Liquidity market support during the global crisis

Černohorský, Jan; Teplý, Petr; Vrábel, Michal

Digitální knihovna UPCE
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Univerzita Pardubice
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Publikace vydané Univerzitou Pardubice / Published by the University of Pardubice
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Odborné časopisy / Journals
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Scientific papers of the University of Pardubice
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Series D, Faculty of Economics and Administration
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2010/17 Scientific papers, Series D
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dc.contributor.author	Černohorský, Jan
dc.contributor.author	Teplý, Petr
dc.contributor.author	Vrábel, Michal
dc.date.accessioned	2011-05-04T07:43:30Z
dc.date.available	2011-05-04T07:43:30Z
dc.date.issued	2010
dc.identifier	Univerzitní knihovna (studovna)	cze
dc.identifier.issn	1211 – 555X
dc.identifier.uri	http://hdl.handle.net/10195/38478
dc.description.abstract	Liquidity risk management ranks to key concepts applied in finance. Liquidity is defined as a capacity to obtain funding when needed, while liquidity risk means as a threat to this capacity to generate cash at fair costs. In the paper we present liquidity market support during the global crisis in the 2007-2009 period and related regulatory challenges. We see five main regulatory liquidity risk management issues requiring revision in coming years: liquidity measurement, intra-day and intragroup liquidity management, contingency planning and liquidity buffers, liquidity systems, controls and governance, and finally models testing the viability of business liquidity models.	eng
dc.format	p. 39-49	eng
dc.language.iso	eng
dc.publisher	Univerzita Pardubice	cze
dc.relation.ispartof	Scientific papers of the University of Pardubice. Series D, Faculty of Economics and Administration. 17 (2/2010)	eng
dc.subject	liquidity	eng
dc.subject	risk management	eng
dc.subject	regulation	eng
dc.subject	global crisis	eng
dc.title	Liquidity market support during the global crisis	eng
dc.type	Article	eng
dc.identifier.signature	47940-17
dc.peerreviewed	yes	eng
dc.publicationstatus	published	eng