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Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks

Sujit Kapadia, Mathias Drehmann, John Elliott, and Gabriel Sterne

in Quantifying Systemic Risk

Published in print:
2013
Published Online:
September 2013
ISBN:
9780226319285
eISBN:
9780226921969
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226921969.003.0003
Subject:
Economics and Finance, Econometrics

This chapter develops a quantitative framework which shows how shocks to fundamentals may interact with funding liquidity risk and potentially generate contagion that can spread across the financial ... More


Managing Risks in the Banking Firm

Hans Degryse, Moshe Kim, and Steven Ongena

in Microeconometrics of Banking: Methods, Applications, and Results

Published in print:
2009
Published Online:
October 2011
ISBN:
9780195340471
eISBN:
9780199852406
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195340471.003.0008
Subject:
Economics and Finance, Microeconomics

This chapter discusses the empirical management of risks in the banking firm. In terms of methodology, it broaches the assumptions, estimation approaches, and issues of the value at risk and ... More


The Concrete Euro: Implementing Monetary Policy in the Euro Area

Paul Mercier and Francesco Papadia (eds)

Published in print:
2011
Published Online:
May 2011
ISBN:
9780199557523
eISBN:
9780191725005
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199557523.001.0001
Subject:
Economics and Finance, Macro- and Monetary Economics, International

This book gives an analytical account of the technology for the monetary policy implementation of the European Central Bank. The issue is looked at from different perspectives, corresponding to ... More


Contagion

Xavier Freixas, Luc Laeven, and José-Luis Peydró

in "Systemic Risk, Crises, and Macroprudential Regulation"

Published in print:
2015
Published Online:
September 2016
ISBN:
9780262028691
eISBN:
9780262328609
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028691.003.0005
Subject:
Economics and Finance, Public and Welfare

This chapter gives an overview of the literature on financial contagion, with special emphasis on interconnectedness and liquidity risk. Not only direct contagion is analyzed, but also the so-called ... More


Measuring and Managing Market Risk

Christoph Kaserer

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0015
Subject:
Economics and Finance, Financial Economics

Market risk, which is caused by fluctuating market prices, is an extremely important risk not only for all institutional investors but also for large corporations and wealthy individuals. Therefore, ... More


Concepts of Macroeconomic Risk Management

Lars Oxelheim and Clas Wihlborg

in Corporate Decision-Making with Macroeconomic Uncertainty: Performance and Risk Management

Published in print:
2008
Published Online:
May 2009
ISBN:
9780195335743
eISBN:
9780199868964
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195335743.003.0002
Subject:
Economics and Finance, Financial Economics

This chapter reviews concepts of risk and economic arguments for risk management from the perspective of different stakeholder groups. The interests of different groups are reviewed and it is ... More


Liquidity Risk

Kose John, Samir Saadi, and Hui Zhu

in Investment Risk Management

Published in print:
2015
Published Online:
January 2015
ISBN:
9780199331963
eISBN:
9780190214098
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199331963.003.0008
Subject:
Economics and Finance, Financial Economics

The role of market liquidity and its implications on asset prices and financial systems has generated much attention over the past thirty years. This chapter provides an overview of the vast ... More


Toward a Liquidity Risk Management Strategy for Emerging Market Economies

Pablo E. Guidotti

in Latin American Macroeconomic Reforms: The Second Stage

Published in print:
2003
Published Online:
February 2013
ISBN:
9780226302676
eISBN:
9780226302683
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226302683.003.0010
Subject:
Economics and Finance, Development, Growth, and Environmental

A country's risk management strategy to volatility should focus on three main areas: the financial system, public debt management, and the corporate sector. This chapter articulates the main elements ... More


Insolvency Uncertainty, Banking Tax, and Macroprudential Regulation

Jin Cao

in Taxation and Regulation of the Financial Sector

Published in print:
2015
Published Online:
May 2015
ISBN:
9780262027977
eISBN:
9780262321099
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262027977.003.0005
Subject:
Economics and Finance, Financial Economics

This chapter discusses the role of banking tax, jointly with the other macroprudential policies in maintaining financial stability under systemic liquidity and solvency shocks. The co-existence of ... More


How Do Banks Manage Liquidity Risk?: Evidence from the Equity and Deposit Markets in the Fall of 1998

Evan Gatev, Til Schuermann, and Philip E. Strahan

in The Risks of Financial Institutions

Published in print:
2007
Published Online:
February 2013
ISBN:
9780226092850
eISBN:
9780226092980
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226092980.003.0004
Subject:
Economics and Finance, Financial Economics

This chapter analyzes how banks were able to manage the systematic liquidity risk and thus weather the 1998 crisis successfully. It evaluates the 1998 crisis to assess differences across banks in ... More


Measuring and Managing Credit and Other Risks

Gabriele Sabato

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0016
Subject:
Economics and Finance, Financial Economics

During the last 40 years, risk management has evolved tremendously. The technologies and methodologies to measure risks have reached impressive levels of sophistication and complexity. However, the ... More


Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia

Shin-ichi Fukuda and Yoshifumi Kon (eds)

in International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy

Published in print:
2008
Published Online:
February 2013
ISBN:
9780226386829
eISBN:
9780226387086
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226387086.003.0003
Subject:
Economics and Finance, South and East Asia

This chapter explores some theoretical and empirical implications of the changed international capital flows in East Asian economies after the currency crisis. It shows that macroeconomic impacts ... More


Systemic Risk: The Dynamics of Modern Financial Systems

Prasanna Gai

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199544493
eISBN:
9780191747175
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199544493.001.0001
Subject:
Economics and Finance, Financial Economics

This book opens new ground in the study of financial crises. It treats the financial system as a complex adaptive system and shows how lessons from network disciplines—such as ecology, epidemiology, ... More


Systemic Risk and Financial Regulation: Where Do We Stand?

Philipp Hildebrand

in Progress and Confusion: The State of Macroeconomic Policy

Published in print:
2016
Published Online:
January 2017
ISBN:
9780262034623
eISBN:
9780262333450
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262034623.003.0007
Subject:
Economics and Finance, Public and Welfare

This chapter makes the case that neither the risk of liquidity scarcity in financial markets nor the presence of large asset managers are new sources of systemic risk. New regulations aimed at making ... More


Stress Testing

Martin Čihák

in Investment Risk Management

Published in print:
2015
Published Online:
January 2015
ISBN:
9780199331963
eISBN:
9780190214098
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199331963.003.0016
Subject:
Economics and Finance, Financial Economics

Stress testing is a useful and popular but sometimes misunderstood method of analyzing the resilience of financial institutions to adverse events. This chapter aims to further demystify stress tests ... More


Energy Risk Management

Thomas Barkley

in Commodities: Markets, Performance, and Strategies

Published in print:
2018
Published Online:
March 2018
ISBN:
9780190656010
eISBN:
9780190656041
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190656010.003.0024
Subject:
Economics and Finance, Financial Economics

The backdrop of rapid growth of worldwide energy consumption and increasing concerns about global energy sustainability and environment protection, as well as an increasing uncertainty of commodity ... More


Other Risks in Frontier Markets

Marko Dimitrijević and Timothy Mistele

in Frontier Investor: How to Prosper in the Next Emerging Markets

Published in print:
2016
Published Online:
September 2017
ISBN:
9780231170444
eISBN:
9780231542357
Item type:
chapter
Publisher:
Columbia University Press
DOI:
10.7312/columbia/9780231170444.003.0013
Subject:
Business and Management, Strategy

Looks at the macro- and microeconomic and “headline” risks of investing in frontier markets.


Factors Affecting Bond Pricing and Valuation

Mark Wu, Xiang Gao, and Robert (Bob) Wieczorek

in Debt Markets and Investments

Published in print:
2019
Published Online:
June 2020
ISBN:
9780190877439
eISBN:
9780190877460
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190877439.003.0024
Subject:
Economics and Finance, Financial Economics

The bond market is extremely important because it provides necessary financing support for both public and nonpublic sectors. The U.S. bond market is much larger than the equity market, and its sheer ... More


Debt Management

Thordur Jonasson, Michael G. Papaioannou, and Mike Williams

in Sovereign Debt: A Guide for Economists and Practitioners

Published in print:
2019
Published Online:
December 2019
ISBN:
9780198850823
eISBN:
9780191885693
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198850823.003.0006
Subject:
Economics and Finance, Macro- and Monetary Economics, Financial Economics

Chapter 4 illustrated the factors that can undermine debt sustainability; this chapter builds on that by exploring the role of debt managers in reducing these risks. The chapter begins with the ... More


Other Risks Associated with Debt Securities

Randolph D. Nordby

in Debt Markets and Investments

Published in print:
2019
Published Online:
June 2020
ISBN:
9780190877439
eISBN:
9780190877460
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190877439.003.0004
Subject:
Economics and Finance, Financial Economics

This chapter covers the additional risks in investing in debt securities that are not considered under interest rate risk. It emphasizes credit risk and provides a primer on understanding the S&P ... More


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