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liquidity risk. The current project is structured as follows: Section 2 introduces the de–nitions and discusses the three types of liquidity and liquidity risk. Section 3 discusses the linkages among the various liquidity types in normal periods and in turbulent periods. Section 4 describes the current turmoil and evaluates the relevance of
Oct 30, 2021 · AGENDA 1. Introduction to Asset Liability Management 2. Liquidity and Liquidity Risk 3. Identifying Types and Sources 4. Possible Triggers
Effective liquidity risk management helps ensure a bank's ability to meet cash flow obligations, which are uncertain as they are affected by external events and other agents' behaviour.
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Feb 23, 2009 · We discuss the notion of liquidity and liquidity risk within the financial system. We distinguish between three different liquidity types, central bank liquidity, funding and market liquidity and their relevant risks.
We discuss the notion of liquidity and liquidity risk within the financial system. We distinguish between three different liquidity types, central bank liquidity, funding and market...
Funding liquidity risk: definition and measurement. by Mathias Drehmann and Kleopatra Nikolaou. Monetary and Economic Department. July 2010. JEL classification: E58; G21. Keywords: funding liquidity; liquidity risk; bidding behavior; central bank auctions; interbank markets .
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This paper provides a model of the interaction between risk-management practices and market liquidity. On one hand, tighter risk management reduces the maximum position an institution can take, thus the amount of liquidity it can offer to the market.
