Warianty tytułu
Contemporary Problems of Banks' Liquidity
Języki publikacji
Abstrakty
Istnieja poważne trudności w wypracowaniu naukowego systemowego podejścia do analizy przyczyn zaburzeń płynności, a zwłaszcza wsparcia dla działań, które muszą być ad hoc podejmowane w przypadku pojawienia się kryzysu finansowego. to pokazuje, jak wiele jest jeszcze do zrobienia w zakresie optymalnych koncecji i rozwiązań służących poprawie jakości zarządzania ryzykiem płynności. (fragment tekstu)
Last financial crisis has shown how important is the proper liquidity management in banks for safety of banking institution and stability of financial sector. That is the reason why we should look broader at this matter. The changing conditions of banking activity, particularly the process of globalization in the financial sector, but also the raising assets of banks and emerging modern financial instruments are new sources of liquidity risk, both funding and market liquidity. Searching the newest literature concerning the liquidity risk, published also after the emerging of last financial crisis, author presents the most important danger for bank liquidity. Identification of them can allow to prepare new measure for better liquidity risk management in banks and also find the new instruments of supervisory and monetary policy, which could be the assistance in liquidity risk management in banks. (original abstract)
Słowa kluczowe
Rocznik
Numer
Strony
67-79
Opis fizyczny
Twórcy
autor
- Związek Banków Polskich
Bibliografia
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- CEBS (2007), First Part ofCEBSs Technical Advice to the European Commission on Liquidity Risk Management: Survey ofthe Current Regulatory Frameworks Adopted by the EEA Regulators, London, August.
- CEBS (2008), Second Art ofCEBSs Technical Advice to the European Commission on Liquidity Risk Management, London, June.
- CEBS (2009), Guidelines on Liquidity Buffers & Survival Periods, December.
- Congdon T. (2007), Pursuit of Profit has Led to a Risky Łąck of Liquidity, Financial Times, September.
- Crockett A. (2008), Market Liquidity and Financial Stability, Financial Stability Review- Special issue on liquidity, No. 11, Banąue de France.
- Diamond D., Rajan R. (2005), Liquidity Shortages and Banking Crises, The Journal of Finance, vol. LX, No. 2.
- Ewerhart Ch., Valla N. (2008), Financial Market Liąuidity and the Lender of Last Resort, Financial Stability Review - Special issue on liquidity, No. 11, Banque de France.
- FSA (2009), Strengthening Liquidity Standards, October, www.fsa.gov.uk.
- Geithner T. (2008), We Can Reduce Risk in the Financial System, Financial Times, June 9.
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- Goodhart Ch. (2007), Capital, Not Liąuidity is the Problem, Financial Times, September 14.
- Goodhart Ch. (2008), Liquidity Risk Management, Financial Stability Review - Special issue on liquidity, No. 11, Banque de France.
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- Liquidity Risk: Management and Supervisory Challenges (2008), Basel Committee on Banking Supervision, Basel, February.
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171196925