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Stock liquidity risk and cash preservation

Yeh, Shih-kuo; Yang, Wan-Ru; Chen, Ren-Raw; Yeh, Chung-Ying - In: Review of Pacific Basin financial markets and policies … 25 (2022) 4, pp. 1-21

Persistent link: https://www.econbiz.de/10014233865

Valuing financial assets with liquidity discount : an implication for Basel III

Chen, Ren-Raw; Filonuk, William; Patro, Dilip Kumar; Yan, An - In: The journal of fixed income 22 (2013) 3, pp. 45-63

Persistent link: https://www.econbiz.de/10009711231

Liquidity, leverage, and Lehman : a structural analysis of financial institutions in crisis

Chen, Ren-Raw; Chidambaran, Nemmara; Imerman, Michael B.; … - In: Journal of banking & finance 45 (2014), pp. 117-139

Persistent link: https://www.econbiz.de/10010466618

Liquidity risk, reform of bank regulation, and risk management : editorial

Wu, Ho-Mou; Chen, Ren-Raw - In: Journal of banking & finance 45 (2014), pp. 59-60

Persistent link: https://www.econbiz.de/10010466680

Valuing financial assets with liquidity discount : an implication to Basel III

Chen, Ren-Raw; Filonuk, William; Patro, Dilip Kumar; Yan, An - In: Proceedings of the Second International Conference on …, (pp. 37-46). 2014

Persistent link: https://www.econbiz.de/10011388044

A liquidity index

Chen, Ren-Raw; He, Wei; Lin, Wenling - In: The journal of fixed income 25 (2016) 4, pp. 5-19

Persistent link: https://www.econbiz.de/10011660731

From liquidity risk to systemic risk : a use of knowledge graph

Chen, Ren-Raw; Zhang, Xiaohu - In: Journal of financial stability 70 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014490460

Liquidity, Leverage, and Lehman : A Structural Analysis of Financial Institutions in Crisis

Chen, Ren-Raw - 2015

The failure of Lehman Brothers highlighted the severe lapses in risk management and regulatory oversight that brought on and intensified the global financial crisis. This paper presents a structural credit risk model that provides useful early warning signals that regulators could have used to...

Persistent link: https://www.econbiz.de/10013035485