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1. www.bis.org › ifc › publBank liquidity and financial stability

   www.bis.org › ifc › publ

   An individual bank’s liquidity expands (contracts) in a given quarter if its liquidity growth is positive (negative). For example, the liquidity of a bank holding € 100,000 worth of liquid assets in 1993:1 and € 110,000 (€ 90,000) in 1993:2 would have expanded (contracted) liquidity at a rate of 10% for the quarter.

   • File Size: 275KB
   • Author: Natacha Valla, Beatrice Saes-Escorbiac, Muriel Tiesset

   • Page Count: 8
   • Publish Year: 2006

2. www.researchgate.net › publication › 273362127_Bank(PDF) Bank Liquidity Risk: Analysis and Estimates - ResearchGate

   www.researchgate.net › publication › 273362127_Bank

   Dec 21, 2012 · It is liquidity risk that may play the. de nitive role in the case of a bankruptcy of a bank. At a time of economic recession, the liquidity of a bank is a guarantee for the bank’s nancial ...

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4. www.brookings.edu › wp-content › uploadsBank Liquidity Requirements: An Introduction and Overview

   www.brookings.edu › wp-content › uploads

   Liquidity at a bank is a measure of its ability to readily find the cash it may need to meet demands upon it. Liquidity can come from direct cash holdings in currency or on

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   • Page Count: 30

5. www.bis.org › publ › bcbs144Principles for Sound Liquidity Risk Management and Supervision

   www.bis.org › publ › bcbs144

   Principle 5. A bank should have a sound process for identifying, measuring, monitoring and controlling liquidity risk. This process should include a robust framework for comprehensively projecting cash flows arising from assets, liabilities and off-balance sheet items over an appropriate set of time horizons. 22.

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6. www.ecb.europa.eu › pub › pdfLiquidity (risk) concepts: definitions and interactions

   www.ecb.europa.eu › pub › pdf

   First, liquidity can be. understood in terms of ows (as opposed to stocks), in other words, it is a ow concept. In our framework, liquidity will refer to the unhindered ows among the agents of the nancial system, with a particular focus on the ows among the central bank, commercial banks and markets.

7. www.bis.org › fsi › publLiquidity stress tests for banks range of practices and ...

   www.bis.org › fsi › publ

   Both the BoE and MAS have and/or are conducting such one-off exercises. Recent market stress episodes have highlighted further areas of development for liquidity stress tests. A liquidity stress test incorporates multiple assumptions, concerning for instance depositors’ behaviour and corrections in asset prices.

8. People also ask

   What is the liquidity ratio of a bank?

   • The liquidity ratio of a bank, i.e. the ratio between the bank’s liquid assets and current liabilities may not be below 30 per cent (BoL 2008). bank controlled by a foreign bank was above the 30 per cent requirement. The higher- as far as liquidity risk is concerned. The liquidity increase in 2011 was the product of another bank.

   (PDF) Bank Liquidity Risk: Analysis and Estimates - ResearchGate

   www.researchgate.net/publication/273362127_Bank_Liquidity_Risk_Analysis_and_Estimates

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   What is liquidity at a bank?

   • Liquidity at a bank is a measure of its ability to readily find the cash it may need to meet demands upon it. Liquidity can come from direct cash holdings in currency or on account at the Federal Reserve or other central bank. More commonly it comes from holding securities that can be sold quickly with minimal loss.

   Bank Liquidity Requirements: An Introduction and Overview - Brookings

   www.brookings.edu/wp-content/uploads/2016/06/23_bank_liquidity_requirements_intro_overview_elliott.pdf

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   What is the liquidity gap analysis of a bank controlled by a foreign bank?

   • The liquidity gap analyses of a bank controlled by a foreign bank by the 31st of December, liquidity risk in a commercial bank as well. The additional long-term liquidity ratios liquidity of the bank controlled by a foreign bank (Table 4). T able 4. The valuation of the long-term liquidity indicators of a bank controlled by a foreign

   (PDF) Bank Liquidity Risk: Analysis and Estimates - ResearchGate

   www.researchgate.net/publication/273362127_Bank_Liquidity_Risk_Analysis_and_Estimates

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   What is bank liquidity creation?

   • Liquidity creation is a core function of banks and an economic service of substantial importance to the economy. This chapter reviews and synthesizes the theoretical and empirical literature on bank liquidity creation.

   Liquidity: How Banks Create It and How It Should Be Regulated

   wifpr.wharton.upenn.edu/wp-content/uploads/2021/07/13-32.pdf

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   Do asset-based measures of bank liquidity capture the dynamics of liquidity flows?

   • This paper presents new asset-based measures of bank liquidity which capture and quantify the dynamics of liquidity flows within the French banking system between 1993 and 2005. We consider net changes in the “stock” of liquidity in banks’ balance sheets as the result of two simultaneous “flows”: the purchases and sales of liquid assets.

   Bank liquidity and financial stability - Bank for International Settlements

   www.bis.org/ifc/publ/ifcb28g.pdf

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   What is central bank liquidity?

   • Central bank liquidity is the ability of the central bank to supply the the liquidity needed to the nancial system. It is typically measured as the liquidity supplied to the economy by the central bank, i.e. the ow of monetary base3 from the central bank to the nancial system.

   Liquidity (risk) concepts: definitions and interactions

   www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1008.pdf?e87aba3a52137adea91048bf54801968

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9. wifpr.wharton.upenn.edu › 2021/07/13-32Liquidity: How Banks Create It and How It Should Be Regulated

   wifpr.wharton.upenn.edu › 2021/07/13-32

   Jul 13, 2021 · Forthcoming in The Oxford Handbook of Banking (2nd edition; A.N. Berger, P. Molyneux, and J.O.S. Wilson (eds.)) Liquidity creation is a core function of banks and an economic service of substantial importance to the economy. This chapter reviews and synthesizes the theoretical and empirical literature on bank liquidity creation.