liquidity risk

Liquidity Risk - As the Deposit is not transferable, you may not withdraw the Deposit prior to its maturity without the consent of the Bank.

Liquidity risk is the risk that an entity may be unable to meet a financial commitment to a customer, creditor, or investor when due.

The scale of the TSLF raises concerns that the Fed, in its attempt to reduce liquidity risk, is taking on too much credit risk.

Liquidity Risk financial institutions as part of the day-to-day management, and its importance should not be overlooked.

Liquidity risk is small probability event, so the point of liquidity risk management is early-warning.

However, the existing performance evaluation methods of mutual fund do not consider the influence of liquidity risk.

Investors naturally want to be compensated for this, so market liquidity risk increases the required return.

liquidity risk; market risk; conditional variance; dynamic conditional correlation.

No one knows whether the market malfunction is due more to long-term losses or short-term liquidity risk.

However, this also led to these financial derivative products in the market difficult to transfer, liquidity risk.

Chapter V is the reference of commercial banks liquidity risk management of American and European countries to China.

Further, split announcement returns are correlated with the improvements in both liquidity levels and liquidity risk.

The contradiction between interest and liquidity of commercial banks is the deep-rooted reasons for the liquidity risk.

After deleting some securities which have bigger liquidity risk, the funds' liquidity risk match their investing style mostly.

The plan could reveal that the liquidity risk premium was large and the capital hole in the banks is not as great as feared.

The contradiction between interest and liquidity of commercial bank is the underlying reasons that cause liquidity risk.

liquidity risk: the risk that a counter party(or participant in a settlement system)will not settle an obligation for full value when due.

In the last part, we propose some suggestions against open-ended fund liquidity risk.

Liquidity risk - No ELD may be withdrawn by the customer before its deposit maturity.

Formation causes and influential factors of liquidity risk of open-ended fund were analyzed qualitatively in the forth chapter.

We decompose syndicated loan risk into credit, market, and liquidity risk and test how these shape syndicate structure.

Due to Institutional and structural reasons, there are defects in Chinese commercial banks liquidity risk management.

A. current situation of municipal bond. Then this paper analyzes the liquidity risk and credit risk of municipal bonds.

Government debt is assumed to provide zero default risk as well as zero liquidity risk.

Furthermore, we put forward a train of thought that measurement credit risk, market risk, operational risk and liquidity risk synthetically.

The liquidity risk of commercial banks included market liquidity risk and funding liquidity risk.

Or it could show that the liquidity risk premium was not that big and the capital hole is, indeed, great.

Commercial banks dominate relative to non-banks in loan syndicates that expose lenders to liquidity risk.

The fifth part are the several current control measures of liquidity risk.

In the second part, we analyze and evaluate the domestic commercial banks' normal liquidity risk from macro and micro perspectives.

Quantity of large redemption is the main reason causing liquidity risk.

There is a positive relationship between leverage and maturity, as predicted by the liquidity risk argument.

To calculate liquidity risk, VAR method was used. The results were adjusted by using GARCH model, then we got the conclusion.

Liquidity risk is the main risk of an open-end fund.

After introducing the theories about liquidity risk, the author picked up 20 open-end funds for empirical research.

Funding liquidity risk is the risk that a trader cannot fund his position and is forced to unwind.

Besides the interest rate risk, there are quantity risk (take-down risk), liquidity risk within them.

Liquidity risk was low on the agenda in previous years; this year it is centre-stage, he says.

Liquidity generally varies over time and across markets, and currently we are experiencing extreme market liquidity risk.

Liquidity risk is discussed in the "Capital Resources and Liquidity" section on page 75.

This risk may comprise both credit and liquidity risk.

With the continual increasing of the amount of mortgage loans, the commercial bank is facing more and more liquidity risk.

More important still is the issue of liquidity risk.

Since market liquidity may deteriorate when you need to sell in the future, investors face market liquidity risk as discussed above.

Thus, it can come to the important conclusion in this essay that noise trading is the origin of liquidity risk and liquidity premium.

For example, when they finance long-term loans to companies using short-term deposits from households, banks assume liquidity risk.

The forth Chapter analyze some aspects that the liquidity risk management should pay attention to, and make some advices.

In China, we have a developing security market. Our open-end funds' liquidity risk is outstanding.

Hidden trouble in commercial bank house loan liquidity risk and its countermeasure analysis

the intraday liquidity risk of large-cap is relatively small and much more stable, followed by the mid and small cap;

third, because these countries have active central banks, bondholders suffer no significant liquidity risk;

Extremal Dependence between Return Risk and Liquidity Risk: An Analysis for the Shanghai Stock Market

Optimization Model of Asset-liability Portfolio Considering Interest Risk and Liquidity Risk

The Application of Liquidity Risk Theory to the Study of the Transitional Trading Market for State-owned Shares

Study on Liquidity Risk Integrated Evaluation Model and Implementation for Commercial banks

This paper put up a method to measure the intraday liquidity risk based on the time division data and trader by trader data;

Measure and Evaluation of the Liquidity Risk and Credit Risk in Net Settlement System

Measuring Model of Stock Investment Portfolio's Liquidity Risk: Construction and Test

International Finance Special Committee on Liquidity Risk

higher concentration of holders increased the liquidity risk of open-ended funds;

The Model Describing Liquidity Risk and the Experimental Analysis of Chinese Stock Market

Liquidity, Risk of Liquidity and Management of Liquidity in Commercial Banks

Liquidity Risk Warning and Early Disposing of the Banking System

A Stochastic Programming Model of Domestic Commercial Bank Asset and Liability Management Based on Liquidity Risk Constraints

Study on decision procedure of liquidity risk management of commercial bank

A Method To forecast and Control Liquidity Risk of Open-End Securities Investment Funds

An Analysis of the Liquidity Risk Premium for Voting and Non-voting Shares

Measuring Liquidity Risk of Open-End Funds for Large Amount of Redemption

The reverse deposit shunts causing the expansion of operating cost and the liquidity risk;

Appreciation of liquidity risk of domestic commercial bank

Study on Transitional Trading Market for State-owned Share by Liquidity Risk

Liquidity risk and the current crisis: downward liquidity spirals

Control Strategy of Portfolio's Endogenous Liquidity Risk

Corp Bond Pricing; Credit Risk Spread; Liquidity Risk Spread;

Open-ended Fund Liquidity Risk and Countermeasures

Liquidity risk and the current crisis Liquidity risk and the current crisis

Liquidity risk of the commercial banks,

Precautionary Measures of Bank's Liquidity Risk

Liquidity risk: managing asset and funding risk

Estimation for one kind of liquidity risk of open-end funds

Optimal control of liquidity risk of the open-end fund

A Study on Liquidity Risk Warning of Domestic Commercial Bank Based on IGA-BP Neural Network and Expert System

Research on Modeling Liquidity-Risk on Basis of VaR Model

The paper consists of three parts: introduction of research of the liquidity risk (chapter 1~2);

Measurement of Liquidity Risk in VaR Model

The Analysis of Opened - endfund Liquidity Risk and Control

On Liquidity Risk of China Securities Market

The Empirical Study on Multi - Factor Pricing Model Based on Liquidity Risk

Research on Open-end Fund Liquidity Risk and It's Management Model

The Empirical Study on Stock Pricing Model Based on Liquidity Risk

Impact of Liquidity Risk on the Term Structure of Credit Spreads

The Study of Portfolio of Opened-funds Based on Liquidity Risk

The Empirical Study on Liquidity Risk of Open-end Mutual Funds in China

Research on the Liquidity Risk Management of Open-end Fund in China

Liquidity Risk Management of Mutual fund in China