Publications Search Results

May 24, 2013

The Search found 10 of 10958 documents sorted by Date with the following criteria:

Subject/Keyword: liquidity risk

Results:  [New Search]   [Sort by Author]   [Sort by Title]

Page: 1

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: 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   4. 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   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

Results:  [New Search] [Sort by Author] [Sort by Title]

Page: 1

How to Order