نتایج جستجو برای: Liquidity risk

تعداد نتایج: 949190  

پایان نامه :0 1392

it is definitely necessary to understand the concept and behavior of causation of life insurance policies and its determinants for insurance managers, regulators, and customers. for insurance managers, the profitability and liquidity of insurers can be increasingly influenced by the number of causation through costs, adverse selection, and cash surrender values. therefore, causation is a materi...

1996
Hugo A. Hopenhayn Ingrid M. Werner

This paper develops a sequential random matching model of asset trading to analyze how the extent of information about an asset that is available in the market can affect its tradeability. Liquidity traders are rational agents with higher impatience, which make optimal intertemporal consumption decisions given the trading constraints. Information asymmetries result in unexecuted trades. Agents ...

Journal: :advances in mathematical finance and applications 0
ahmad sarlak department of accounting, arak branch, islamic azad university, arak, iran. mitra mohammadtalebi department of accounting, arak branch, islamic azad university, arak, iran bahareh mohammadtalebi department of accounting, arak branch, islamic azad university, arak, iran

in this study business operations and liquidity and credit risk on price fluctuations on the stock exchange since 2010 to 2013 has been tehran distance. the sample consisted of 76 company the systematic elimination method is selected. the company had a total of 304 years, in this study, the hypothesis of linear regression and correlation to analyse the data and test hypotheses eviews software i...

Journal: Money and Economy 2018

In financial markets, the main component of risk management is liquidity risk. Asset and Liability Management (ALM) strategy is concerned with managing all risks. Asset and liability management seeks to manage liquidity risk, which refers to both the liquidity of markets and which assets can be translated into cash. The liquidity is importantly affected by the management of banks’ balance sheet...

Journal: :iranian journal of management studies 2015
mahmoud mousavi shiri masome roshandel

the current study aims to investigate the relationship between stock liquidity risk and financial information quality criteria (i.e. the timely dividends announcement, accruals quality and the percentage of profitability prediction error) of companies listed on the tehran stock exchange. for this purpose, 148 cases of data from listed companies, collected from 2007 to 2012, were employed in ord...

2008

The purpose of this paper is to make a comparative analysis of modern gross payment systems, emphasizing on the implications of the availability of intraday liquidity and the different mechanisms used to provide this liquidity. The possibility of default and the risk of the intraday credit are first introduced to determine the implications of its existence on banks’ behaviour and on the probabi...

2013
Jochen Hermann Friedrich Jochen H. F. GÜNTNER Jochen H. F. Güntner Elena Afanasyeva Rüdiger Bachmann

Following the bankruptcy of Lehman Brothers, interbank borrowing and lending dropped, whereas reserve holdings of depository institutions skyrocketed, as the Fed injected liquidity into the U.S. banking sector. This paper introduces bank liquidity risk and limited market participation into a real business cycle model with ex ante identical financial intermediaries and shows, in an analytically ...

Journal: :تحقیقات مالی 0
محمد حسین ستایش استادیار گروه حسابداری دانشگاه شیراز، ایران فرهاد کاشانی پور کارشناس ارشد حسابداری، دانشگاه شیراز، ایران

the aim of this research is the investigation the relationship between the capital structure and institutional ownership mid to the other effective factors on this relation in tehran stock exchange. the others factors include the percentage of stock dividend, profitability, business risk, assets structure, liquidity, growth, and company size. the statistical population of the research is 117 li...

2013
K. S. Rangasamy

Routing in MANETs may be a difficult task and has received an amazing quantity of attention from researchers round the world. To beat this downside variety of routing protocols are developed and also the number remains increasing day by day. These protocols principally belong to a few classes particularly proactive, reactive and hybrid. This paper provides an outline and comparison of a number ...

2012
Petr Teply

Liquidity risk management ranks to key concepts applied in finance. Liquidity is defined as a capacity to obtain funding when needed, while liquidity risk means as a threat to this capacity to generate cash at fair costs. In the paper we present challenges of liquidity risk management resulting from the 20072009 global financial upheaval. We see five main regulatory liquidity risk management is...

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