SYSTEMIC LIQUIDITY RISK MANAGEMENT THROUGH MACRO-PRUDENTIAL INSTRUMENTS

Victoria Postolache
Additional contact information
Victoria Postolache: State University ―”Alecu Russo”, Faculty for Exact, Economic and Natural Science, Balti, Republic of Moldova

Journal of Financial and Monetary Economics, 2018, vol. 6, issue 1, 101-107

Abstract: This article focuses on problems regarding the effective management of bank liquidity risk in terms of systemic vulnerability of the banking sector. The necessity for an efficient management of systemic liquidity risk is conditioned on problems that faced to banks in providing sufficient liquidity to its business. In such circumstances it is necessary to identify not only macro-prudential instruments that would mitigate systemic liquidity risk, but also their role in an effective managing. The article includes the assessment of macro-prudential instruments for the management of systemic liquidity risk in correlation with warning methods for this risk occurrence.

Keywords: systemic liquidity risk; commercial bank; macro-prudential tools; bank management (search for similar items in EconPapers)
JEL-codes: G21 G24 G28 (search for similar items in EconPapers)
Date: 2018
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.icfm.ro/RePEc/vls/vls_pdf_jfme/vol6i1p101-107.pdf

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:vls:rojfme:v:6:y:2018:i:1:p:101-107

Access Statistics for this article

More articles in Journal of Financial and Monetary Economics from Centre of Financial and Monetary Research "Victor Slavescu" Contact information at EDIRC.
Bibliographic data for series maintained by Daniel Mateescu ().