposes a new liquidity and capital adequacy risk index, the Piggy Bank Index. This index measures the gap between liquid assets and total liabilities over liquid capital. Using data from the financial statements of 106 US banks during 2004–2009, we show the benefits of this index...
There are two main measures of liquidity: market liquidity and accounting liquidity. Market Liquidity Market liquidity refers to the extent to which amarket, such as a country’s stock market or a city’s real estate market, allows assets to be bought and sold at stable, transparent prices. ...
Time horizon and liquidity of investments is often a key factor influencing risk assessment and risk management. If an investor needs funds to be immediately accessible, they are less likely to invest in high risk investments or investments that cannot be immediately liquidated and more likely to ...