Products related to Liquidity:
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Asset-Liability and Liquidity Management
Asset-Liability and Liquidity Management distils the author’s extensive experience in the financial industry, and ALM in particular, into concise and comprehensive lessons.Each of the topics are covered with a focus on real-world applications, based on the author’s own experience in the industry. The author is the Vice President of Treasury Modeling and Analytics at American Express.He is also an adjunct Professor at New York University, teaching a variety of analytical courses. Learn from the best as Dr. Farahvash takes you through basic and advanced topics, including: The fundamentals of analytical financeDetailed explanations of financial valuation models for a variety of productsThe principle of economic value of equity and value-at-riskThe principle of net interest income and earnings-at-riskLiquidity riskFunds transfer pricing A detailed Appendix at the end of the book helps novice users with basic probability and statistics concepts used in financial analytics.
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Market Liquidity : Theory, Evidence, and Policy
The way in which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical finance textbook.In Market Liquidity, Thierry Foucault, Marco Pagano, and Ailsa Röell offer a more accurate take on the liquidity of securities markets, its determinants, and its effects.They start from the assumption that not everyone is present at all times simultaneously on the market, and that even the limited number of participants who are have quite diverse information about the security's fundamentals.As a result, the order flow is a complex mix of information and noise, and a consensus price only emerges gradually over time as the trading process evolves and the participants interpret the actions of other traders.Thus, a security's actual transaction price may deviate from its fundamental value, as it would be assessed by a fully informed set of investors.Market Liquidity takes these deviations seriously, and explains why and how they emerge in the trading process and are eventually eliminated.Drawing on the analytical tools and empirical methods from a well-defined field within financial economics--market microstructure--the authors confront many striking phenomena in securities markets, from liquidity changes over time to temporary deviations from asset fair values.In the fully revised second edition of Market Liquidity, Foucault, Pagano, and Röell bring readers up to speed on recent changes in market structures and financial regulation.New chapters cover the relationship between financial instability and market liquidity, as well as the role and effects of algorithmic and high-frequency trading.Including new illustrative examples of market malfunction and novel insights from recent research on security markets, Market Liquidity provides a comprehensive and authoritative account on market microstructure. To access the companion website, which includes student and instructor resources, please visit https://global.oup.com/us/companion.websites/9780199936243/
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Capital Wars : The Rise of Global Liquidity
Economic cycles are driven by financial flows, namely quantities of savings and credits, and not by high street inflation or interest rates.Their sweeping destructive powers are expressed through Global Liquidity, a $130 trillion pool of footloose cash.Global Liquidity describes the gross flows of credit and international capital feeding through the world’s banking systems and wholesale money markets.The huge jump in the volume of international financial markets since the mid-1980s has been boosted by deregulation, innovation and easy money, with financial globalisation now surpassing the peaks of integration reached before the First World War.Global Liquidity drives these markets: it is often determinant, frequently disruptive and always fast-moving.Barely one fifth of Wall Street’s huge gains over recent decades have come from earnings: rising liquidity and investors’ appetite for riskier financial assets have propelled stock prices higher.Similar experiences are shared worldwide and even in emerging markets, such as India, flat earnings have not deterred waves of foreign money and domestic mutual funds from driving-up stock prices.Now with central banks actively pursuing quantitative easing policies, industrial corporations flush with cash and rising wealth levels among emerging market investors, the liquidity theory of investment has never been more important. International spill-overs of these rapacious cross-border flows sets off capital wars and exposes the unattractive face of liquidity called ‘risk.’ As the world grows bigger, it becomes ever more volatile.From the early 1960s onwards, the world economy and its financial markets have suffered from three broad types of shocks – labour costs, oil and commodities, and global liquidity.Financial markets spin on fragile axes and the absence of liquidity often provides a warning of upcoming troubles. Global Liquidity is a much-discussed, but narrowly-researchedand vaguely-defined topic.This book deeply explores the subject by clearly defining and measuring liquidity worldwide and by showing its importance for investors.The roles of central banks, shadow banking, the rise of Repo and growth of wholesale money are discussed.Additionally, covering the latest developments in China’s increasingly dominant financial economy, this book will appeal to practitioners, policy-makers, economists and academics, as well as those with a general interest in how financial markets work.
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Liquidity, Flows, Circulation – The Cultural Logic of Environmentalization
Interdisciplinary studies that combine the current of materialist thinking with discussions of ecologies and environmentalization. Placed at the intersection of art, media, and cultural studies as well as economic theory, Liquidity, Flows, Circulation investigates the cultural logic of environmentalization.As flows, circulations, and liquidity resurface in all aspects of recent culture and contemporary art, this volume investigates the hypothesis of a genuine cultural logic of environmentalization through these three concepts. It thus brings together two areas of research that have been largely separate.On the one hand, this volume takes up discussions about ecologies with and without nature and environmentalization as a contemporary form of power and capital.On the other hand, it takes its cue from Fredric Jameson’s notion that each stage of capitalism is accompanied by a genuine cultural logic.The volume introduces this current of materialist thinking into the ongoing discussions of ecologies and environmentalization.By analyzing contemporary art, architecture, theater, films, and literature, the fifteen contributions by scholars and artists explore different fields where liquid forms, semantics flow, or processes of circulation emerge as a contemporary cultural logic.
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How is liquidity influenced?
Liquidity is influenced by various factors such as interest rates, market demand, and the overall economic environment. When interest rates are low, it becomes easier for businesses and individuals to borrow money, increasing liquidity. Market demand for certain assets or securities can also impact liquidity, as high demand can lead to increased trading and liquidity in those assets. Additionally, the overall economic environment, including factors such as inflation, unemployment, and consumer confidence, can influence liquidity by affecting spending and investment behavior.
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What does profitability and liquidity mean? What does the liquidity ratio indicate?
Profitability refers to a company's ability to generate profit from its operations, while liquidity refers to its ability to meet short-term financial obligations. Profitability is often measured using metrics such as net income, return on investment, or profit margin, while liquidity is measured using metrics such as the current ratio or quick ratio. The liquidity ratio indicates a company's ability to pay off its short-term debts using its short-term assets. It is calculated by dividing the company's current assets by its current liabilities, and a higher ratio indicates better liquidity.
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What does liquidity strain mean?
Liquidity strain refers to a situation where a company or financial institution does not have enough liquid assets to meet its short-term financial obligations. This can lead to difficulties in paying off debts, meeting operational expenses, or fulfilling other financial commitments. Liquidity strain can result in a cash crunch, which may require the entity to seek additional funding or take other measures to improve its cash flow and financial stability. It is important for organizations to closely monitor their liquidity position to avoid potential liquidity strains.
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What does liquidity burden mean?
Liquidity burden refers to the financial strain or pressure that arises when an individual or organization does not have enough readily available cash or assets to meet their short-term financial obligations. This can lead to difficulties in paying bills, servicing debt, or covering unexpected expenses. In extreme cases, liquidity burden can result in insolvency or bankruptcy if not managed effectively. It is important for individuals and businesses to maintain sufficient liquidity to ensure they can meet their financial obligations as they arise.
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Liquidity, Markets and Trading in Action : An Interdisciplinary Perspective
This open access book addresses four standard business school subjects: microeconomics, macroeconomics, finance and information systems as they relate to trading, liquidity, and market structure.It provides a detailed examination of the impact of trading costs and other impediments of trading that the authors call “frictions”.It also presents an interactive simulation model of equity market trading, TraderEx, that enables students to implement trading decisions in different market scenarios and structures.Addressing these topics shines a bright light on how a real-world financial market operates, and the simulation provides students with an experiential learning opportunity that is informative and fun. Each of the chapters is designed so that it can be used as a stand-alone module in an existing economics, finance, or information science course.Instructor resources such as discussion questions, Powerpoint slides and TraderEx exercises are available online.
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Macroeconomics in Times of Liquidity Crises : Searching for Economic Essentials
An examination of Liquidity Crunch in triggering and characterizing financial crises. Since the subprime mortgage crisis that began in 2007, advanced economies have felt a nagging sense of insecurity.In parallel, the profession has witnessed phenomena that are alien to mainstream macroeconomic models.Financial crises are systemic, occurring simultaneously in different economies.In this book, Guillermo Calvo focuses on liquidity factors as a commonality in financial crises.Specifically, he examines the role of "liquidity crunch" in triggering crises.He also identifies a fundamental (but overlooked) idea in Keynes's General Theory, termed by Calvo the price theory of money, to rationalize the resiliency of the U.S. dollar when other dollar-backed assets suffered a devastating liquidity crunch. Calvo shows that a sharp focus on liquidity reveals some characteristics of liquid assets that are easy to miss otherwise.He argues for liquidity's centrality, presenting what he calls the Liquidity Approach.He shows that simple extensions of standard monetary models help rationalize the implications of the liquidity crunch, and then examines slightly more technical models that highlight liquidity issues.He explores the empirical effects of liquidity crunch by studying systemic sudden stops (of capital inflows), presuming that they are triggered by liquidity crunch-type phenomena.
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An Alternative Approach to Liquidity Risk Management of Islamic Banks
Despite noticeable growth in Islamic banking and finance literature in recent years, very few published books in this area deal with supervisory and regulatory issues in Islamic banking – theoretically or empirically – and none with the critical issue of risks involved in liquidity management of Islamic banks.This unique book is the first of its kind in dealing with challenges these financial institutions face in the absence of interest rate mechanism and debt-based financial instruments.The book examines critically issues involve in managing the risk of liquidity management for these types of institutions, including those stemming from Basel requirements.It then offers an alternative regulatory framework more appropriately suited for such banks without compromising safety and security.The book's unique features and innovative dimensions diagnostically differentiate between Islamic banks and conventional banks as related to liquidity management risks.It proposes a risk-sharing regulatory framework that, once implemented, would mitigate risks posed by balance-sheet mismatches.The book aims to assist regulators, supervisors, Islamic finance practitioners, academicians and other relevant stakeholders.
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Cash Is King : Maintain Liquidity, Build Capital, and Prepare Your Business for Every Opportunity
An illuminating exploration of the importance of your company's cash position and the steps you can take to ensure organizational liquidity In Cash is King, working capital and cash strategist Peter W.Kingma delivers an insightful and practical discussion of why your company's cash position should be on an equal footing with sales, cost, and service, and how to make that happen.You'll learn why cash is the fuel in your corporate engine and discover the attributes of an organizational cash culture and how to adopt them within your own firm.While explaining some of the most important—and most misunderstood—corporate finance concepts, this book is not a finance textbook.Instead, it uses case study examples to offer concrete suggestions for improvements in your company that increase the availability of cash when you most need it.You'll also find: Discussions of the importance of sufficient liquidity for operational concerns, research and development, and capital improvementsExplorations of the consequences of insufficient cash positionsExaminations of the ripple effects of seemingly small decisions that affect cash supply An essential resource for managers, executives, and business leaders everywhere, Cash is King is an effective and hands-on exploration of cash as the lifeblood of any modern commercial entity and an incisive guide to ensuring that your company will have enough of it when its required.
Price: 22.00 £ | Shipping*: 3.99 £
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What is a liquidity advantage?
A liquidity advantage refers to the ability of an individual or organization to quickly convert assets into cash without incurring significant costs or losses. This advantage allows for greater flexibility in managing financial needs and taking advantage of investment opportunities. Having a liquidity advantage can provide a sense of security and stability, as it ensures the ability to meet short-term financial obligations and take advantage of favorable market conditions. Overall, a liquidity advantage can provide a competitive edge in managing financial resources effectively.
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How do I calculate the liquidity 2nd grade?
To calculate liquidity in 2nd grade, you can start by introducing the concept of money and its different forms such as coins and bills. Then, you can explain the idea of being able to easily spend or use the money, which is known as liquidity. You can use simple examples such as having a $1 bill versus having 100 pennies, and discuss which one is easier to use for buying things. Encourage the students to think about which form of money is more liquid and why. This can help them understand the basic concept of liquidity in a simple and relatable way.
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What is the meaning of liquidity or Liquidität?
Liquidity, or Liquidität in German, refers to the ease with which an asset or security can be bought or sold in the market without causing a significant change in its price. It is a measure of how quickly an asset can be converted into cash without affecting its market value. High liquidity means that an asset can be easily bought or sold, while low liquidity means that it may be more difficult to find a buyer or seller for the asset. In the context of financial markets, liquidity is an important factor in determining the efficiency and stability of the market.
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What is the conflict between liquidity and capital commitment?
The conflict between liquidity and capital commitment arises from the need to balance the availability of funds for immediate needs with the long-term investment in assets. Liquidity refers to the ability to quickly access cash or assets that can be easily converted into cash, while capital commitment involves tying up funds in long-term investments or projects. Striking the right balance between maintaining sufficient liquidity to cover short-term obligations and committing capital to long-term investments is crucial for financial stability and growth. Failing to manage this conflict effectively can lead to cash flow problems or missed investment opportunities.
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