Relevant bibliographies by topics / Liquidity management of the bank

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

Academic literature on the topic 'Liquidity management of the bank'

Author: Grafiati
Published: 28 May 2022
Last updated: 31 July 2025

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Journal articles on the topic "Liquidity management of the bank"

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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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Rozhkov, Y. V. "THE USE OF LIQUIDING AS A BANK MANAGEMENT CATEGORY." Vestnik of Khabarovsk State University of Economics and Law, no. 3 (January 20, 2021): 61–64. http://dx.doi.org/10.38161/2618-9526-2020-3-12.

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The article describes the theoretical problems related to the use of «bank liquidity» category. «Function» category is revealed in relation to the liquidity of credit institutions. It is proposed to introduce «liquiding» category into scientific and practical circulation as a quintessence that combines the concepts of «liquidity», «liquidity management», «liquidity risk management»
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Wuryandani, Gantiah, Ramlan Ginting, Dudy Iskandar, and Zulkarnain Sitompul. "Fund Management And the Liquidity of The Bank." Buletin Ekonomi Moneter dan Perbankan 16, no. 3 (2014): 231–58. http://dx.doi.org/10.21098/bemp.v16i3.446.

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This paper analyzes the liquidity of banks, both precautionary and involuntary liquidity. We apply dynamic panel estimation on individual bank data covering the period of Januari 2002 to November 2011. The result shows that precautionary liquidity is more determined by the operation of the bank. On the other hand, the involuntary liquidity is more affected by the financial system condition. Related to the size, the effect of the financial system condition and the macroeconomy is larger for the small banks. Moreover, the monetary policy in the form minimum reserve requirement affects the precau
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Tran, Thi Thuy Dung, Thi Phuong Anh Tran, and Anh Thang Tran. "Impact of Geographical Diversification on Bank Liquidity: Empirical Evidence from Vietnamese Commercial Banks." International Journal of Applied Economics, Finance and Accounting 22, no. 1 (2025): 101–10. https://doi.org/10.33094/ijaefa.v22i1.2243.

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This study investigates the effects of geographical diversification on liquidity within Vietnamese commercial banks from 2008 to 2023. Using panel data regression methods, including fixed-effects regressions to measure the relationship between bank liquidity, geographical diversification, and control variables, the generalized method of moments (GMM) to address endogeneity issues, and quantile regression to assess whether this interaction differs across different quantiles of bank liquidity, we present empirical evidence regarding the relationship between bank liquidity and geographical divers
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Diem Ha Le, Chi, and Nam Hai Pham. "Bank liquidity sensitivity after the impact of the bank-run phenomenon: The moderating role of state ownership." Banks and Bank Systems 20, no. 1 (2025): 259–70. https://doi.org/10.21511/bbs.20(1).2025.21.

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The article investigates the impact of commercial banks’ liquidity sensitivity following the bank-run phenomenon. Using data from 25 Vietnamese commercial banks from 2010 to 2022, the Sys.GMM estimation results reveal that banks with more considerable equity capital and total assets exhibit higher liquidity sensitivity after a bank run. Additionally, larger banks are more likely to adopt liquidity management strategies that involve borrowing. The study also finds that banks with more substantial financial performance, higher loan-to-deposit ratios, and a more extensive spread between loan and
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Hidayat, Nur, Muslich Anshari, and Rahmat Setiawan. "Digitalization and diversification strategies for effective bank liquidity management in emerging markets." Edelweiss Applied Science and Technology 8, no. 6 (2024): 559–71. http://dx.doi.org/10.55214/25768484.v8i6.2128.

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The purpose of this study is to examine the impact of income, assets, and geographic diversity on bank liquidity in the Indonesian banking sector. This study uses purposive sampling and multiple regression analysis (MRA) to investigate the impact of digital banking on bank liquidity, as measured by the loan-to-deposit ratio (LDR) and liquidity ratio. The sample used is 87 banks in Indonesia, which include state-owned banks, commercial banks, regional development banks, and Islamic banks. The key findings of this study indicate that income and asset diversification significantly affect bank liq
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Mashamba, Tafirei, and Farai Kwenda. "A Look at the Liquidity Management Practices of Banks in South Africa." Journal of Economics and Behavioral Studies 9, no. 3(J) (2017): 113–20. http://dx.doi.org/10.22610/jebs.v9i3(j).1750.

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In an effort to strengthen bank liquidity-risk management practices, the Basel Committee proposed new liquidity requirements for banks in 2010 under the Basel III framework. However, despite the good intentions of the liquidity requirements the new regulations are likely to present some challenges for banks in the course of managing their liquidity. However, before any inference can be made about the possible implications of the liquidity standards on bank liquidity management practices, it is imperative to have insight into the current liquidity management strategies of banks. This paper seek
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Mashamba, Tafirei, and Farai Kwenda. "A Look at the Liquidity Management Practices of Banks in South Africa." Journal of Economics and Behavioral Studies 9, no. 3 (2017): 113. http://dx.doi.org/10.22610/jebs.v9i3.1750.

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In an effort to strengthen bank liquidity-risk management practices, the Basel Committee proposed new liquidity requirements for banks in 2010 under the Basel III framework. However, despite the good intentions of the liquidity requirements the new regulations are likely to present some challenges for banks in the course of managing their liquidity. However, before any inference can be made about the possible implications of the liquidity standards on bank liquidity management practices, it is imperative to have insight into the current liquidity management strategies of banks. This paper seek
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Carsamer, Emmanuel, Anthony Abbam, and Yaw N. Queku. "Bank capital, liquidity and risk in Ghana." Journal of Financial Regulation and Compliance 30, no. 2 (2021): 149–66. http://dx.doi.org/10.1108/jfrc-12-2020-0117.

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Purpose Capital, risk and liquidity are the vitality of the banking industry, which can improve the efficiency of banking and promote the efficiency of resource allocation. The purpose of this study is to examine how Basel III new liquidity ratios affect bank capital and risk adjustments and how banks respond to the new liquidity rules. Design/methodology/approach The authors adopted the system generalized method of moments (GMM) to examine how Basel III new liquidity ratios affect bank capital and risk adjustments and how banks respond to the new liquidity rules. Based on the call reports dat
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Lavreniuk, Vladyslav V., and Oleg S. Zhuravlev. "Bank Liquidity Management at the Macro and Micro Levels." PROBLEMS OF ECONOMY 2, no. 56 (2023): 213–23. http://dx.doi.org/10.32983/2222-0712-2023-2-213-223.

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The article is aimed at deepening and systematizing the theoretical and methodological foundations of liquidity management at the macro and micro levels. The state of liquidity of the banking system of Ukraine during the war period is analyzed and the shortcomings of the practice of liquidity management of banks at the macro and micro levels are allocated. It is found that, despite a sufficient level of liquidity of domestic banks and moderate systemic liquidity risk, banks have problems with a fixed-term deposit structure, a significant liquidity surplus, increased funding costs and increased
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Dissertations / Theses on the topic "Liquidity management of the bank"

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SILVA, RAFAEL RIBEIRO MADEIRA DA. "THE IMPACT OF BASEL III LIQUIDITY REQUIREMENTS ON BANK LIQUIDITY MANAGEMENT." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2018. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33568@1.

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Este trabalho analisa o impacto dos requerimentos de liquidez da Basiléia III na gestão de liquidez dos bancos. A partir de uma base de dados que engloba bancos de todos os países signatários do Comitê de Basiléia III, foram definidos indicadores de liquidez bancária com base nas práticas utilizadas na literatura econômica e que busquem servir de proxies aos indicadores propostos pelo Comitê. Foram então verificados os cronogramas de implementação dos novos requerimentos de liquidez estabelecido por cada país. Acompanhou-se, então, a evolução dos indicadores de liquidez antes e depois do novo
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Schmaltz, Christian. "A quantitative liquidity model for banks." Wiesbaden : Gabler, 2009. http://d-nb.info/996419934/04.

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van, Schalkwyk Garth. "Mathematical models for optimal management of bank capital, reserves and liquidity." University of the Western Cape, 2019. http://hdl.handle.net/11394/6643.

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Philosophiae Doctor - PhD<br>The aim of this study is to construct and propose continuous-time mathematical models for optimal management of bank capital, reserves and liquidity. This aim emanates from the global financial crisis of 2007 − 2009. In this regard and as a first task, our objective is to determine an optimal investment strategy for a commercial bank subject to capital requirements as prescribed by the Basel III Accord. In particular, the objective of the aforementioned problem is to maximize the expected return on the bank capital portfolio and minimize the variance of the t
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Kudinova, Julija. "Likvidumo rizikos valdymas komerciniame banke „AS UNICREDIT BANK“ pavyzdžiu." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2012. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2012~D_20120723_105005-24213.

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Esant sudėtingai ekonominei situacijai verslo rizikos įvertinimas ir valdymas tampa aktualia problema. Nestabilumas reikalauja nuolatinio dėmesio banko likvidumo vertinimui ir valdymui. Sudėtingėjant ekonominėms sąlygoms, likvidumo rizikos valdymas negali būti izoliuotas procesas. Magistro darbe išanalizuoti ir susisteminti Lietuvos ir užsienio autorių darbai likvidumo rizikos valdymo temomis. Apibendrinami esminiai likvidumo rizikos vertinimo ir valdymo metodai bei principai. Atlikta mokslinės literatūros analizė bei kiekybinis rezultatų vertinimas. Teorinėje ir praktinėje dalyse siekiama api
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MORELLA, SAVERIO. "La liquidità delle banche: regolamentazione, modelli di misurazione e prospettive di sviluppo tra teoria e prassi operative." Doctoral thesis, Università di Foggia, 2015. http://hdl.handle.net/11369/338370.

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ABSTRACT La ricerca si pone l’obiettivo di approfondire il tema della gestione della liquidità delle banche all’indomani della crisi finanziaria internazionale (2007-2008), che ha determinato l’introduzione di regole specifiche in materia di liquidità all’interno del nuovo framework regolamentare (Basilea 3). In particolare, è stata studiata la condizione di liquidità delle principali banche italiane quotate nel periodo 2007-2013. Per spiegare l’andamento della condizione di liquidità di una banca rispetto ad una serie di variabili di performance è stato utilizzato un modello di regress
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Chikoko, Laurine. "Liquidity risk management by Zimbabwean commercial banks." Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1020344.

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Macroeconomic and financial market developments in Zimbabwe since 2000 have led to an increase in many banks‟ overall exposure to liquidity risk. The thesis highlights the importance of understanding and building comprehensive liquidity frameworks as defenses against liquidity stress. This study explores liquidity and liquidity risk management practices as well as the linkages and factors that affected different types of liquidity in the Zimbabwean banking sector during the Zimbabwean dollar and multiple currency eras. The research sought to present a comprehensive analysis of Zimbabwean comme
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Блинчук, В. Й. "Види стратегій управління ліквідністю банку". Thesis, Перспектива, 2012. http://essuir.sumdu.edu.ua/handle/123456789/63433.

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Серпенінова, Юлія Сергіївна, Юлия Сергеевна Серпенинова та Yuliia Serhiivna Serpeninova. "Фінансовий механізм управління ліквідністю банку". Thesis, Українська академія банківської справи Національного банку України, 2010. http://essuir.sumdu.edu.ua/handle/123456789/51567.

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Дисертаційна робота присвячена узагальненню теоретичних і методичних основ управління ліквідністю, розробці методичних підходів і практичних рекомендацій, направлених на розвиток фінансового механізму управління ліквідністю банку. Поглиблено теоретичні основи щодо управління ліквідністю банку, виокремлено найбільш вагомі зовнішні і внутрішні чинники, що впливають на ліквідність банку, обґрунтовано класифікаційні ознаки ризику ліквідності. У роботі визначено сутність та складові елементи ФМУЛБ. Обґрунтовано напрямки банківської політики щодо управління ліквідністю з використанням сценарного п
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Aldoseri, Mahfod. "A Comparison of Credit, Liquidity and Operational Risk Management in Islamic and Conventional Banks: Evidence from Saudi Arabia." Thesis, Griffith University, 2017. http://hdl.handle.net/10072/380068.

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Like their conventional counterparts, Islamic banks face a variety of risks when conducting business, including operational, credit, liquidity, foreign exchange, interest rate, and market risk. To address these risks, banks of all types employ risk management practices as a way of improving bank performance and reducing any potential damage. The purpose of this thesis is to examine the risk management practices implemented in both Islamic and conventional banks in Saudi Arabia, the primary focus being the analysis of the relationship between risk management practices and financial performance,
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Obaleye, Olabanjo Johnson. "Relationship Between Liquidity, Asset Quality, and Profitability of Mortgage Banks in Nigeria." ScholarWorks, 2018. https://scholarworks.waldenu.edu/dissertations/6254.

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Liquidity (LQ) and asset quality (AQ) management present significant challenges to mortgage bankers in their efforts to improve profitability (PR). When liquidity increases, there is no positive impact on mortgage asset growth; however, this trend indicates that asset management and liquidity positions are not well managed. To run a viable mortgage business, mortgage bankers need to have a good grasp of the association between LQ, AQ, and PR. Anchored in the profit theory paradigm, the purpose of this multiple regression study was to examine the relationship between LQ, AQ, and PR of mortgage
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Books on the topic "Liquidity management of the bank"

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Morgan, Donald P. Bank commitment relationships, cash flow constraints, and liquidity management. Federal Reserve Bank of New York, 2000.

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M, Matz Leonard, and Neu Peter, eds. Liquidity risk measurement and management: A practitioner's guide to global best practices. John Wiley & Sons (Asia) Pte Ltd., 2007.

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Ferrari, Andrea. Gestione finanziaria e liquidità nelle banche. Giuffrè editore, 1988.

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Age, Bakker, and Herpt, Ingmar R. Y. van, 1971-, eds. Central bank reserve management: New trends, from liquidity to return. Edward Elgar, 2007.

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Banks, Erik. Liquidity Risk: Managing Asset and Funding Risks. Palgrave Macmillan, 2004.

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Panova, G. S. Analiz finansovogo sostoi͡a︡nii͡a︡ kommercheskogo banka. Finansy i statistika, 1996.

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Choudhry, Moorad. An introduction to banking: Liquidity risk and asset-liability management. John Wiley, 2011.

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Ruozi, Roberto, and Pierpaolo Ferrari. Liquidity Risk Management in Banks. Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-29581-2.

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Seĭtkasimov, A. G. Upravlenie bankovskoĭ likvidnostʹi︠u︡ i metody ee analiza. Qarzhy-qarazhat, 1998.

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Elkenbracht-Huizing, Marije. Handbook of ALM in banking: Interest rates, liquidity and the balance sheet. Risk Books, 2014.

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Book chapters on the topic "Liquidity management of the bank"

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Scott-Quinn, Brian. "Bank Liquidity Management." In Commercial and Investment Banking and the International Credit and Capital Markets. Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1007/978-0-230-37048-7_8.

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Schmaltz, Christian. "Liquidity Management." In A Quantitative Liquidity Model for Banks. Gabler, 2009. http://dx.doi.org/10.1007/978-3-8349-8554-5_5.

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Raffis, Louis D. "The Net Cash Capital Tool in Bank Liquidity Management." In Liquidity Risk Measurement and Management. John Wiley & Sons (Asia) Pte Ltd, 2012. http://dx.doi.org/10.1002/9781118390399.ch11.

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Choudhry, Moorad. "Bank Asset-Liability and Liquidity Risk Management." In Asset and Liability Management Handbook. Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230307230_2.

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Wieser, Christoph. "Liquidity Risk Management." In Quantification of Structural Liquidity Risk in Banks. Springer Fachmedien Wiesbaden, 2022. http://dx.doi.org/10.1007/978-3-658-39593-3_4.

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Neu, Peter, Armin Leistenschneider, Bernhard Wondrak, and Martin Knippschild. "Market Developments in Banks' Funding Markets." In Liquidity Risk Measurement and Management. John Wiley & Sons (Asia) Pte Ltd, 2012. http://dx.doi.org/10.1002/9781118390399.ch7.

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Cech, Christian, and Ewa Dziwok. "Fund Transfer Pricing and Its Impact on Bank Liquidity Measures." In Multiple Perspectives in Risk and Risk Management. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-16045-6_15.

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Ruozi, Roberto, and Pierpaolo Ferrari. "Liquidity Risk Management in Banks: Economic and Regulatory Issues." In Liquidity Risk Management in Banks. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-29581-2_1.

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Kholidah, Himmatul, Nisful Laila, and Imron Mawardi. "The Quality of Liquidity Risk Management of Bank Pembiayaan Rakyat Syariah (BPRS)/Islamic Rural Bank Using Liquidity Risk Management (LRM) Index Method." In Innovative Business Development—A Global Perspective. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-01878-8_11.

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Bonza, Javier, Norma Gómez, and Reinaldo Pabón. "Strategic Asset Allocation: Balancing Short-Term Liquidity Needs and Real Capital Preservation for Central Banks." In Central Bank Reserves and Sovereign Wealth Management. Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230250819_3.

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Conference papers on the topic "Liquidity management of the bank"

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"Analysis of Factors Affecting Bank Liquidity." In 2017 International Conference on Financial Management, Education and Social Science. Francis Academic Press, 2017. http://dx.doi.org/10.25236/fmess.2017.58.

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Titko, Jelena. "Bank Soundness in the Latvian Banking Market." In Contemporary Issues in Business, Management and Education. VGTU Technika, 2015. http://dx.doi.org/10.3846/cibme.2015.07.

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Bank soundness is crucially important for the stability of the whole financial system. The goal of the paper is to reveal the contributing factors to bank soundness in the Latvian banking market. Multifactor regression analysis was applied as a core research method. Bank soundness was proxied by Risk index calculated for Latvian banks. Profitability, liquidity and asset quality ratios of individual banks extracted from BankScope data warehouse were used as explanatory variables. Research period covers 2007–2014. The regression model was created, based on financials of Latvian banks as for 2013
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Grecu, Iulia, and Vitalie Chiurcciu. "Liquidity management of BC "Moldova - Agroindbank" S.A. under conditions of financial instability." 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/issc2025.81.

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The article examines the liquidity management of BC "Moldova - Agroindbank" S.A. in the context of financial instability. Assessing the liquidity of the bank is a crucial aspect of its financial stability, especially during periods of economics upheaval. The study analyzes key liquidity indicators based on data for years 2021-2023, as well as the impact of financial and macroeconomic factors on changes in the bankʼs liquidity.
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Liang, Yan, and Xiaoyu Yang. "The Bank Assets Allocation under Equilibrium Liquidity Management Strategy." In 2010 International Conference on Management and Service Science (MASS 2010). IEEE, 2010. http://dx.doi.org/10.1109/icmss.2010.5576804.

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Puspa Anggita, Lia, Yessi Sasmita Anggun, Amir Machmud, and Ikaputera Waspada. "Liquidity Risk Management: A Study in Islamic Bank of Indonesian." In 2nd International Conference on Economic Education and Entrepreneurship. SCITEPRESS - Science and Technology Publications, 2017. http://dx.doi.org/10.5220/0006886703890392.

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Lončar, Iris, and Tonći Svilokos. "The influence of assets structure on financial performance in Croatian banking system." In Contemporary Issues in Business, Management and Economics Engineering. Vilnius Gediminas Technical University, 2019. http://dx.doi.org/10.3846/cibmee.2019.024.

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Purpose – as the largest share of national money assets is concentrated in banks, their profitability is important not only for shareholder but also for the whole economy. The aim of this paper is to analyse the influence of the structure of total assets and its liquidity on overall success in the Croatian banking industry. Research methodology – in order to achieve the main purpose the cross-section regression models will be estimated which will include standard profitability indicators and various liquidity and assets indices. Findings – the results of the analysis show that the level and th
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Pîslari, Veronica. "Convergența la cerințele de adecvare a riscului bancar de lichiditate: oportunități vs constrângeri." In Simpozion Ştiinţific al Tinerilor Cercetători, Ediţia a 21-a. Academy of Economic Studies of Moldova, 2024. http://dx.doi.org/10.53486/sstc.v4.08.

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In the current context, the banking sector represents a point of stability for the country's economy and effective risk management is essential. Liquidity risk is one of the most important because its triggering has a productive and immediate effect and bank liquidity management is fundamental. The purpose of the study is to analyze liquidity risk and its influence on the banking sector in the context of adapting to the requirements of the Basel III Agreement and the consequences of the implementation requirements. Research methodology includes the application of several types of methods, such
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Pavlov, Aleksandr Vyacheslavovich. "Relevant requirements to the liquidity management process in a Russian commercial bank." In X International students' applied research conference. TSNS Interaktiv Plus, 2016. http://dx.doi.org/10.21661/r-91314.

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Рамзаева, Екатерина Петровна, and Оксана Викторовна Кравченко. "DIRECTIONS FOR IMPROVING LIQUIDITY IN THE BANKING SECTOR." In Сборник избранных статей по материалам научных конференций ГНИИ «Нацразвитие» (Санкт-Петербург, Ноябрь 2021). Crossref, 2021. http://dx.doi.org/10.37539/nov322.2021.43.22.004.

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В статье проанализированы современные методы управления ликвидностью коммерческого банка. Авторами выделены основные преобразования, произведенные в банковской сфере за последние годы Цетробанком, а также проанализированы основные инструменты регулирования ликвидности банковского сектора. The article analyzes modern methods of liquidity management in a commercial bank. The authors highlight the main transformations made in the banking sector in recent years by Cetrobank, and also analyze the main instruments for regulating the banking sector's liquidity.
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Ahmeti, Yllka, Ardi Ahmeti, and Albina Kalimashi. "IMPACT OF LIQUIDITY MANAGEMENT ON COMMERCIAL BANKS PROFITABILITY IN KOSOVO DURING THE PERIOD 2011-2019." In 5th International Scientific Conference – EMAN 2021 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eman.2021.103.

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Liquidity management and its impact on the profitability of commercial banks are two issues of particular importance in the further development of the business and at the same time two sources of concern for financial managers. For this reason, this study aims to determine the impact of changes in liquidity levels on the profitability of commercial banks in Kosovo. The study is based on secondary data for nine commercial banks in Kosovo over 9 years, respectively for the period from 2011 to 2019, taken from the audited annual statements of these financial institutions. The study measures the r
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Reports on the topic "Liquidity management of the bank"

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García-Cicco, Javier, and Enrique Kawamura. Central Bank Liquidity Management and "Unconventional" Monetary Policies. Inter-American Development Bank, 2014. http://dx.doi.org/10.18235/0011620.

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This paper presents a small open economy model to analyze the role of central bank liquidity management in implementing "unconventional" monetary policies within an inflation targeting framework. In particular, the paper explicitly models the facilities that the central bank uses to manage liquidity in the economy, which creates a role for the central bank balance sheet in equilibrium. This permits the analysis of two "unconventional" policies: sterilized exchange-rate interventions and expanding the list of eligible collaterals accepted at the liquidity facilities operated by the central bank
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Bianchi, Javier, and Saki Bigio. Banks, Liquidity Management and Monetary Policy. National Bureau of Economic Research, 2014. http://dx.doi.org/10.3386/w20490.

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Cetorelli, Nicola, and Saketh Prazad. The Nonbank Footprint of Banks. Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1118.

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U.S. bank holding companies (BHCs) have developed a very significant nonbank footprint over the years, adding thousands of specialty lenders, brokers and dealers, asset management, and insurance subsidiaries to their organizations. These nonbank subsidiaries represent a sizeable share of aggregate BHC assets and a significant component of the entire U.S. nonbank industry. We argue that liquidity management synergies are an important driver of the coexistence of commercial banks and nonbank subsidiaries within BHCs. Using unique data on BHC organizational structure and financial reports, we sho
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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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Feuillette, Jérémie, Kimmo Soramäki, and Will Towning. Modernizing Intraday Liquidity Optimization for Commercial Banks. FNA, 2023. http://dx.doi.org/10.69701/bdzh8309.

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Commercial banks are facing a period of exceptionally difficult funding conditions amidst a challenging economic environment. To address this, banks need to optimize their liquidity flows and usage. But existing liquidity optimisation and management methods fall short of materially reducing liquidity costs and can generate large operational risks. This paper describes how advanced analytics and algorithms can be used to optimize liquidity flows and usage in a real-time environment through payment resequencing. This approach can enable banks to significantly and consistently reduce liquidity us
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Bouillon, César P., Pablo Fleiss, Jorge Gallego, et al. Policy-Based Lending at the Inter-American Development Bank. Inter-American Development Bank, 2024. http://dx.doi.org/10.18235/0013024.

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The objective of this evaluation is to analyze to what extent policy-based lending in the IDB has contributed to its dual objectives of (i) improving debt and liquidity management by providing beneficiary countries with flexible, liquid, and timely funding to meet their financing needs; and (ii) strengthening fiscal management, economic and sector frameworks, and the provision of public services by supporting policy and institutional reform in client countries. The assessment of policy-based lending in the IDB is timely, given the importance and increased need to foster reform and improve the
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Cetorelli, Nicola, and Linda Goldberg. Liquidity management of U.S. global banks: Internal capital markets in the great recession. National Bureau of Economic Research, 2011. http://dx.doi.org/10.3386/w17355.

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Toporowski, Jan. Monetary Policy and Illiquidity. Institute for New Economic Thinking Working Paper Series, 2024. http://dx.doi.org/10.36687/inetwp218.

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The discussion of financial stability, and the role of monetary policy, is incoherent because there is very little agreement on what constitutes financial stability (and, by implication, instability) - exchange rate stability, asset price stability, absence of debt default. By implication, there is a gap between the claims of various authors to the general applicability of their respective analyses, and the actual applicability of their conclusions, let alone the usefulness of some of their policy recommendations. The paper argues that the key issue is the regulation of the liquidity of all fi
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Kane, Edward J. Precedents, Instruments and Targets that the Fed Has Used to Create and Support a Postcrisis Global Safety Net. Institute for New Economic Thinking Working Paper Series, 2023. http://dx.doi.org/10.36687/inetwp213.

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Much has been made of the Global Safety Net that has been put into place since the Great Financial Crisis but the distributional effects of some of the Fed’s strategies are still shrouded in mystery. In supplying bailout funds at below-market terms to uninsured creditors of firms and governments that were economically insolvent, the Fed reinforced the implicit expectation that megabanks are free to take on high levels of risk and benefit from the upside while being protected from any serious downside. An important example of this is the role of currency swaps. By extending its “temporary” doll
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Fernandez, Jose Maria, and Reinaldo Le Grazie. Secondary Government Bond Market. Inter-American Development Bank, 2006. http://dx.doi.org/10.18235/0009209.

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In light of the challenges to structure and develop bond markets amid changing environments, the Inter-American Development Bank set a project that aims to diagnose the current conditions for secondary government bonds market trading among LAC Debt Group members which can further substantiate initiatives to foment these markets according to regional characteristics. Ultimately, the main goal of this project is to strengthen the institutions of public debt management and provide them with insightful resources to develop bond markets.In this report we will find the general guidelines for public
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