Liquidity Risk Creation
Liquidity risk, Liquidity Creation and Financial Fragility
Banks and Liquidity
Bank Runs, Deposit Insurance, and Liquidity
Banks as Liquidity Providers
Liquidity Shortage and Banking Crises
Liquidity, Banks and Markets
The Paradox of Liquidity
FX Short Positions, Balance Sheets and Financial Turbulence: An Interpretation of the Asian Financial Crisis
 
Regulators
BIS 2000: Sound for Managing Liquidity in Banking Organisations 
BIS 2004: Bank Failures in Mature Economies
FSA UK 2003: Liquidity Risk in the Integrated Prudential Sourcebook: A Quantitative Framework
IOSCO 2002: Sound Practices for the Management of Liquidity Risk at Securities Firms
 
 
NoMALs
The Arbitrage-Free Valuation and Hedging of Demand Deposits and Credit Card Loans
Risk Management of Non-Maturing Liabilities
Refinancing Mortgages in Switzerland
Management of Non-Maturing Deposits by Multistage Stochastic Programming
 
Intraday Liquidity
The Intraday Liquidity Management Game
The Intraday price of Money
Intraday Liquidity Management in RTGS Systems
Library
©CAK Finance 18.11.2006