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searching for Liquidity risk 48 found (158 total)

Interbank lending market (2,962 words) [view diff] exact match in snippet view article find links to article

such temporary liquidity shortages and reduce 'funding liquidity risk'. Funding liquidity risk captures the inability of a financial intermediary to service

Funding liquidity (401 words) [view diff] exact match in snippet view article find links to article

Funding Liquidity Risk. Funding liquidity is essentially a binary concept: a bank can either settle obligations or it cannot. Funding liquidity risk, however

Financial services (2,406 words) [view diff] no match in snippet view article find links to article

its most common sense concerns commercial banks that provide market liquidity, risk instruments, and brokerage for large public companies and multinational

Wholesale funding (261 words) [view diff] no match in snippet view article find links to article

Wholesale funding is a method that banks use in addition to core demand deposits to finance operations, make loans, and manage risk. In the United States

Liquidity premium (409 words) [view diff] exact match in snippet view article find links to article

expect a premium, or risk premium for investing in the risky security. Liquidity risk premiums are recommended to be used with longer-term investments, where

Arbitrage (6,716 words) [view diff] exact match in snippet view article find links to article

or a series of transactions, to fulfill their financial obligations. Liquidity risk, conversely, emerges when an entity is necessitated to allocate additional

CAMELS rating system (6,666 words) [view diff] exact match in snippet view article find links to article

monitoring, and controlling balance sheet risk (interest rate risk and liquidity risk). A sound ALM process integrates strategic, profitability, and net worth

Overnight policy rate (456 words) [view diff] exact match in snippet view article find links to article

(SRR). Other components of loan pricing such as borrower credit risk, liquidity risk premium, operating costs and profit margin will be reflected in a spread

Stable value fund (2,461 words) [view diff] no match in snippet view article find links to article

A stable value fund is a type of investment available in 401(k) plans and other defined contribution plans as well as some 529 or tuition assistance plans

Time at risk (397 words) [view diff] exact match in snippet view article find links to article

it would be 90% safe. “An insurance company's 90% TaR is 3 years for liquidity risk under current finance structure.” This means it is 90% probability that

Bullwhip effect (3,078 words) [view diff] exact match in snippet view article find links to article

flow risk rather than that of cash flow risk. For a firm's internal liquidity risk (Chen et al., 2011), it is an appropriate proxy for a firm's financial

Fixed income arbitrage (2,184 words) [view diff] exact match in snippet view article find links to article

the strategy can also face liquidity risks. An example of increased liquidity risk occurring would be in a climate whereby a crisis occurred (E.g. the

Lubos Pastor (574 words) [view diff] exact match in snippet view article find links to article

focuses on financial markets and asset management. His most cited paper, “Liquidity risk and expected stock returns” has been cited over 6,000 times according

Flight-to-quality (2,159 words) [view diff] case mismatch in snippet view article find links to article

Gatev, Evan and Philip Strahan (2006). "Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market." The Journal

Germán Bernácer Prize (1,778 words) [view diff] exact match in snippet view article find links to article

research contributions on how the interaction between market liquidity risk and funding liquidity risk can create liquidity spiral and systemic financial crisis"

International Association for Quantitative Finance (669 words) [view diff] case mismatch in snippet view article find links to article

comprises six committees: the Credit Risk, Education, Investor Risk, Liquidity Risk, Operational Risk, and Technology Committees each focus on a narrow

Canadian Credit Union Association (1,342 words) [view diff] no match in snippet view article find links to article

began to be created in the 1930s at the provincial level to provide liquidity, risk management and shared services. Following years of preparatory work

The Principles of Banking (1,137 words) [view diff] exact match in snippet view article find links to article

the next economic recession. It covers asset-liability management, liquidity risk, internal transfer pricing, capital management, and stress testing.

Timothy Geithner (6,767 words) [view diff] case mismatch in snippet view article find links to article

I. Weill". Retrieved July 7, 2016. Timothy Geithner (May 15, 2007). Liquidity Risk and the Global Economy (Speech). Federal Reserve Bank of Atlanta. Retrieved

Fama–DFA Prize (329 words) [view diff] exact match in snippet view article find links to article

McConnell, and Alexei V. Ovtcinnikov 2005 First "Asset pricing with liquidity risk" Viral V. Acharya and Lasse Heje Pedersen Second "The risk and return

Systemically important payment systems (624 words) [view diff] exact match in snippet view article find links to article

are used, they should carry little or no credit risk and little or no liquidity risk A high degree of security and operational reliability, and contingency

The Clearing House Payments Company (910 words) [view diff] exact match in snippet view article find links to article

Clearing House management has implemented a number of credit, systemic and liquidity risk reduction measures to better manage individual participant risk, eliminate

Ludovic Phalippou (647 words) [view diff] exact match in snippet view article find links to article

of Financial Economics 120, 124-145. Private equity performance and liquidity risk, 2012, with F. Franzoni and E. Novak, Journal of Finance 67(6): 2341-2374

Art valuation (2,930 words) [view diff] exact match in snippet view article find links to article

in the market becoming more illiquid. There is a greater degree of liquidity risk facing the art investor than with other financial assets because there

Factor investing (1,316 words) [view diff] exact match in snippet view article find links to article

S2CID 219222562. SSRN 2102593. Pástor, Ľ; Stambaugh, R.F. (2003). "Liquidity risk and expected stock returns". Journal of Political Economy. 111 (3):

Douglas Diamond (1,498 words) [view diff] case mismatch in snippet view article find links to article

|journal= (help) Diamond, Douglas W.; Rajan, Raghuram G. (April 2001). "Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking" (PDF)

Perry Mehrling (1,099 words) [view diff] case mismatch in snippet view article find links to article

Darracq Paries (May 6, 2019). "Unconventional Monetary Policy and Funding Liquidity Risk" (PDF). Retrieved July 9, 2019. Zoltan Pozsar, 2014. "Shadow Banking:

Mutual fund (5,807 words) [view diff] case mismatch in snippet view article find links to article

on October 3, 2021. Retrieved October 3, 2021. "Investment Company Liquidity Risk Management Programs RIN 3235-AL61". Regulations.gov. Archived from the

Computational science (3,387 words) [view diff] exact match in snippet view article find links to article

approach where interdependent risk factors such as market, credit, and liquidity risk are modeled simultaneously and at different interconnected scales.[citation

Passive management (3,714 words) [view diff] exact match in snippet view article find links to article

Swap contracts exposure investors to counterparty credit risk, low liquidity risk, interest rate risk, and tax policy risk. However, swap contracts can

St. Louis Fed Financial Stress Index (939 words) [view diff] exact match in snippet view article find links to article

just one variable at the expense of others, such as default risk or liquidity risk, this index encompasses multiple measures. Unlike the similar but less

Wallace neutrality (719 words) [view diff] case mismatch in snippet view article find links to article

American Economic Review. 71 (3): 267–274. Andrew Nowobilski (2012). "Liquidity Risk and the Macroeconomic Costs of Financial Crises" (PDF). Stefan Homburg

Financial stability (1,274 words) [view diff] exact match in snippet view article find links to article

default risk based on Merton's model. It measures both solvency risk and liquidity risk at the firm level. Unfortunately, there is not yet a singular, standardized

Nellie Liang (1,071 words) [view diff] exact match in snippet view article find links to article

to the failures of several U.S. banks. Liang also spoke on systemic liquidity risk and financial system resilience following the bank failure. Timiraos

Timothy C. Johnson (589 words) [view diff] exact match in snippet view article find links to article

Economics (80): 531–562. Johnson, Timothy (2008). "Volume, liquidity, and liquidity risk". Journal of Financial Economics (87): 388–417. Hackbarth, D; Johnson

Kamakura Corporation (1,037 words) [view diff] exact match in snippet view article find links to article

world's number 1 asset and liability management vendor and number 1 liquidity risk vendor in a Risk Technology 2009 survey. In 2009 the U.S. Office of

Abbey National (3,973 words) [view diff] no match in snippet view article find links to article

Services ltd ("ANTS") for the division responsible for managing its liquidity, risk management and wholesale banking needs. Abbey's registered office was

Direct holding system (1,249 words) [view diff] exact match in snippet view article find links to article

available for use or investment, causing what has been called "pipeline liquidity risk". These disadvantages have now been eliminated by the more modern and

Greenspan put (5,281 words) [view diff] case mismatch in snippet view article find links to article

Archived from the original on 2020-04-16. Stephan Sauer (August 2007). "Liquidity Risk and Monetary Policy" (PDF). University of Munich. Archived (PDF) from

Financial fragility (2,109 words) [view diff] case mismatch in snippet view article find links to article

Rev 24 (1), 14–23. Diamond, Douglas; Raghuran Rajan (April 2001). "Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking".

Air Canada (9,015 words) [view diff] exact match in snippet view article find links to article

85 billion pension shortfall (which grew from $1.2 billion in 2007) was a "liquidity risk" in its first-quarter report, and it required new financing and pension

Spillover (economics) (3,602 words) [view diff] exact match in snippet view article

loans to borrowers with a high chance of default, banks suffered from liquidity risk which led to significant macroeconomic impacts including losses for

Money multiplier (4,132 words) [view diff] exact match in snippet view article find links to article

high-quality liquid assets."Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools" (PDF). bis.org. January 2013. Retrieved 19 July 2023

Financial Crisis Inquiry Commission (4,672 words) [view diff] exact match in snippet view article find links to article

Financial institutions concentrated correlated risk, Leverage and liquidity risk, Risk of contagion, Common shock, Financial shock and panic, Financial

Islamic banking and finance (30,867 words) [view diff] exact match in snippet view article find links to article

over the time and moving in a direction where it is acquiring more liquidity risk." To deal with the problem of earning no return on funds held for the

Net capital rule (22,533 words) [view diff] exact match in snippet view article find links to article

and "may recommend additional regulatory capital charges to address liquidity risk." More generally, she stated that in November 2009 the SEC established

Challenges in Islamic finance (11,141 words) [view diff] exact match in snippet view article find links to article

over the time and moving in a direction where it is acquiring more liquidity risk." To deal with the problem of earning no return on funds held for the

Collapse of Silicon Valley Bank (10,937 words) [view diff] exact match in snippet view article find links to article

bank's management did not effectively manage its interest rate and liquidity risk, and the bank then suffered a devastating and unexpected run by its