monetary policy activities of a central bank and the liquidity management of banks considering the main characteristics and … monetary policy activities of a central bank and the liquidity management of banks considering the main characteristics and … institutional features of the euro area. Main results of this analysis are that different costs of obtaining liquidity directly from …

Introduction -- Liquidity Risk: Economic Issues -- Liquidity Risk: Regulatory Issues -- Economic Impacts of the New …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 …

Liquidity is a core resource and its management is a core activity of banks. Nevertheless, liquidity management has not … received much attention during the last decades, as liquidity has not been perceived as scarce. This perception has clearly … liquidity. Despite its crucial role, the modeling techniques for bank liquidity are so far rather simple, which sharply …

determining inverse transmission of global liquidity, as well as the effects of capital flows, lending-rate margins, financial …Chapter 1) Introduction -- Chapter 2)The inverse transmission of positive global liquidity shocks into the South …

whether liquidity conditions play an important role in stock market developments. As an innovation, liquidity conditions enter … flows, which represent the share of global liquidity that arrives in the respective country. A second aim is to understand …

Liquidität -- Liquiditätsrisiken -- Liquidity Value at Risk -- Finanzmarktkrise -- Baseler Liquiditätsanforderungen …

the full dynamics of the yield curve. A study of the evolution of interest rate modelling theory places these models in …