Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/109884
Authors: 
Blahová, Naďa
Year of Publication: 
2012
Citation: 
[Journal:] European Financial and Accounting Journal [ISSN:] 1805-4846 [Volume:] 7 [Year:] 2012 [Issue:] 1 [Pages:] 41-61
Abstract: 
The article deals with the liquidity risk in the banks in the context of the financial crisis. At first, the balance sheet and market liquidity are defined and the main principles of the methods for measuring liquidity risk, which banks use, are identified. Then follow review of main challenges of managing the liquidity of banks. Finally, it discusses qualitative regulatory requirements and eligibility of newly formulated standards with regard to minimum liquidity in general and in relation to the Czech banking sector in particular.
Subjects: 
Risk
Regulation
Liquidity
Financial market
Bank
JEL: 
G21
G28
Persistent Identifier of the first edition: 
Document Type: 
Article

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.