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November 29, 2014
 

The Search found 10 of 13822 documents sorted by Date with the following criteria:
Subject/Keyword: liquidity risk

 
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1. Title: Measuring Systemic Risk-Adjusted Liquidity (SRL) - A Model Approach
  Author/Editor: Jobst, Andreas
  Series: Working Paper No. 12/209
  Published: August 01, 2012
  Subject(s): Banking sector | Economic models | Liquidity | Risk management | United States
  Author's Keyword(s): Systemic risk | liquidity risk | Net Stable Funding Ratio (NSFR) | extreme value theory | financial contagion | macroprudential regulation
 
2. Title: Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach
  Author/Editor: Lopez-Espinosa, German ; Moreno, Antonio ; Rubia, Antonio ; Valderrama, Laura
  Series: Working Paper No. 12/46
  Published: February 01, 2012
  Subject(s): Economic models | Financial institutions | Financial risk | International banks | Liquidity
  Author's Keyword(s): Systemic Risk | Wholesale Funding | Liquidity Risk | Macroprudential Regulation
 
3. Title: Prudential Liquidity Regulation in Developing Countries: A Case Study of Rwanda
  Author/Editor: Sanya, Sarah ; Mitchell, Wayne ; Kantengwa, Angelique
  Series: Working Paper No. 12/20
  Published: January 01, 2012
  Subject(s): Bank supervision | Banking sector | Developing countries | Liquidity management | Monetary policy | Rwanda
  Author's Keyword(s): JEL Classification Numbers: Keywords: Liquidity risk | Rwanda | regulation | supervsion | stress testing
 
4. Title: Next Generation System-Wide Liquidity Stress Testing
  Author/Editor: Schmieder, Christian ; Hesse, Heiko ; Neudorfer, Benjamin ; Puhr, Claus ; Schmitz, Stefan W.
  Series: Working Paper No. 12/3
  Published: January 01, 2012
  Subject(s): Bank supervision | Banks | Financial risk | Liquidity management | Risk management
  Author's Keyword(s): Stress Testing | Liquidity Risk | Basel III
 
5. Title: Australian Banking System Resilience: What Should Be Expected Looking Forward? An International Perspective
  Author/Editor: Bologna, Pierluigi
  Series: Working Paper No. 10/228
  Published: October 01, 2010
  Subject(s): Australia | Bank supervision | Banking | Banking sector | Financial risk | Financial soundness indicators | Liquidity management | Risk management
  Author's Keyword(s): Australia | Banking | Liquidity Risk | Liquidity Requirements | Capital | Stress Tests | External Debt
 
6. Title: Deleveraging After Lehman--Evidence from Reduced Rehypothecation
  Author/Editor: Singh, Manmohan ; Aitken, James
  Series: Working Paper No. 09/42
  Published: March 01, 2009
  Subject(s): Financial institutions | United States | United Kingdom | Capital markets | Securities markets | Hedge funds | Financial risk | Bankruptcy | Securities regulations
  Author's Keyword(s): Rehypothecation | Lehman's bankruptcy | counterparty risk | liquidity risk
 
7. Title: Stress Testing at the IMF
  Author/Editor: Moretti, Marina ; Stolz, Stéphanie ; Swinburne, Mark
  Series: Working Paper No. 08/206
  Published: September 01, 2008
  Subject(s): Financial Sector Assessment Program | Financial systems | Financial stability | Credit risk | Liquidity | Technical assistance | Working Paper
  Author's Keyword(s): Stress testing | financial stability | credit risk | market risk | liquidity risk
 
8. Title: Investors’ Risk Appetite and Global Financial Market Conditions
  Author/Editor: González-Hermosillo, Brenda
  Series: Working Paper No. 08/85
  Published: April 01, 2008
  Subject(s): Bond issues | Financial risk | Liquidity | Spillovers | International capital markets | Economic models
  Author's Keyword(s): market risk | liquidity risk | volatility risk | default risk | risk appetite
 
9. Title: A Primer for Risk Measurement of Bonded Debt from the Perspective of a Sovereign Debt Manager
  Author/Editor: Papaioannou, Michael G.
  Series: Working Paper No. 06/195
  Published: August 01, 2006
  Subject(s): Debt | Credit risk | Debt management
  Author's Keyword(s): Risk measurement | market risk | credit risk | liquidity risk
 
10. Title: Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and FSAP Experiences
  Author/Editor: Blaschke, Winfrid ; Jones, Matthew T. ; Majnoni, Giovanni ; Martinez Peria, Maria Soledad
  Series: Working Paper No. 01/88
  Published: June 01, 2001
  Subject(s): Financial systems | Financial Sector Assessment Program | Interest rates | Credit | Exchange risk | Liquidity
  Author's Keyword(s): Stress testing | interest rate risk | credit risk | foreign exchange risk | liquidity risk
 

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