Expanding the role of central banks in liquidity risk management and macroprudential supervision

2020 ◽  
Vol 26 (1) ◽  
pp. 168-178
Author(s):  
I.R. Ipat'ev ◽  
Keyword(s):  
Risk Management ◽  
Liquidity Risk ◽  
Central Banks

Foreign Ownership and Liquidity Risk of Commercial Banks in Vietnam

2017 ◽  
Vol 33 (3) ◽  
Author(s):  
Vo Xuan Vinh ◽  
Mai Xuan Duc
Keyword(s):  
Risk Management ◽  
Regression Analysis ◽  
Panel Data ◽  
Credit Risk ◽  
Commercial Banks ◽  
Positive Relationship ◽  
Liquidity Risk ◽  
Foreign Ownership ◽  
The Impact

This paper investigates the impact of foreign ownership on liquidity risk of commercial banks in Vietnam during the period 2009-2015. The regression analysis of panel data is used in the paper with the data collected from 35 Vietnamese commercial banks. The results show that higher foreign ownership is associated with lower liquidity risk of banks. In addition, credit risk and liquidity risk in previous year have a positive relationship with liquidity risk of banks in current year. The results of the study provide empirical evidence to support the important role of foreign ownership in liquidity risk management and other operations of commercial banks in Vietnam.

scholarly journals Analisis Risiko Pembiayaan Bank Syariah

2019 ◽  
Vol 7 (2) ◽  
pp. 189
Author(s):  
Rahmat Ilyas
Keyword(s):  
Risk Management ◽  
Negative Impact ◽  
Liquidity Risk ◽  
Islamic Banks ◽  
Basic Tool ◽  
Reputation Risk ◽  
Excess Liquidity ◽  
And Control ◽  
Finance Risk

<p><em>Financing or financing is funding provided by one party to another party to support the planned investment, whether done alone or in an institution. Risk in the banking context is a potential event, both predictable and unpredictable that has a negative impact on bank income and capital. The main reason for the occurrence of credit risk is that banks are too easy to lend or invest because they are too required to take advantage of excess liquidity, so that credit assessments are less careful in anticipating various possible business risks that they finance. Risk management is needed to identify, measure and control various types of risk, because it becomes a very basic tool to support the sustainability of the bank's business. The type of risk management that is closely related to the role of DPS is reputation risk, which in turn has an impact on displaced commercial risk, such as liquidity risk and other risks. The function and role of DPS in Islamic banks has strong relevance to the risk management of Islamic banking, namely reputation risk, which in turn impacts other risks such as liquidity risk.</em><em></em></p>

SEC proposes sweeping new liquidity risk management rules for mutual funds and ETFs

2016 ◽  
Vol 17 (1) ◽  
pp. 74-82 ◽  
Author(s):  
Michael Rosella ◽  
Bill Belitsky ◽  
Alexandra Marghella
Keyword(s):  
Risk Management ◽  
Mutual Funds ◽  
Financial Services ◽  
Management Practices ◽  
Liquidity Risk ◽  
Securities And Exchange Commission ◽  
Exchange Traded Funds ◽  
Content Type ◽  
Asset Value

Purpose To discuss a September 22, 2015 Securities and Exchange Commission (“SEC”) proposal for a set of broad and sweeping rules mandating that open-end mutual funds and exchange-traded funds (“ETFs”) develop and implement formalized and written liquidity risk management programs (“LRMPs”). Design/methodology/approach Describes the purpose of an LRMP, the six “liquidity buckets,” the nine factors that must be considered in determining an instrument’s liquidity, the need to continuously monitor the liquidity of each position, the set of eight mandated factors used to assess a fund’s liquidity risk, the requirement for a fund to define a three-day liquid asset minimum, the role of the fund’s board of directors, a separate rule permitting “swing pricing” to adjust net asset value to take into account the costs of unexpected redemptions or cash infusions, disclosure requirements, and proposed compliance dates. Findings In proposing this new program, the SEC stated that its goal was to enhance effective liquidity risk management practices by funds and thereby reduce the risk that funds will be unable to meet redemptions under reasonably foreseeable stressed market conditions. Originality/value Expert guidance by experienced financial services lawyers.

scholarly journals The role of liquidity risk in augmenting firm value: lessons from savings and credit cooperatives in Kenya

2021 ◽  
Vol 2 (4) ◽  
pp. 295-304
Author(s):  
Kariuki Florence Waitherero ◽  
Stephen Muchina ◽  
Stephen Macharia
Keyword(s):  
Risk Management ◽  
Firm Value ◽  
Financial Risk ◽  
Liquidity Risk ◽  
Secondary Data ◽  
Financial Risk Management ◽  
Study Results ◽  
Research Designs ◽  
Credit Cooperatives

Purpose: The study aimed to examine the interaction between liquidity risk and the firm's value among Kenyan SACCOs. Research methodology: This study adopted the positivism research philosophy and utilised both descriptive and causal research designs. The study targeted all the 164 licenced SACCOs in Kenya. A sample made up of 115 respondents was selected using a stratified random sampling method. The study utilized secondary data obtained from organization’s published financial statements. Analysis of data was done using descriptive statistics and inferential analysis. Results: The study results illustrated that value of the firm was positively correlated with liquidity risk which significantly and favourably impacted the firm value; (β=0.014577, P=0.001). Limitations: The analysis and conclusions reached in this study were limited to data gathered for the five-year duration between 2012 and 2016. Contribution: This study is useful to the management of SACCOs and the Kenyan government to understand better how financial risk management can improve their firms' value. The study adds to the existing knowledge of financial risk management and firm value. Keywords: Savings and credit cooperatives, Liquidity risk, Firm value

At the final stage of the global crisis: Economic tasksin 2017-2019

2018 ◽  
pp. 5-29 ◽  
Author(s):  
V. A. Mau
Keyword(s):  
Economic Growth ◽  
Final Stage ◽  
Government Regulation ◽  
Inflation Targeting ◽  
Social Dynamics ◽  
Growth Stimulation ◽  
Central Banks ◽  
Economic Area ◽  
National Trends

The paper deals with the global and national trends of economic and social development at the final stage of the global structural crisis. Special attention is paid to intellectual challenges economists will face with in the post-crisis world: prospects of growth without inflation, new global currencies and the role of cryptocurrencies, central banks independence and their role in economic growth stimulation, new tasks and patterns of government regulation, inequality and growth. Special features of Russian post-crisis development are also under consideration. Among them: prospects of macroeconomic support of growth, inflation targeting, new fiscal rule, social dynamics and new challenges to welfare state. The paper concludes that the main obstacles for economic growth in Russia are concentrated in the non-economic area.

ANALYSIS OF THE SCO NATIONAL PAYMENT SYSTEMS AND PROPOSALS FOR OPTIMIZATION OF THE SETTLEMENTS IN SCO

2020 ◽  
Vol 2 (6) ◽  
pp. 147-158
Author(s):  
L. N. KRASAVINA ◽  
◽  
L. I. KHOMYAKOVA ◽  
Keyword(s):  
External Factor ◽  
Digital Technologies ◽  
Central Banks ◽  
Payment System ◽  
Payment Systems ◽  
Shanghai Cooperation Organization ◽  
Regional Features

The article discusses the features of the functioning of national payment systems of the countries of the Shanghai Cooperation Organization (SCO). The specifics of the payment systems of the SCO countries are revealed, the emphasis is placed on their regional features. The role of central banks in ensuring the stable and safe functioning of national payment systems is highlighted. The importance of the supervisory function of central banks in order to control the payment system operators of the SCO countries is emphasized. Forecasts of the development of remote and digital technologies in the payment sector are given taking into account the influence of a new external factor (pandemic).

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