Relevant bibliographies by topics / Financial liquidity risk underwriting

Contents

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

Academic literature on the topic 'Financial liquidity risk underwriting'

Author: Grafiati
Published: 5 June 2025
Last updated: 1 August 2025

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Journal articles on the topic "Financial liquidity risk underwriting"

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Gusti, Aisyah, and Bambang Santoso Marsoem Dr. "Determinants of Financial Distress of General Insurance Companies In Indonesia with loss Ratio As a Moderator Variable." Determinants of Financial Distress of General Insurance Companies In Indonesia with loss Ratio As a Moderator Variable 9, no. 2 (2024): 9. https://doi.org/10.5281/zenodo.10653370.

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The research carried out aims to obtain analysis results related to the determinants of financial distress in the general insurance industry which is licensed and registered with the Financial Services Authority in Indonesia by using variable indicators of financial performance ratios regulated in the POJK (Financial Services Authority Regulations), namely the Underwriting Ratio , Liquidity Ratio, Investment to Technical Ratio, Risk Based Capital (RBC), Premium Growth Ratio to potential Financial Distress with Loss Ratio as a moderator variable. There for Indonesian general insurance for the p
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Falana, Olasupo Solomon, and Joshua Adewale Adejuwon. "Predictors of Profitability in the Nigerian Insurance Industry." Journal of Economics, Finance and Management Studies 05, no. 11 (2022): 3367–77. https://doi.org/10.5281/zenodo.7353556.

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This study examined the predictors of profitability in Nigeria Insurance Industry between 2011 and 2020. It looked into the effect of financial leverage, solvency margin, financial liquidity and risk underwriting on Profitability of insurance industry in Nigeria. In the study, descriptive research design was employed with the population of thirteen (N=13) composite insurers from which a sample of six (n=6) were randomly selected. Four hypotheses were tested using e-view. Findings showed that SOVEREIGN TRUST plc has the highest ROE with mean value of 0.058489 followed by LEADWAY Insurance Plc w
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Mulchandani, Kalyani, CS Manish Sitlani, and Ketan Mulchandani. "The Determinants of Financial Performance in Life Insurance Sector in India." Asian Journal of Empirical Research 6, no. 10 (2017): 261–69. http://dx.doi.org/10.18488/journal.1007/2016.6.10/1007.10.261.269.

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This paper attempts to examine the relationship between financial performance and their determinants in the case of Indian life insurance sector. This study is carried out using Correlation and Multiple Regression Analysis for 23 out of 24 companies for 10 years from 2009-10 to 2014-15. The financial performance is indicated by Return on Assets (ROA) and the independent variables chosen are commission, expenses, liquidity, size, solvency ratio, surplus (deficit)/policy holder’s liability, tangibility and underwriting risk. The quality of data was assessed using Autocorrelation, Heteroskedastic
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Kamel, Lazli, and Bouakkaz Naoual. "The Risk-Profitability Nexus: Evidence from Algerian Insurance Companies." SocioEconomic Challenges 8, no. 2 (2024): 287–301. http://dx.doi.org/10.61093/sec.8(2).287-301.2024.

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The purpose of this empirical study is to examine the relationship between key risk management components such as catastrophic indicators, underwriting practices, liquidity levels, and the retention index, and their impact on the financial performance of Algerian insurance companies. The research was conducted over a four-year period, from 2017 to 2021, using quarterly data from Algeria’s insurance company. The analysis was divided into two models. The first model concentrated on the effects of disasters and underwriting techniques on economic performance, while the second model examined the e
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Widiati, Putri Kurnia, and Esy Nur Aisyah. "ANALISIS RASIO LIKUIDITAS, RASIO SOLVABILITAS, DAN UNDERWRITING RATIO UNTUK MENGUKUR KINERJA KEUANGAN PT MANDIRI AXA GENERAL INSURANCE DI INDONESIA PASCA OJK (OTORITAS JASA KEUANGAN )." IQTISHODUNA 9, no. 2 (2013): 185–91. http://dx.doi.org/10.18860/iq.v9i2.3568.

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This study aimstoanalyzethe development ofthe financial performance of PT Mandiri AXAGeneralInsurance in Indonesia after the establishment of the FSA (Financial Services Authority) in 2013 by using theanalysis of liquidity ratios, solvency ratios using solvabillitas rate calculation and risk-based minimum capital,and undderwiting ratio. Based on the results it can be concluded that penellitian seen from the calculation ofthe solvency ratiousing solvabillitas level of risk-based andminimum capital ratio under wrting result andshowed unfavorable results, while the liquidity ratio has increase de
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NGATIMIN, NGATIMIN. "ANALISA KINERJA KEUANGAN PERUSAHAAN ASURANSI YANG TERDAFTAR DI BURSA EFEK INDONESIA, MALAYSIA DAN THAILAND MENGGUNAKAN ANALISIS RASIO DAN RISK BASED CAPITAL." KEBERLANJUTAN 3, no. 2 (2018): 869. http://dx.doi.org/10.32493/keberlanjutan.v3i2.y2018.p869-883.

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AbstractTo measure financial performance analysis using ratio analysis in accordance with PSAK 28 which consists of Underwriting Ratio, Loss Ratio, Commission Expense Ratio, Liability to Liquid Asset Ratio, Investment to Technical Reserve Ratio, Net Premium Growth, Own Retention Ratio. Parameter used in Indonesia is Risk Based Capital (RBC) in accordance with Decree of Minister of Finance No. 424 / KMK.06 / 2003. The results of the ratio analysis based on the report of annual report are Underwriting Ratio of Indonesia 24.09%, Malaysia 13.70% and Thailand 12.22%, Loss Ratio Indonesia 44.44%, Ma
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Nuhin, Muhammad Al Fansa, and Noven Suprayogi. "Pengaruh Kinerja Manajemen, Efisiensi, Kinerja Underwriting dan Likuiditas terhadap Profitabilitas Perusahaan Asuransi Syariah di Indonesia Periode 2015-2019." Jurnal Ekonomi Syariah Teori dan Terapan 9, no. 5 (2022): 628–42. http://dx.doi.org/10.20473/vol9iss20225pp628-642.

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ABSTRAK Penelitian ini bertujuan untuk mengetahui pengaruh kinerja manajemen, efisiensi, kinerja underwriting dan likuiditas terhadap profitabilitas perusahaan asuransi syariah di Indonesia periode 2015-2019 secara parsial dan simultan. Penelitian ini menggunakan metode kuantitatif dengan teknik analisis regresi data panel dan mengambil 24 sampel perusahaan asuransi jiwa maupun umum syariah di Indonesia, sumber data diambil dari laporan keuangan masing-masing perusahaan asuransi syariah dan laporan statistik keuangan OJK. secara parsial kinerja manajemen dan kinerja underwriting berpengaruh po
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Anjani, Ega. "Modifikasi Syariah Pada Kerangka Risiko Return." Aksioma Al-Musaqoh 7, no. 1 (2024): 39–48. https://doi.org/10.55171/jam.v7i1.1090.

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Sharia modifications in the risk and return framework are used to manage risk and achieve the desired level of return. This method involves using financial instruments that comply with Sharia principles and a thorough risk analysis to discover and manage the associated risks. Sharia insurance companies use Sharia modifications to manage their investment portfolios. In other words, they avoid financial instruments that are considered haram, such as riba (interest), maysir (gambling), and gharar (excessive uncertainty). Instead, they invest policyholder premium funds in financial instruments tha
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Alfiani Andari and Sunarsih. "Factors that Influence The Profits of Sharia Life Insurance Companies Registered with The Financial Services Authority for The 2018-2022 Period." International Journal of Islamic Finance 2, no. 1 (2024): 48–80. https://doi.org/10.14421/ijif.v2i1.2245.

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Background: The Islamic finance industry in Indonesia, especially the Islamic insurance industry, is experiencing rapid growth. In accordance with the development of Indonesia's sharia finance reported in 2022, the total sharia insurance assets in 2022 were recorded at 45,025 trillion, of which the largest total assets were sourced from sharia life insurance worth 34,891 trillion. Thus, it can be said that sharia general insurance and reinsurance companies. However, the net profit of sharia life insurance has actually decreased in several years. Objectives: This research aims to examine the ef
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Meoli, Michele, Andrea Signori, and Silvio Vismara. "Are IPO underwriters paid for the services they provide?" International Journal of Managerial Finance 11, no. 4 (2015): 414–37. http://dx.doi.org/10.1108/ijmf-05-2014-0073.

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Purpose – The purpose of this paper is to relate the fees paid to IPO underwriters to the nature and quality of the services they provide. Design/methodology/approach – Controlling for the characteristics of the firm going public, the risk associated with the offering, and the reputation of the underwriter, the authors study on a sample of Italian IPOs whether a formal commitment by underwriters to provide ancillary services allows them to charge higher fees. Findings – The authors document that asking underwriters to stabilize stock price is costly to the issuer, while to support liquidity is
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Dissertations / Theses on the topic "Financial liquidity risk underwriting"

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Bhyat, Aneez. "An examination of liquidity risk and liquidity risk measures." Master's thesis, University of Cape Town, 2010. http://hdl.handle.net/11427/10113.

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Includes bibliographical references (leaves 199-205).<br>Liquidity risk represents a vacuum of rigour in the otherwise well-researched area of risk management. In both practice and theory most of finance is silent regarding its scope and effect. This is principally due to a lack of consensus regarding its definition and measurement. Current liquidity risk measures differ fairly widely in both respects. This thesis attempts at addressing this by consolidating and examining the principle liquidity risk measures used in financial literature.
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Tan, Bin. "Growth, financial development, market liquidity and risk." Thesis, Brunel University, 2010. http://bura.brunel.ac.uk/handle/2438/8205.

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This thesis,firstly, studies the impact of financial liberalization and political instability on economic growth and quantitatively examines the relative importance of the identified underling reasons of Argentine riddle by using an innovative econometric methodology and unique data set: it presents power ARCH estimates for Argentina from 1896 to 2000. The main results show that the long-run effect of financial liberalization on economic growth is positive while the short-run effect is negative, albeit substantially smaller. The political instability effects are substantially larger in the sho
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Toto, Andrea. "Three essays on liquidity and contagion." Doctoral thesis, Universitat Jaume I, 2016. http://hdl.handle.net/10803/386238.

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The present PhD thesis consists of three papers. In the 1st paper we review credit risk models and models of counterparty risk and contagion and their application in credit risk management, and compare the two primary types of models in the literature that attempt to describe default processes for debt obligations and other defaultable financial instruments , usually referred to as structural and reduced-form (or intensity) models. We discuss challenges and possible progresses to be made in closing the distance between structural and reduced-form models in modeling counterparty and credit risk
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Reusch, Christian. "On the non-linear dynamics of financial market risk and liquidity." Thesis, London School of Economics and Political Science (University of London), 2008. http://etheses.lse.ac.uk/2728/.

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This thesis provides a novel empirical treatment of the dynamics of financial market risk and liquidity, two very important areas both for financial research as well as to practitioners in the financial markets: We devise empirical non-linear time series models of the two concepts that specifically take into account 'explosive', self-reinforcing dynamic patterns. While 'conventional' empirical models are often 'linear' and tend to neglect these effects, real-life evidence such as e.g. the 1987 crash, the large stock market drops on February 27th, 2007 or the huge losses posted by investment ba
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Magagula, Sifiso Charles. "Liquidity linkages between the South African bond and equity markets." Thesis, Nelson Mandela Metropolitan University, 2014. http://hdl.handle.net/10948/d1020758.

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Purpose - The study sought to examine the liquidity linkages between the South African bond and equity markets before the global financial crisis in 2008. Design/methodology/approach: The window of observation covered the period January 2000 to September 2008. In order to ensure robustness in the estimation, the study used foreign participation in the various markets as an additional measure of liquidity. The other liquidity measures considered in the study were volume and value traded of the various securities respectively. Time series modeling techniques were used in the estimation. An unres
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Berg, Hannah. "Liquidity Risk and Mutual Fund Manager’s Stock Choice." Scholarship @ Claremont, 2019. https://scholarship.claremont.edu/cmc_theses/2089.

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Liquidity risk is a large issue faced by mutual funds. Large funds typically trade in size, and these large sizes often have a significant impact on prices. My hypothesis is that large funds will not invest in illiquid assets as much as smaller funds due to the price sensitivity of illiquid assets. While this seems obvious, the results from this study are not in agreement with this hypothesis. My paper finds that as the illiquidity of a stock increases, so does the probability that a large fund invests in the stock.
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Kruger, Samuel Arthur. "Essays in Financial Economics." Thesis, Harvard University, 2014. http://dissertations.umi.com/gsas.harvard:11362.

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This dissertation consists of three independent essays. Chapter 1, "The Effect of Mortgage Securitization on Foreclosure and Modification," assesses the impact of mortgage securitization on foreclosure and modification. My primary innovation is using the freeze of private mortgage securitization in the third quarter of 2007 to instrument for the probability that a loan is securitized. I find that privately securitized mortgages are substantially more likely to be foreclosed and less likely to be modified. Chapter 2, "Disagreement and Liquidity," analyzes how disagreement between investors affe
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Alhassan, Abdulrahman. "Global Market Liquidity and Corporate Investments." ScholarWorks@UNO, 2017. http://scholarworks.uno.edu/td/2372.

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The dissertation consists of two essays. The first essay investigates how oil market factors impact on liquidity commonality in global equity markets. I identify two transmitting channels of the effect on liquidity commonality, namely oil price return and volatility. Using a sample of firms drawn from 50 countries spanning from Jan 1995 to Dec 2015, I find that both effects in oil explain the liquidity commonality in countries with higher integration to oil market. In addition, I show that oil volatility effect is more pronounced in net oil exporters compared to net oil importers after control
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Gerber-Helbling, Silvia A. "An analysis of 'Bid-Ask' spreads considering aspects of risk insurance, degree of competition and market liquidity." Thesis, University of York, 1994. http://etheses.whiterose.ac.uk/10945/.

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Ilerisoy, Mahmut. "Essays on liquidity risk, credit market contagion, and corporate cash holdings." Diss., University of Iowa, 2015. https://ir.uiowa.edu/etd/1855.

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This thesis consists of three chapters and investigates the issues related to liquidity risk, credit market contagion, and corporate cash holdings. The first chapter is coauthored work with Professor Jay Sa-Aadu and Associate Professor Ashish Tiwari and is titled ‘Market Liquidity, Funding Liquidity, and Hedge Fund Performance.’ The second chapter is sole-authored and is titled ‘Credit Market Contagion and Liquidity Shocks.’ The third chapter is coauthored with Steven Savoy and titled ‘Ambiguity Aversion and Corporate Cash Holdings.’ The first chapter examines the interaction between hedge fun
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Books on the topic "Financial liquidity risk underwriting"

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Eichberger, Jürgen. Bank capital, liquidity and systemic risk. Oesterreichische Nationalbank, 2004.

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Diamond, Douglas W. Liquidity risk, liquidity creation and financial fragility: A theory of banking. National Bureau of Economic Research, 1999.

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Cruikshank, Eric D. Distressed financial markets: Navigating the shoals of liquidity risk. Euromoney Institutional Investor PLC, 2008.

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Banks, Erik. Dark pools: Off-exchange liquidity in an era of high frequency, program and algorithmic trading. 2nd ed. Palgrave Macmillan, 2014.

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Azis, Iwan J. Managing Elevated Risk: Global Liquidity, Capital Flows, and Macroprudential Policy - An Asian Perspective. Springer Nature, 2015.

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Shin, Hyun Song. Risk and Liquidity. Oxford University Press, 2019.

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Market liquidity risk: Implications for asset pricing, risk management, and financial regulation. Palgrave Macmillan, 2015.

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Liquidity Black Holes: Understanding, Quantifying and Managing Financial Liquidity Risk. Risk Books, 2003.

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Baird, Stephen, and Shyam Venkat. Liquidity Risk Management: A Practitioner's Perspective. Wiley & Sons, Incorporated, John, 2016.

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Baird, Stephen, and Shyam Venkat. Liquidity Risk Management: A Practitioner's Perspective. Wiley & Sons, Incorporated, John, 2016.

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Book chapters on the topic "Financial liquidity risk underwriting"

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García, Francisco Javier Población. "Liquidity Risk." In Financial Risk Management. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-41366-2_14.

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Liang, J. Nellie, and James M. O’Brien. "Equity Underwriting Risk." In The Changing Market in Financial Services. Springer Netherlands, 1992. http://dx.doi.org/10.1007/978-94-011-2976-3_4.

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Banks, Erik. "Liquidity and Financial Operations." In Liquidity Risk. Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230508118_2.

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Banks, Erik. "Liquidity and Financial Operations." In Liquidity Risk. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137374400_2.

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Roncalli, Thierry. "Liquidity Risk." In Handbook of Financial Risk Management. Chapman and Hall/CRC, 2020. http://dx.doi.org/10.1201/9781315144597-6.

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Banks, Erik. "Liquidity Spirals and Financial Distress." In Liquidity Risk. Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230508118_6.

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Banks, Erik. "Liquidity Spirals and Financial Distress." In Liquidity Risk. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137374400_6.

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Akhmetov, Artur, Anna Burova, Natalia Makhankova, and Alexey Ponomarenko. "Measuring Market Liquidity and Liquidity Mismatches Across Sectors." In Systemic Financial Risk. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-54809-3_7.

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van der Merwe, Andria. "Financial Crises and Liquidity Traffic Jams." In Market Liquidity Risk. Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137389237_2.

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van der Merwe, Andria. "Financial Regulation and Liquidity Risk Management." In Market Liquidity Risk. Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137389237_6.

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Conference papers on the topic "Financial liquidity risk underwriting"

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Cheung, William M., and Si U. Lo. "Liquidity risk spillover: Evidence from cross-country analysis." In 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). IEEE, 2012. http://dx.doi.org/10.1109/cifer.2012.6327789.

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Zhang, Xiaofeng, and Xiaohua Zhong. "Empirical Analysis of Chinese Open-Ended Fund's Liquidity Risk." In 2009 International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2009. http://dx.doi.org/10.1109/bife.2009.104.

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Arias, Jaime Alberto Echeverri, Maria Andrea Arias Serna, Juan Guillermo Murillo Gomez, Collin Kleine, and Luis Ceferino Franco Arbelaez. "Design of information system for the Liquidity Risk Management in financial institutions." In 2015 10th Iberian Conference on Information Systems and Technologies (CISTI). IEEE, 2015. http://dx.doi.org/10.1109/cisti.2015.7170360.

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Roque, Vanda, Kátia Lemos, and Helena Barbosa. "The Impact of Financial Risk Disclosures on Corporate Value: Evidence for Portugal." In 10th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2024. https://doi.org/10.31410/eraz.2024.131.

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The purpose of this paper is to investigate the impact of financial risk disclosures on corporate value. Based on content analysis of 2021 annual reports of 29 nonfinancial companies listed on Euronext Lisbon, the authors construct a global disclosure index that captures financial risk disclosures, as well as 3 sub-indices to capture credit, liquidity and market risks disclosures. Using multiple linear regression models, the authors investigate the impact of financial risk disclosures on corporate value, as measured by Tobin’s Q. The results show that financial risk disclosures are still parsi
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Ekadjaja, Margarita, Halim Putera Siswanto, Agustin Ekadjaja, and Rorlen Rorlen. "The Effects of Capital Adequacy, Credit Risk, and Liquidity Risk on Banks’ Financial Distress in Indonesia." In Ninth International Conference on Entrepreneurship and Business Management (ICEBM 2020). Atlantis Press, 2021. http://dx.doi.org/10.2991/aebmr.k.210507.059.

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Mihalech, Patrik. "Modelling of Non-Maturing Liabilities in Survival Period for Liquidity Risk Management Purposes." In Fifth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/itema.2021.73.

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Correct assessment of banking risks is essential for a healthy bank­ing system and the development of economy. This paper focuses on liquidity risk management, more specifically on modelling of non-maturing liabilities. Liquidity risk emerges as a consequence of uncertainty in terms of future cash inflows and outflows. Due to the fact, that result of a liquidity crisis is not only loss, but directly bankruptcy of financial institutions, liquidity risk belongs among major banking risks. This paper aims to project future cash outflows emerging from corporate deposit accounts without contractual
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Wang, Shuang. "Research on Liquidity Risk Measurement Method of Financial Block Chain Based on Sand Box." In 2019 International Conference on Smart Grid and Electrical Automation (ICSGEA). IEEE, 2019. http://dx.doi.org/10.1109/icsgea.2019.00111.

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Izuric, Mihaela. "Effects of innovative financial technologies (FinTech) on international currency markets." In Simpozion Ştiinţific al Tinerilor Cercetători. Ediţia a 22-a. Academy of Economic Studies, 2025. https://doi.org/10.53486/sstc2024.v2.79.

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The integration of FinTech into international foreign exchange markets is revolutionizing trading, increasing liquidity, increasing efficiency and market accessibility. FinTech platforms facilitate direct participation, increasing liquidity and accessibility Through Automated risk management tools and care blockchain technology that mitigate risks and ensure secure transactions. User often preferring innovative financial technologies. In addition, peer-to-peer currency exchanges and decentralized financing protocols offer competitive rates, bypassing traditional intermediaries. For internation
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Luchian, Valeria, and Liliana Lazari. "Economic significance and financial reporting of provisions." In International student scientific conference, ISSC 2025 "Challenges of accounting for young researchers", 9th Edition. Academy of Economic Studies, 2025. https://doi.org/10.53486/issc2025.53.

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Provisions are essential in financial reporting, ensuring recognition and management of uncertain obligations. This study examines their role under National Accounting Standards (SNC), emphasizing financial stability, risk mitigation, and transparency. The classification of provisions - covering employee benefits, warranties, litigation, and taxes - demonstrates their impact on business operations. Effective management supports resource allocation, compliance, and accurate financial reporting, enhancing sustainability and investor confidence. Periodic reassessment ensures regulatory adherence
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Harea, Ruxanda, and Ruslan Harea. "Accounting and financial reporting in times of crisis." In International student scientific conference, ISSC 2025 "Challenges of accounting for young researchers", 9th Edition. Academy of Economic Studies, 2025. https://doi.org/10.53486/issc2025.41.

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Economic crises significantly impact accounting and financial reporting, requiring adjustments in standards, asset valuations, and risk assessments. This study analyzes the effects of recent economic downturns on accounting practices, focusing on IFRS and GAAP adaptations, regulatory responses, and corporate strategies for transparency and sustainability. The case study on the aviation industry illustrates the practical consequences of financial crises on asset impairment, liquidity management, and financial disclosures. The findings highlight the growing role of digitalization and sustainable
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Reports on the topic "Financial liquidity risk underwriting"

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Diamond, Douglas, and Raghuram Rajan. Liquidity Risk, Liquidity Creation and Financial Fragility: A Theory of Banking. National Bureau of Economic Research, 1999. http://dx.doi.org/10.3386/w7430.

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Estrada, Dairo Ayiber, and Daniel Osorio. A market risk approach to liquidity risk and financial contagion. Banco de la República, 2006. http://dx.doi.org/10.32468/be.384.

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León-Rincón, Carlos Eduardo. Estimating financial institutions' intraday liquidity risk : a Monte Carlo simulation approach. Banco de la República, 2012. http://dx.doi.org/10.32468/be.703.

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Folkerts-Landau, David. Wholesale Payments Systems and Financial Discipline, Efficiency, and Liquidity. Inter-American Development Bank, 1997. http://dx.doi.org/10.18235/0011571.

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The experience of a large number of countries since the mid-1970s has demonstrated the limited potential for activist monetary and fiscal policies to influence real macroeconomic performance on a sustained basis. Given the central role of the financial sector in pricing and allocating capital and risk, attention has focused on the architecture of this sector. Heading the reform agenda now are issues pertaining to the relation between the central bank, commercial banks and the wholesale payments system, the financial supervisory and regulatory environment, the development of capital markets, pe
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Buch, Claudia M., and Linda S. Goldberg. International Banking and Nonbank Financial Intermediation: Global Liquidity, Regulation, and Implications. Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1091.

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Global liquidity flows are largely channeled through banks and nonbank financial institutions. The common drivers of global liquidity flows include monetary policy in advanced economies and risk conditions. At the same time, the sensitivities of liquidity flows to changes in these drivers differ across institutions and have been evolving over time. Microprudential regulation of banks plays a role, influencing leverage and capitalization, changing sensitivities to shocks, and also driving risk migration from banks to nonbank financial institutions. Risk sensitivities and flightiness of global l
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Avdjiev, Stefan, Leonardo Gambacorta, Linda S. Goldberg, and Stefano Schiaffi. The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution, and Drivers. Federal Reserve Bank of New York, 2025. https://doi.org/10.59576/sr.1149.

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The period after the Global Financial Crisis (GFC) was characterized by a considerable risk migration within global liquidity flows, away from cross-border bank lending towards international bond issuance. We show that the post-GFC shifts in the risk sensitivities of global liquidity flows are related to the tightness of the balance sheet (capital and leverage) constraints faced by international (bank and nonbank) lenders and to the migration of borrowers across funding sources. We document that the risk sensitivity of global liquidity flows is higher when funding is provided by financial inte
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7

Rojas-Suárez, Liliana, and Steven R. Weisbrod. Achieving Stability in Latin American Financial Markets in the Presence of Volatile Capital Flows. Inter-American Development Bank, 1995. http://dx.doi.org/10.18235/0011613.

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This paper considers whether reserve requirements have been effective in controlling excessive liquidity growth. It also discusses the adequacy of bank supervisory standards, such as capital to risk-weighted asset standards, in controlling expansion of risky bank credit that often accompanies excessive liquidity expansion.
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8

Federico, Pablo M. Developing an Index of Liquidity-Risk Exposure: An Application to Latin American and Caribbean Banking Systems. Inter-American Development Bank, 2012. http://dx.doi.org/10.18235/0009083.

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After the 2007-2009 global financial crisis and previous financial crises in Latin America, the liquidity-risk exposure of banking systems is considered one of the most important vulnerabilities. At the same time, that exposure may also be the most mysterious of those vulnerabilities, as the dimensions of this risk are not yet well understood and good metrics have not been available. This goal of this paper is to provide a thorough review of previous contributions and to develop a set of measures of systemic liquidity-risk exposure of banking systems, with a focus on Latin American and Caribbe
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9

Hirtle, Beverly, and Matthew C. Plosser. Bank Economic Capital. Federal Reserve Bank of New York, 2025. https://doi.org/10.59576/sr.1144.

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Conventional measures of bank solvency fail to account for the unique liquidity risks posed by deposits. Using public regulatory data, we develop a novel measure, economic capital, that jointly quantifies the impact of credit, liquidity, and market risk on bank solvency. We validate that economic capital is a more timely and accurate indicator of bank health than standard solvency measures. Using our framework, we examine the evolution of banking sector risk exposures over several decades. Despite significant reforms in the aftermath of the Global Financial Crisis, economic capital suggests th
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10

Valencia, Oscar, Juan José Díaz, and Diego A. Parra. Assessing Macro-Fiscal Risk for Latin American and Caribbean Countries. Inter-American Development Bank, 2022. http://dx.doi.org/10.18235/0004530.

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This paper provides a comprehensive early warning system (EWS) that balances the classical signaling approach with the best-realized machine learning (ML) model for predicting fiscal stress episodes. Using accumulated local effects (ALE), we compute a set of thresholds for the most informative variables that drive the correlation between predictors. In addition, to evaluate the main country risks, we propose a leading fiscal risk indicator, highlighting macro, fiscal and institutional attributes. Estimates from different models suggest significant heterogeneity among the most critical variable
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