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searching for Liquidity risk 47 found (137 total)

alternate case: liquidity risk

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
Interbank lending market (2,843 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
Wholesale funding (277 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 and manage risk. Wholesale funding sources include
Liquidity premium (399 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
Overnight policy rate (450 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
CAMELS rating system (6,661 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
Arbitrage (6,229 words) [view diff] exact match in snippet view article find links to article
fails – execution risk. The main rare risks are counterparty risk and liquidity risk – that a counterparty to a large transaction or many transactions fails
Anthony Saunders (669 words) [view diff] case mismatch in snippet view article find links to article
Center of the Study of Financial Institutions. He teaches "Market and Liquidity Risk" in the Risk Management Open Enrollment program for Stern Executive
Time at risk (388 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
Stable value fund (2,402 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
Lubos Pastor (367 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 3,000 times according
Net stable funding ratio (771 words) [view diff] exact match in snippet view article find links to article
International Settlements: http://www.bis.org/ "International framework for liquidity risk measurement, standards and monitoring" (PDF). bis.org. Retrieved 8 April
Corporate bond (1,563 words) [view diff] case mismatch in snippet view article find links to article
so that their Yield to Maturity adjusts to newly appropriate levels. Liquidity Risk: There may not be a continuous secondary market for a bond, thus leaving
Basel Committee on Banking Supervision (981 words) [view diff] exact match in snippet view article find links to article
capital Working Group on Liquidity - works on global standards for liquidity risk management and regulation Definition of Capital Subgroup - reviews eligible
Structured finance (1,085 words) [view diff] case mismatch in snippet view article find links to article
originators Reducing credit concentration Risk management interest rates and liquidity Risk transfer[better source needed] Tranching refers to the creation of different
Canadian Credit Union Association (1,202 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
Cuscal (380 words) [view diff] exact match in snippet view article find links to article
bilateral loan facilities tradeable security brokerage services market and liquidity risk management advisory services fixed income portfolio management services
Germán Bernácer Prize (1,444 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 (789 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
Systemically important payment systems (626 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
Charles Schwab Corporation (2,255 words) [view diff] exact match in snippet view article find links to article
illiquidity limits stated in its prospectus and had much more credit and liquidity risk than it disclosed in its SEC filings and marketing materials. YieldPlus'
Timothy Geithner (6,315 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
Treasury management (836 words) [view diff] case mismatch in snippet view article find links to article
regulatory risks. Treasurers are typically responsible for managing: Liquidity Risk is the risk that the company is unable to fund itself or is unable to
Abbey National (2,036 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 (843 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". Because of these disadvantages, the "direct holding system" has been
The Clearing House Payments Company (968 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
Financial stability (922 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
Flight-to-quality (2,165 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
Computational science (2,640 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 modelled simultaneously and at different interconnected scales.
Fama-DFA Prize (418 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
James W. Keyes (757 words) [view diff] exact match in snippet view article find links to article
filed for bankruptcy. The rating agency Moody’s declared the company a liquidity risk in October 2008 because of the need to refinance a revolving credit
James W. Keyes (757 words) [view diff] exact match in snippet view article find links to article
filed for bankruptcy. The rating agency Moody’s declared the company a liquidity risk in October 2008 because of the need to refinance a revolving credit
Wallace neutrality (721 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
Risk management (6,196 words) [view diff] exact match in snippet view article find links to article
combination of credit risk, interest rate risk or asset liability management, liquidity risk, market risk, and operational risk. In the more general case, every
Kamakura Corporation (1,022 words) [view diff] exact match in snippet view article find links to article
number world number 1 asset and liability management vendor and number 1 liquidity risk vendor in RISK Technology 2009 survey 2009 Robert A. Jarrow awarded
Perry Mehrling (984 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:
Art valuation (2,921 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
Enterprise risk management (2,850 words) [view diff] exact match in snippet view article find links to article
catastrophe Financial risk Pricing risk, Asset risk, Currency risk, Liquidity risk Operational risk Customer satisfaction, Product failure, Integrity,
Air Canada (8,441 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
Macroprudential regulation (2,569 words) [view diff] exact match in snippet view article find links to article
accumulation of excessive short-term debt: Liquidity coverage ratio Liquidity risk charges that penalize short-term funding Capital requirement surcharges
Financial fragility (2,097 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".
Financial Crisis Inquiry Commission (4,443 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 (29,068 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
Causes of the Great Recession (17,677 words) [view diff] exact match in snippet view article find links to article
as the yield curve remains positively sloped. However, it creates a liquidity risk if the yield curve were to become inverted and banks would have to refund
Francis X. Diebold (4,193 words) [view diff] case mismatch in snippet view article find links to article
Diebold, F.X., Schuermann, T, and Stroughair, J. (2001), "Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management
Net capital rule (22,506 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 (11,022 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