The exposure of microfinance institutions to financial risk
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ریسک نقدینگی، یکی از متداول‌ترین ریسک‌هایی است که بانک‌ها با آن روبرو هستند. ریسک نقدینگی عدم توانایی بانک در تامین وجوه برای اعطای تسهیلات یا پرداخت به موقع دیون خود نظیر سپرده ها است. این ریسک عمدتا از ساختار دارایی‌ها و بدهی‌های بانک‌ها ناشی می‌شود و منشا اصلی آن، عدم تطابق زمانی بین جریان‌های ورودی و خروجی به بانک است؛ از این رو ریسک نقدینگی را می‌توان به دو دسته ریسک نقدینگی دارایی‌ها و منابع تقسیم نمود. نقدینگی، در دسترس بودن وجه نقد یا معادل‌های وجه نقد است. پس می‌توان گفت ریسک نقدینگی عبارت است از ریسک عدم آمادگی بانک برای تامین تسهیلات اعطایی یا پرداخت به موقع دیون بانک.
در این صفحه، تعداد 131 مقاله انگلیسی از ژورنال ها و مجلات معتبر پایگاه ساینس دایرکت (ScienceDirect) درباره موضوع ریسک نقدینگی آرشیو شده است که شما می توانید مقالات مورد نظر خود را بر اساس سال انتشار، موضوع مقاله، وضعیت ترجمه و تعداد صفحات، انتخاب نموده و دانلود فرمایید.
در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
Forecasting multiple-term structures from interbank rates
Multi-factor asset pricing models: Factor construction choices and the revisit of pricing factors
Portfolio valuation under liquidity constraints with permanent price impact
Idiosyncratic volatility, conditional liquidity and stock returns
Risk, competition and efficiency in banking: Evidence from China
Investor sentiment and evaporating liquidity during the financial crisis
The consequences of liquidity imbalance: When net lenders leave interbank markets
Market resiliency conundrum: is it a predicator of economic growth?
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
The (dis)advantages of clearinghouses before the Fed
Corporate investment, short-term return reversal, and stock liquidity
Disentangling the relationship between liquidity and returns in Latin America
Do European banks with a covered bond program issue asset-backed securities for funding?
The fiscal theory of the price level in a world of low interest rates
The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence
Interbank lending, network structure and default risk contagion
Market volatility and stock returns: The role of liquidity providers
Funding liquidity risk and internal markets in multi-bank holding companies: Diversification or internalization?
Higher-moment liquidity risks and the cross-section of stock returns
An Artificial Neural Network and Bayesian Network model for liquidity risk assessment in banking
Option pricing for a large trader with price impact and liquidity costs
The impact of the Volcker rule on targeted banks, systemic risk, liquidity, and financial reporting quality
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Liquidity risk and maturity management over the credit cycle
Social norms and market outcomes: The effects of religious beliefs on stock markets
Money market funds, shadow banking and systemic risk in United Kingdom
Determinants of idiosyncratic volatility: Evidence from the Indian stock market
The impacts of risk-taking behaviour and competition on technical efficiency: Evidence from the Chinese banking industry
Identifying and measuring the contagion channels at work in the European financial crises
Interbank networks in the National Banking Era: Their purpose and their role in the Panic of 1893
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Timing liquidity in the foreign exchange market: Did hedge funds do it?
Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?
Bank networks: Contagion, systemic risk and prudential policy
Global liquidity transmission to emerging market economies, and their policy responses
The liquidity impact on firm values: The evidence of Taiwan's banking industry
Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?
Credit default swaps, exacting creditors and corporate liquidity management
Idiosyncratic returns and relative value in the US Treasury market
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market
Risk, return, and liquidity during Ramadan: Evidence from Indonesian and Malaysian stock markets
Liquidity basis between credit default swaps and corporate bonds markets
How do banks determine their spreads under credit and liquidity risks during business cycles?
International volatility risk and Chinese stock return predictability
Stock liquidity and stock prices crash-risk: Evidence from India
The returns, risk and liquidity relationship in high frequency trading: Evidence from the Oslo stock market
Real option with liquidity constraints under secondary debt illiquidity risk market
Does financing structure affects bank liquidity risk?
The evolving beta-liquidity relationship of hedge funds
Optimal hedge ratio in a biased forward market under liquidity constraints
Tail risk in hedge funds: A unique view from portfolio holdings
Corporate investment and stock liquidity: Evidence on the price impact of trade
An application of extreme value theory in estimating liquidity risk
The Basel III net stable funding ratio adjustment speed and systemic risk