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Theory and regulation of liquidity risk management in banking

Scannella, Enzo - In: International journal of risk assessment and management … 19 (2016) 1/2, pp. 4-21

Persistent link: https://www.econbiz.de/10011584779

Illiquidity, Insolvency, and Banking Regulation

Cao, Jin - 2013

liquidity and solvency shocks. It explains the asset price anomalies and bank lending freeze during the crisis. The paper shows …

Persistent link: https://www.econbiz.de/10013083052

Illiquidity, insolvency, and banking regulation

Cao, Jin - 2010

liquidity and solvency shocks. Extending the work by Cao & Illing (2009a, b), it is shown that systemic liquidity shortage … extra cost for banking regulation and makes some schemes that are optimal under pure illiquidity risks (such as liquidity …

Persistent link: https://www.econbiz.de/10003952099

Illiquidity, insolvency, and banking regulation

Cao, Jin - 2011

Persistent link: https://www.econbiz.de/10009377185

Modelling the liquidity ratio as macroprudential instrument

End, Jan-Willem van den; Kruidhof, Mark - In: Journal of banking regulation 14 (2013) 2, pp. 91-106

Persistent link: https://www.econbiz.de/10010355913

Jointly optimal regulation of bank capital and liquidity

Walther, Ansgar - In: Journal of money, credit and banking : JMCB 48 (2016) 2/3, pp. 415-448

Persistent link: https://www.econbiz.de/10011516552

Sketching a roadmap for systemic liquidity stress tests

Hałaj, Grzegorz; Henry, Jérôme - In: Journal of risk management in financial institutions 10 (2016/2017) 4, pp. 319-340

Persistent link: https://www.econbiz.de/10011753937

Rollover risk, liquidity and macroprudential regulation

Ahnert, Toni - In: Journal of money, credit and banking : JMCB 48 (2016) 8, pp. 1753-1785

Persistent link: https://www.econbiz.de/10011707954

Post-crisis regulatory reform in banking : address insolvency risk, not illiquidity!

Thakor, Anjan V. - In: Journal of financial stability 37 (2018), pp. 107-111

Persistent link: https://www.econbiz.de/10012156948

A liquidity risk stress-testing framework with Basel liquidity standards

Hejlová, Hana; Komárková, Zlatuše; Rusnák, Marek - In: Prague economic papers : a bimonthly journal of … 29 (2020) 3, pp. 251-273

Persistent link: https://www.econbiz.de/10012593458