Relevant bibliographies by topics / Access to liquidity

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Access to liquidity'

Author: Grafiati
Published: 4 June 2025
Last updated: 15 July 2025

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Journal articles on the topic "Access to liquidity"

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Gilbert, Kyongo Mutinda, Ombuki Charles, and Mboya Kiweu Josphat. "Access to Interbank Market Liquidity:Does Bank Concentration Matter?" American Based Research Journal 9, no. 6 (2020): 15–24. https://doi.org/10.5281/zenodo.3948261.

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<em>Commercial bank&rsquo;s access to liquidity is the fulcrum which guarantees their very continued survival and existence. However, some banks in Kenya experience difficulty getting sufficient liquidity from the interbank market to resolve their problems of liquidity which can lead to their reduced levels of profitability, freezing of giving loans to their borrowing customers, downsizing or even closure. This study adopted pragmatism philosophical approach to assess the effect that bank concentration has on access to interbank market liquidity in Kenya. The study was anchored on credit acces
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Easley, David, Maureen O’Hara, and Liyan Yang. "Differential Access to Price Information in Financial Markets." Journal of Financial and Quantitative Analysis 51, no. 4 (2016): 1071–110. http://dx.doi.org/10.1017/s0022109016000491.

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Recently, exchanges have been directly selling market data. We analyze how this practice affects price discovery, the cost of capital, return volatility, market liquidity, information production, and trader welfare. We show that selling price data increases the cost of capital and volatility, worsens market efficiency and liquidity, and discourages the production of fundamental information relative to a world in which all traders observe prices. Generally, allowing exchanges to sell price information benefits exchanges and harms liquidity traders. Overall, our results suggest that regulations
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Müseyib qızı Babazadə, Sehrayi. "Liquidity risk and liquidity regulation management processes." SCIENTIFIC WORK 76, no. 3 (2022): 101–6. http://dx.doi.org/10.36719/2663-4619/76/101-106.

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İstənilən bankın idarə olunmasının ən mühüm vəzifələrindən biri müvafiq likvidlik səviyyəsini təmin etməkdir. Bank münasib qiymətə cəlb oluna bilən vəsaitlərə və məhz onlara ehtiyac olduğu anda çıxış imkanına malik olduğu halda likvid hesab olunur. Bu o deməkdir ki, bank ya lazımi miqdarda likvid vəsaitə malikdir, ya da onları kreditlər və ya aktivlərin satışı ilə tez əldə edə bilər. Rusiyada başlayan maliyyə böhranı bankın likvidliyinin tənzimlənməsinə xüsusi aktuallıq verdi. Dinamik artım nümayiş etdirmiş bir çox Rusiya bankları yüksək dəyişkən maliyyə şəraitində likvidlik problemini həll ed
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Meenu. "COREDAO.VIP: Crypto-Based Liquidity Pool Creation for Profit Maximization." Scientific Journal of Metaverse and Blockchain Technologies 2, no. 2 (2024): 150–56. http://dx.doi.org/10.36676/sjmbt.v2.i2.44.

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The emergence of decentralized finance (DeFi) has revolutionized traditional financial markets, offering greater financial inclusion, transparency, and user autonomy. This paper investigates the creation of a coredao.vip crypto-based liquidity pool, allowing liquidity providers to profit similarly to traditional brokers. By leveraging blockchain-based liquidity pools, coredao.vip enables participants to contribute assets to decentralized platforms and earn rewards based on the trading activity within the pool. This research outlines the mechanism of liquidity pool creation, explores its profit
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Ivanenko, Vlad. "Access to liquidity and non‐monetary trade in Russia." Post-Communist Economies 16, no. 1 (2004): 21–38. http://dx.doi.org/10.1080/1463137042000194825.

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Kayani, Ghulam Mujtaba, Yasmeen Akhtar, Chen Yiguo, Tahir Yousaf, and Syed Jawad Hussain Shahzad. "The Role of Regulatory Capital and Ownership Structure in Bank Liquidity Creation: Evidence From Emerging Asian Economies." SAGE Open 11, no. 2 (2021): 215824402110060. http://dx.doi.org/10.1177/21582440211006051.

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We examine the effect of regulatory capital and ownership structure on banks’ liquidity creation in emerging Asian economies. We find a positive association between regulatory capital and bank liquidity creation, which is consistent with the risk-absorption hypothesis. Bank size has a positive relation with liquidity creation, implying that large banks have more capacity to create liquidity as they enjoy more of the safety net provided by lenders of last resort in the event of crisis, the advantage of reputational benefit, and easier access to external market funding. The negative effect of th
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Untoro, Wisnu. "Business group, leverage and liquidity." Corporate Ownership and Control 14, no. 1 (2016): 640–43. http://dx.doi.org/10.22495/cocv14i1c4art10.

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It could be argued that firms belong to large business group usually have an easier access to financing sometimes with a cheaper cost. Therefore, in this paper, I empirically investigate the impact of being affiliated firms with business group on firm leverage and liquidity. To do so, I study Indonesian non-financial firms in a panel data over the period 2012-2014. Regression models are estimated using OLS. The empirical results show that there are negative relationship between affiliation with business group and leverage. In addition, being affiliated is also associated with higher liquidity.
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Chakraborty, Kaushik. "Liquidity-Profitability Relationship of Indian IT Sector." RESEARCH REVIEW International Journal of Multidisciplinary 4, no. 2 (2019): 372–75. https://doi.org/10.5281/zenodo.2575706.

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Implementation of efficient financial management in the organization is the prime challenge of every business. The efficiency of an organization is measured on the basis of certain parameters like liquidity, profitability, efficiency etc. Liquidity management is one of the most important factors that influences the development, survival and growth of any business organization. In this backdrop, present study makes an attempt to access the influence of liquidity management on profitability of the selected companies of Indian Information technology sector.
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Liu, Jia. "Fixed investment, liquidity, and access to capital markets: New evidence." International Review of Financial Analysis 29 (September 2013): 189–201. http://dx.doi.org/10.1016/j.irfa.2012.12.002.

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Czerwonka, Leszek, and Jacek Jaworski. "Determinants and speed of adjustment of financial liquidity: Evidence from Central and Eastern Europe." Argumenta Oeconomica 2024, no. 2(52) (2024): 200–216. https://doi.org/10.15611/aoe.2024.2.14.

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The article aims at (i) identifying the financial liquidity determinants at firm, industry and country level, (ii) examining whether firms follow the target liquidity level, and (iii) determining the average speed of adjustment to this level. Statistical analysis was used in an empirical study based on financial data of 13,513 firms operating in seven countries from Central and Eastern Europe in the research period 2012-2020. The study confirmed company-specific liquidity determinants (company size, growth, tangibility, leverage and cash flow). The average industry liquidity was found to be an
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Dissertations / Theses on the topic "Access to liquidity"

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Culham, James. "A conceptual framework for a theory of liquidity." Thesis, Federation University Australia, 2018. http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/165439.

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This study contributes to the understanding of liquidity in two ways. First, it considers the multifaceted nature of liquidity and its relationship with money. Second, it constructs a conceptual framework for a theory of liquidity. The first contribution is achieved by clarifying and categorising the various forms of liquidity to identify those overlooked by the existing literature. The second contribution consists of a realist critique of the literature on liquidity and money to highlight the strengths and weaknesses of each theoretical approach. The study reflects on the attempts to analyse
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Hahn, Sejin, and Sarafat Hossain. "Impacts of COVID-19: Funding Business Operations and Adapting Marketing Strategies." Thesis, Umeå universitet, Företagsekonomi, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-185101.

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Purpose -- Given the enduring COVID-19 pandemic, this thesis set out to reveal an updated perspective of the service-oriented small business experience, particularly in their access and choice of financial resources to fund operations and adapt marketing strategy. By the time this study started, it was clear which businesses had been rising with the new tides of swelled categorical demand vs. those that were persevering like embers in a 'slow burn' state of low income against persistent expenses. Therefore, the research sought to compare the results of marketing experimentation with current pl
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Ribeiro, Vinícius Gobetti. "Adjustment in banks’ capital ratios and its effects on Portuguese SMEs." Master's thesis, 2020. http://hdl.handle.net/1822/67146.

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Dissertação de mestrado em Economia<br>We will study the credit supply effects of the unexpected regulation in capital ratios (LTD ratio) imposed by the Troika under the Economic Adjustment Program for Portugal, using an exhaustive Portuguese loan-level data for SMEs. The introduction of LTDs ratios regulations may force banks to reduce their exposure to credit markets and in order to adequate its balance sheet, banks can reduce lending for firms causing funding problems to companies. In order to evaluate the impact of this regulation, we will have to construct a variable to measure the d
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Books on the topic "Access to liquidity"

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Fostel, Ana. Latin america's access to international capital markets: Good behavior or global liquidity? National Bureau of Economic Research, 2007.

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Fostel, Ana. Latin America's access to international capital markets: Good behavior or global liquidity? National Bureau of Economic Research, 2007.

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Fund, International Monetary. Consideration of a New Liquidity Instrument for Market Access Countries. International Monetary Fund, 2006.

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Fund, International Monetary. Consideration of a New Liquidity Instrument for Market Access Countries. International Monetary Fund, 2006.

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Fund, International Monetary. Consideration of a New Liquidity Instrument for Market Access Countries. International Monetary Fund, 2006.

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Simon, Gleeson. Part V Liquidity and Leverage, 22 Liquidity Coverage Ratio and Net Stable Funding Ratio. Oxford University Press, 2018. http://dx.doi.org/10.1093/law/9780198793410.003.0022.

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This chapter discusses the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR). The LCR is designed to make sure that the bank has sufficient liquidity to survive short-term shocks; the NSFR is designed to make sure that the bank's balance sheet is not too excessively mismatched between long- and short-term funding. In essence, LCR is a requirement that the bank has sufficient liquid assets to get through a 30-day period of high stress, whilst NSFR is a requirement that the bank's long-term assets be substantially funded by long-term liabilities. Both of these tests require some
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Fund, International Monetary. New Facility for Market Access Countries--The Short-Term Liquidity Facility - Proposed Decision. International Monetary Fund, 2008.

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Foundation, Financial Executives Research. Access to Credit: How Corporations Are Changing Strategies to Ensure Growth/Sustain Liquidity. Financial Executives Research Foundation, 2001.

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Fund, International Monetary. Further Consideration of a New Liquidity Instrument for Market Access Countries - Design Issues. International Monetary Fund, 2007.

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Fund, International Monetary. New Facility for Market Access Countries--The Short-Term Liquidity Facility - Proposed Decision. International Monetary Fund, 2008.

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Book chapters on the topic "Access to liquidity"

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Michoud, Bruno, and Manfred Hafner. "Risk Mitigation Instruments Targeting Specific Investment Risks." In Financing Clean Energy Access in Sub-Saharan Africa. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-75829-5_7.

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AbstractThis chapter focuses on instruments aimed at mitigating specific investment risks, including political, credit, currency and liquidity risks. It explores solutions emanating from both the public and private sectors.
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Bindseil, Ulrich, and Alessio Fotia. "Financial Instability." In Introduction to Central Banking. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-70884-9_5.

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AbstractIn this chapter, the central bank is put aside and we review simple models of financial instability, which will be the basis for the subsequent chapter to explain the role of the central bank as lender of last resort. We first recall that financial instability is mostly triggered by a negative shock on asset prices, and thereby on the solvency of debtors, which in turn worsens access to credit and can set in motion a liquidity crisis with vicious circles. We develop the concepts of solvency “conditional” and “unconditional” on liquidity: a decline in asset prices can lead an unconditionally solvent debtor to become only conditionally solvent, such that sufficient liquidity becomes decisive for preventing its default. We then apply these concepts to the stability of bank funding and introduce the problem of bank runs. We subsequently show why asset liquidity in a dealer market deteriorates during a financial crisis (increased volatility and uncertainty increase the required bid-ask spread); how asymmetric information can lead to a freeze of credit markets in a simple adverse selection model; how declining and more volatile asset prices drive increases of haircut, and how these can force fire sales and defaults of borrowers. We finally discuss the interaction between these various crisis channels.
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Barbereau, Tom, Johannes Sedlmeir, Reilly Smethurst, Gilbert Fridgen, and Alexander Rieger. "Tokenization and Regulatory Compliance for Art and Collectibles Markets: From Regulators’ Demands for Transparency to Investors’ Demands for Privacy." In Blockchains and the Token Economy. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-95108-5_8.

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AbstractArt and collectibles markets tend to involve lower liquidity and higher fees than public equity markets. Distributed ledger technology can tokenize artworks and collectibles, so that claims to these assets can be exchanged digitally without intermediaries. Tokenization offers investors access to a global market plus a digitized paper trail, as well as new options for the fractional ownership of artworks, art-collateralized loans, and yield-bearing art assets. The main challenge for tokenization researchers and platform developers is to simultaneously satisfy regulators’ demands for transparency and auditability as well as art investors’ demands for privacy. New technological solutions are required that enable market participants to disclose the absolute minimum amount of information that is demanded by regulators. We investigate how distributed ledger technology, cryptography, and digital identity management can help address this challenge.
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Bindseil, Ulrich, and Alessio Fotia. "The Central Bank as Lender of Last Resort." In Introduction to Central Banking. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-70884-9_6.

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AbstractIn this chapter we review the function of the central bank as lender of last resort (LOLR), starting from the understanding of financial crises developed in the previous chapter. We recall long-established LOLR principles: proactive lending, inertia of the central bank risk control framework, and risk endogeneity. Because of its systemic role, a central bank should not tighten its collateral framework in a crisis, as restrictive policies are likely to not only increase the overall damage done by a crisis to society, but to even increase central bank losses. We explain in more detail the main reasons why a central bank should act as LOLR: prevent negative externalities from fire sales; its unique status as institution with unlimited liquidity; its status as a risk-free counterparty making others accept to deliver collateral to it even at high haircuts; and its mandate to preserve price stability. We distinguish three different forms of LOLR: elements built into the regular operational framework; readiness to relax parameters in a crisis; and provision of emergency liquidity assistance to individual firms. We then discuss what could be the optimal propensity of a central bank to engage in LOLR activities and outline possible trade-offs. Last but not least, we develop a bank-run model which highlights the role of asset liquidity and central bank eligible collateral. We calculate through a model variant with binary asset liquidity and uniform central bank collateral haircut, but then also introduce a model variant with continuous asset liquidity and haircuts.
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"Liquidity Provision with Access to Global Capital Markets." In Inside and Outside Liquidity. The MIT Press, 2011. http://dx.doi.org/10.7551/mitpress/8580.003.0011.

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Bengt, Holmström, and Tirole Jean. "Liquidity Provision with Access to Global Capital Markets." In Inside and Outside Liquidity. The MIT Press, 2011. http://dx.doi.org/10.7551/mitpress/9780262015783.003.0007.

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Foucault, Thierry, Marco Pagano, and Ailsa Röell. "Financial Stability and Market Liquidity." In Market Liquidity, 2nd ed. Oxford University Press, 2023. http://dx.doi.org/10.1093/oso/9780197542064.003.0011.

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Abstract This chapter shows that the ability of market makers and arbitrageurs to provide market liquidity and prevent persistent mispricing hinges on their access to credit, hence on “funding liquidity.” But because the availability of “funding liquidity” may itself be affected by dislocations in asset prices, this mutual interaction between market and funding liquidity may generate a perverse feedback loop, where a large flow of sell orders placed by noise traders may eventually precipitate extreme mispricing. The feedback loop can threaten the stability of financial markets, not just by potentially triggering large asset price changes, but also by simultaneously impairing the balance sheets of market makers and of banks lending to them. These destabilizing effects can propagate across intermediaries via their interlocking balance sheets. Thus this chapter links market liquidity not only to funding liquidity, but also to the notion of “systemic risk,” i.e., the risk that swings in asset prices and in market liquidity may result in a financial crisis. The chapter closes with a section that highlights that the balance sheets of financial intermediaries matter for market liquidity not only because they may amplify and transmit asset price shocks, but also because doubts about the ability of intermediaries to fulfill their obligations can generate adverse selection in the markets where they operate, impairing market liquidity and representing an additional threat to systemic stability.
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Diamond, Douglas W. "Liquidity, Banks, and Markets." In Credit, Intermediation, and the Macroeconomy. Oxford University PressOxford, 2004. http://dx.doi.org/10.1093/oso/9780199242948.003.0007.

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Abstract Financial markets and banks are competing mechanisms that provide investors with liquidity by providing access to their capital, at good terms, on short notice. This chapter examines the impact of banks on the liquidity provided to investors and, in addition, on the liquidity provided by markets. Markets can provide too little liquidity when some potential investors are not continuously available for trade. If there is this limited participation in the market, banks lower the cost of giving investors rapid access to their capital. Banks hold assets to finance demand deposits offered to those who deposit, and they divert some demand for liquidity away from markets. This chapter characterizes the effects of increased participation in financial markets on the structure of banks, the maturity structure of real and financial assets, and the fraction of capital invested through banks.
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Cole, David C., and Betty F. Slade. "Money Markets In Indonesia." In Asian Money Markets. Oxford University PressNew York, NY, 1995. http://dx.doi.org/10.1093/oso/9780195074291.003.0003.

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Abstract Money markets are markets for short-term financial instruments that are close substitutes for money. Such markets and instruments provide a means for adjusting liquidity positions-acquiring or disposing of funds for short time periods, and they usually carry a limited risk of illiquidity or large changes in the asset’s value. All entities that have access to the money markets can use this liquidity adjustment function, but it seems to be especially important to financial institutions in developing countries.
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Bai, Ye, Pia Weiss, Victor Murinde, and Christopher J. Green. "Kenyas interbank market liquidity access: an insight from network topology." In Inclusive Financial Development. Edward Elgar Publishing, 2021. http://dx.doi.org/10.4337/9781800376380.00013.

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Conference papers on the topic "Access to liquidity"

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Brooksbank, D. J. "Liquidity Constraints upon Start-ups with New Products: a Study of Reasons for Failing to Access Finance using GEM UK Data." In 14th Annual High Technology Small Firms Conference, HTSF 2006. University of Twente, 2006. http://dx.doi.org/10.3990/2.268617586.

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ŠPIČKA, Jindřich. "WHAT DETERMINES PROPENSITY TO GET PUBLIC INVESTMENT SUBSIDIES? A CASE STUDY OF THE CZECH FOOD INDUSTRY." In RURAL DEVELOPMENT. Aleksandras Stulginskis University, 2018. http://dx.doi.org/10.15544/rd.2017.052.

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The aim of the paper is to is to quantify differences in structural and economic indicators between participants and nonparticipants of the investment support programmes in the Czech food industry at the beginning of the old programming period (2007). Research was conducted on a dataset of supported projects from the Ministry of Agriculture and Ministry of Industry and Trade combined with structural and economic indicators of participating and nonparticipating companies provided by MagnusWeb database. Final database contained 1 225 companies. However, not all indicators were available for all
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Stojčevski, Dejan, Vladimir Stanojevic, Gabriella ,. Juhász, Rita Rahberger-Hódos, and Pierre Milon. "DEMONSTRATION OF INTRADAY MARKET COUPLING IMPLICIT AUCTION BETWEEN EU AND NON-EU COUNTRIES." In 36. Savetovanja CIGRE Srbija 2023 Fleksibilnost elektroenergetskog sistema. Srpski nacionalni komitet Međunarodnog saveta za velike električne mreže CIGRE Srbija, 2023. http://dx.doi.org/10.46793/cigre36.1725s.

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This paper presents the results of a demonstration of intraday market coupling between different market areas using an auction mechanism. The target model of internal European electricity market for Intraday trading foresees implicit allocations of cross-border capacities, which means that electricity and capacity are traded simultaneously. Intraday auctions (IDAs) will serve as complement to the continuous Single Intra-Day Coupling (SIDC). They will offer added value to existing practice as a new intraday product that fills up periods between day-ahead auctions and beginning of continuous tra
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Reports on the topic "Access to liquidity"

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Fostel, Ana, and Graciela Laura Kaminsky. Latin America's Access to International Capital Markets: Good Behavior or Global Liquidity? National Bureau of Economic Research, 2007. http://dx.doi.org/10.3386/w13194.

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Acharya, Viral, Manasa Gopal, and Sascha Steffen. Fragile Financing? How Corporate Reliance on Shadow Banking Affects their Access to Bank Liquidity. National Bureau of Economic Research, 2025. https://doi.org/10.3386/w33760.

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Levy Yeyati, Eduardo, and Eduardo Fernández-Arias. Global Financial Safety Nets: Where Do We Go from Here? Inter-American Development Bank, 2010. http://dx.doi.org/10.18235/0011213.

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An analysis of the performance of the global financial safety net during the 2008-2009 crisis, and an evaluation of its new components, indicates that, from an emerging markets perspective, the net remains full of holes despite recent stitches. This paper therefore proposes an effective and workable international lender of last resort (ILLR) for systemic liquidity crises based on: i) an automatic trigger to access the facility; ii) unilateral country pre-qualification to the facility during Article IV consultations; and iii) liquidity funded by the world's "issuers of last resort". These princ
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Cerda, Maikol, Paul Gertler, Sean Higgins, Ana María Montoya, Eric Parrado, and Raimundo Undurraga. The Causal Impact of Covid-19 Government-backed Loans on MSMEs Liquidity and Earnings. Inter-American Development Bank, 2023. http://dx.doi.org/10.18235/0004754.

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We conducted two randomized controlled trials (RCTs) to evaluate the impact of government-guaranteed loans offered by the Chilean and Colombian governments. The public funds of these programs greatly expanded following the start of the Covid-19 pandemic and offered loans to Micro, Small and Medium Enterprises to mitigate the negative impact of the shock. Through a collaboration with private banks, we launched two experiments which offered loans to a sub-set of the 10,072 Chilean and 3,079 Colombian small businesses that took part in our experiments. Most of these firms had previously applied f
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Vestergaard, Jakob, and Daniela Gabor. Central Banks Caught Between Market Liquidity and Fiscal Disciplining: A Money View Perspective on Collateral Policy. Institute for New Economic Thinking Working Paper Series, 2021. http://dx.doi.org/10.36687/inetwp170.

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Despite much attention to unconventional monetary policies after the financial crisis, the collateral policies of central banks are rarely discussed. And when they are, the haircuts applied to assets pledged to access central bank liquidity tend not to be analyzed. An exception to these trends is the recent work by Nyborg (2017), who argues that the collateral policies adopted by the European Central Bank (ECB) aggravated the sovereign debt crisis and put the survival of the euro at risk. Taking our point of departure in the money view literature (Mehrling 2011), we argue however that Nyborg’s
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Armantier, Olivier, Marco Cipriani, and Asani Sarkar. Discount Window Stigma After the Global Financial Crisis. Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1137.

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We study Discount Window (DW) stigma, the reluctance to access the Federal Reserve’s lender-of-last resort facility, between 2014 and 2024. Despite increased usage since 2020, we find conclusive evidence that the DW is stigmatized, especially among smaller banks and when financial markets experience disruptions. In particular, evidence of DW stigma emerged months before the 2023 banking turmoil and had not subsided a year later. We also identify new determinants and consequences of DW stigma. The implications of these results for the provision of emergency liquidity are discussed.
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Gómez, Camilo, Mariana Escobar-Villarraga, and Ligia Alba Melo-Becerra. Cross-Border Effects of Fed Capital Requirements on Emerging Market Banks’ Funding: The Colombian Case. Banco de la República, 2025. https://doi.org/10.32468/be.1321.

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This paper examines the impact of the Federal Reserve’s 2022 capital requirements on Colombian banks’ access to foreign credit lines. These measures, more stringent than in previous years, introduced a stronger stress capital buffer in response to global recession risks and inflationary pressures. A key contribution of the study is its distinction between the announcement, publication, and implementation phases of these regulations, highlighting how expectations, information flows, and uncertainty shape banks’ financial strategies. Using a Synthetic Difference-in-Differences (SDID) approach, t
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Sturzenegger, Germán, Cecilia Vidal, and Sebastián Martínez. The Last Mile Challenge of Sewage Services in Latin America and the Caribbean. Edited by Anastasiya Yarygina. Inter-American Development Bank, 2020. http://dx.doi.org/10.18235/0002878.

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Access to piped sewage in Latin America and the Caribbean (LAC) cities has been on the rise in recent decades. Yet achieving high rates of end-user connection between dwellings and sewage pipelines remains a challenge for water and sanitation utilities. Governments throughout the region are investing millions in increasing access to sewage services but are failing in the last mile. When households do not connect to the sewage system, the full health and social benefits of sanitation investments fail to accrue, and utilities can face lost revenue and higher operating costs. Barriers to connect
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Katz, Sabrina, Miguel Algarin, and Emanuel Hernandez. Structuring for Exit: New Approaches for Private Capital in Latin America. Inter-American Development Bank, 2021. http://dx.doi.org/10.18235/0003074.

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Structured financing solutions encompass a range of investment approaches that provide liquidity to investors without the need for a traditional equity exit event, such as a strategic sale, sale to another financial investor, or public market listing. Structuring mechanisms across the debt-to-equity spectrum determine the exit terms of the deal, therefore providing considerable downside protection to investors. Structured financing solutions are an incipient but increasingly important set of tools for investors active in Latin America to address the financing gap for companies that lack access
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Masuku, Phindile T., Ziyanda Dlamini, and Fabrizio Santoro. Understanding the Tax Payment Compliance of Companies: Evidence from Eswatini. Institute of Development Studies, 2025. https://doi.org/10.19088/ictd.2025.040.

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Corporate income tax (CIT) compliance is a critical aspect of maintaining a fair and robust tax system. It ensures that businesses fulfil their legal tax obligations and contribute their fair share to public finances. However, achieving high compliance rates is often challenging due to various factors including, among others, the complexity of the tax system, economic factors (income levels, audit probabilities, liquidity constraints, tax benefits etc.) and businesses’ perceptions about the tax system and government. The Eswatini Revenue Service (ERS) database was used to access returns and pa
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