Funding liquidity risk
The Impact of Funding Liquidity on Risk-taking Behaviour of Vietnamese Banks: Approaching by Z-Score Measure
... defines funding liquidity as “the ability of a solvent institution to make agreed-upon payments in a timely fashion” (Drehmann and Nikolaou, ...bank’s funding liquidity is defined by its ...
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Risk and performances: financial performance of sime darby berhad
... of liquidity in total financing risk were contributed by banking system distribution, risk formation of equity, interest rate, investment, ...etc. Liquidity risk can be define in two ...
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Market liquidity risk: elusive no more : defining and quantifying market liquidity risk
... Funding liquidity risk is not the sole risk associated with ...separates funding liquidity from market ...two, funding liquidity risk has received the major ...
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Financial Risks Analysis and Performance of Commercial Banks in Kenya
... assess liquidity, credit ,Interest rate risk and Foreign exchange risks as independent variables and how they influence financial performance of commercial ...banks. Liquidity risks involve lack of ...
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Systemic liquidity risk index for Moroccan banking sector
... The risk of liquidity is due, in fact, with the bad coordination between the depositors, the banks and the actors of the financial ...the risk of liquidity remains difficult to evaluate at the ...
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Basel III VS Accounting Standards in the Liquidity Reporting
... the liquidity needs of ...of Liquidity Risk introducing provisions banks must comply with, in order to promote short-term and long-term ...the Liquidity Risk and the effort of the IASB ...
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Liquidity Creation and Bank Capital
... when liquidity creation increases (or, alternatively, showing that banks do not strengthen their capital ratios when they face higher illiquidity, as defined in the Basel III capital ...between risk and ...
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The Determinants of Profitability for Kerjaya Prosepk
... of risk and uncertainty compared to the others industries due to its characteristics of complexity, dynamic and time ...financial risk, time risk, liquidity risk, input risk, and ...
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Liquidity risk : the case of Morocco
... particularly liquidity risk. This risk must be currently managed by more sophisticated methods and more ...the liquidity of Moroccan banking sector, because, ultimately, all the proposed ...
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Essays on Stock Market Liquidity and Liquidity Risk Premium
... with risk and return ...for liquidity on monthly return data for NYSE stocks over the period 1962 to ...measure liquidity by using the amortized effective spread 42 and document that liquidity ...
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BANK LIQUIDITY REGULATION AND LIQUIDITY RISK MANAGEMENT IN UZBEKISTAN
... of liquidity of the selected ...ensuring liquidity of “Aloqabank” by giving positive stimulus of ...decrease liquidity ratio of the ...on liquidity despite probability coefficient is between ...
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Liquidity and international bond pricing
... that liquidity level and liquidity risks are priced in the emerging ...freedom, liquidity risks from the LCAPM improve fit for both low yield and high yield sovereign-bond ...higher liquidity ...
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Missing Requirements on Disclosure Discipline Concerning Liquidity
... of liquidity reserves and of stock of assets available for liquidity purposes or to meet funding needs, free of regulatory, legal or contractual charges and that could be used as collateral or ...
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Measuring Liquidity Risk in an Emerging Market: Liquidity Adjusted Value at Risk Approach for High Frequency Data
... considering liquidity as a risk factor has been frequently ...of liquidity variations on the market ...establishing liquidity adjusted pricing model (Pastor and Stambaugh (2003), Archarya and ...
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A Model for the Valuation of Assets with Liquidity Risk
... The liquidity risk model in this paper assumes that at an uncertain (mod- eled as random) time in the future some of the funding markets of a bank freeze, which can be a bank-specific or a ...
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Global liquidity risk in the foreign exchange market
... for liquidity) are not related to information ...price risk and with a measure of liquidity ...of liquidity of the market. Furthermore, liquidity will depend upon the factors that ...
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INTERBANK BUSINESS OF COMMERCIAL BANKS AND RISKS CONTROL
... credit risk, operational risk and liquidity risk are particularly prominent in these ...credit risk control. For operational risk, strict authorization and normative accounting, ...
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Online Full Text
... decades. Liquidity risk has lead the cause of many serious market ...the liquidity plays a very important role in financial markets, especially when it comes to ...good risk measurement have ...
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The Contagion Risk of a Banking System
... credit risk were due to CVA losses and only about one- third were due to actual ...contagion risk includes the work of Glasserman and Young (2015) who assessed how one can obtain useful bounds on the losses ...
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DETERMINANTS OF BANK PROFITABILITY: EVIDENCE FROM PRIVATE COMMERCIAL BANK IN ETHIOPIA
... First, the natural logarithm of total assets has a positive impact on ROA with strong significance coefficient. This indicates that as larger banks of the country experience more significant increases in profitability ...
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