Title: Quantitative Aspects of Liquidity Management
Abstract: The quantification related to liquidity contains four aspects: the behaviour of the balance-sheet structure under various circumstances; the basic conditions required when applying a dynamic business point of view; forecasting the most likely gaps; and linking the findings to liquidity policy. In liquidity management, precision regarding raw data is already a challenge, and the banking industry does not have all structured products reflected correctly with respect to their liquidity dimension. For liquidity management, the structure of liquidity and how it presents itself within any timespan is essential for steering it in a qualitative and professional manner – hence the preference for gap analysis over ratios. This chapter focuses on the specific liquidity balance sheet and discusses the aspects of liquidity.
Publication Year: 2012
Publication Date: 2012-01-02
Language: en
Type: other
Indexed In: ['crossref']
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