Bank Liquidity and the Global Financial Crisis
Joint Authors
Gideon, Frednard
Mukuddem-Petersen, Janine
De Waal, B.
Petersen, Mark A.
Source
Journal of Applied Mathematics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-27, 27 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-03-19
Country of Publication
Egypt
No. of Pages
27
Main Subjects
Abstract EN
We investigate the stochastic dynamics of bank liquidity parameters such asliquid assets and nett cash outflow in relation to the global financial crisis.
These parametersenable us to determine the liquidity coverage ratio that is one of the metrics used in ratioanalysis to measure bank liquidity.
In this regard, numerical results show that bank behavior related to liquidity was highly procyclical during the financial crisis.
We also consider atheoretical-quantitative approach to bank liquidity provisioning.
In this case, we provide anexplicit expression for the aggregate liquidity risk when a locally risk-minimizing strategy isutilized.
American Psychological Association (APA)
Gideon, Frednard& Petersen, Mark A.& Mukuddem-Petersen, Janine& De Waal, B.. 2012. Bank Liquidity and the Global Financial Crisis. Journal of Applied Mathematics،Vol. 2012, no. 2012, pp.1-27.
https://search.emarefa.net/detail/BIM-1028993
Modern Language Association (MLA)
Gideon, Frednard…[et al.]. Bank Liquidity and the Global Financial Crisis. Journal of Applied Mathematics No. 2012 (2012), pp.1-27.
https://search.emarefa.net/detail/BIM-1028993
American Medical Association (AMA)
Gideon, Frednard& Petersen, Mark A.& Mukuddem-Petersen, Janine& De Waal, B.. Bank Liquidity and the Global Financial Crisis. Journal of Applied Mathematics. 2012. Vol. 2012, no. 2012, pp.1-27.
https://search.emarefa.net/detail/BIM-1028993
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1028993
