Systemic Liquidity Risk: A Macroeconomic Evaluation. (Record no. 49761)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01528nam a2200205 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20180512141832.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 180512b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Srivastava, Ashish |
| 9 (RLIN) | 31489 |
| 245 ## - TITLE STATEMENT | |
| Title | Systemic Liquidity Risk: A Macroeconomic Evaluation. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 50-61.P. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The likelihood of not getting the desired funding at an appropriate cost or the probability of bearing an undue loss of value in a fire sale is recognized as liquidity risk. However, a flat idiosyncratic liquidity risk does not necessarily translate into a similar risk-neutral position at the systemic level. Systemic liquidity risk emanates from the underestimation and imprecise understanding of the liquidity conundrum and its causal relationship with the exogenous or endogenous factors. Systemic risk finally devolves at the macro level with serious repercussions. The present paper attempts a macroeconomic evaluation of the systemic liquidity risk from the perspective of developing economies. As a test case, the relevant macroeconomic data from the Indian financial system has been used for the purpose of analysis, modeling and interpretation. [ABSTRACT FROM AUTHOR] |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Macroeconomics |
| Uncontrolled term | Liquidity (Economics) |
| Uncontrolled term | Probability theory |
| Uncontrolled term | Systemic risk (Finance) |
| Uncontrolled term | Idiosyncratic risk (Securities) |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 30419 |
| Host Itemnumber | 70360 |
| Main entry heading | MURTHY, E N |
| Place, publisher, and date of publication | IUP PUBLICATION HYDEARABAD |
| Other item identifier | 5558685 |
| Title | FINANCIAL RISK MANAGEMENT |
| International Standard Serial Number | 0972-916X |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 12/05/2018 | Vol 15, No 1/ 5558685JA4 | 5558685JA4 | 12/05/2018 | 12/05/2018 |