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Liquidity risk and credit risk : a relationship based on the interaction between liquid asset ratio, non-performing loans ratio and systemic liquidity risk

Malandrakis, Ioannis K. - In: International journal of financial engineering and risk … 1 (2014) 4, pp. 375-400

Persistent link: https://www.econbiz.de/10010476907

Vulnerable asset management? : the case of mutual funds

Fricke, Christoph; Fricke, Daniel - 2017

funds’ vulnerability to systemic asset liquidations, highlighting the importance of funds’ liquidity transformation …. Therefore, regulators should monitor structural vulnerabilities in the fund sector arising through liquidity transformation. …

Persistent link: https://www.econbiz.de/10011740280

The impact of disturbances on the us stock market’s spread and investor sentiment through the perspective of risk management

Zwak-Cantoriu, Maria-Cristina; Anghel, Lucian Claudiu; … - In: Management dynamics in the knowledge economy 11 (2023) 1/39, pp. 84-99

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An improved approach to evaluate default probabilities and default correlations with consistency

Li, Weiping; Krehbiel, Timothy L. - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-29

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Gamma fragility

Barbon, Andrea; Buraschi, Andrea - 2020 - This version: 5 November 2020

private information) and funding liquidity frictions (margin requirement). We test our joint hypothesis using a large panel of …

Persistent link: https://www.econbiz.de/10012387248

Robust and interpretable liquidity proxies for market and funding liquidity

Rebonato, Riccardo; Sherwin, Hong - In: The journal of fixed income : JFI 30 (2021) 3, pp. 67-82

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Fixed-income ETFs : a liquidity illusion?

Maitra, Anando; Satchell, Stephen - In: Journal of risk management in financial institutions 14 (2020/2021) 4, pp. 321-344

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Special issue on asset price dynamics and risk management

Cheung, Yin-Wong (contributor) - 2000

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Firm heterogeneity and credit risk diversification

Hanson, Samuel G. (contributor); … - 2005

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Managing inverstment risks of institutional private equity investors - the challenge of illiquidity

Kaserer, Christoph; Wagner, Niklas; Achleitner, Ann-Kristin - In: Risk management : challenge and opportunity ; with 125 …, (pp. 259-277). 2005

Persistent link: https://www.econbiz.de/10002447753