Liquidity transfer pricing after crisis

Marco Di Antonio and Danilo Drago
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Marco Di Antonio: Università di Genova
Danilo Drago: Università della Calabria

BANCARIA, 2014, vol. 4, 67-80

Abstract: During the financial crisis, many banks experienced difficulties in managing their liquidity, showing the weakness of the traditional liquidity transfer price system which is not anymore adequate to measure liquidity costs, benefits and risks. The development of a more efficient mechanism will not be an easy goal, but it will represent a necessary step towards the adoption of appropriate incentives ensuring a sound management of liquidity risk

JEL-codes: G01 G21 G28 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:ban:bancar:v:04:y:2014:m:april:p:67-80

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