Model for analyzing the liquidity risk

Journal Title: Revista Romana de Statistica - Year 2016, Vol 64, Issue 6

Abstract

The liquidity risk has an essential importance in the risk administration process within the financial systems, beeing one of the most common within banking institutions. Mittigating liquidity risk helps address cash flow blockage that is one of the most spread problem that occure in the credit institutions. Dealing with the liquidity risk involve managing bank liabilities, asstes, and cross management techniques.

Authors and Affiliations

Mădălina-Gabriela ANGHEL, Daniel DUMITRESCU

Keywords

Related Articles

ASSESSING THE PERFORMANCE OF NON-BANKING FINANCIAL INSTITUTIONS – ON SELECTING THE RESEARCH METHODOLOGY

Choosing the appropriate research methodology is an important procedure in ensuring a rigorous scientific research, especially for empirical analyses represented by economic phenomena studies. The scientifi c literature...

Defining Public Debt and External Debt and Revealing Their Statistical Trends and Econometric Models

The reminder of this paper is the following: the first section of the paper defines public and external debt, and underlines the significances of these basic concepts in modern and global economy, describing some specifi...

Analysis Based on the Risk Metrics Model

The first aim of this paper is to see if there is some differences regarding the value of decay factor estimated based on squared error loss, the RiskMetrics approach, and the values obtain from implementing the check er...

Influenţa sectorului financiar în dinamica portofoliului

Din punct de vedere al riscului asumat în teoria portofoliului, investitorii evaluează riscul asociat de rentabilitate atunci când fac o decizie privind alocarea investițiilor. în dezvoltarea acestei teorii funcțiile de...

Îmbunătăţirea rezultatelor analizei impactului căii de semnalizare (SPIA)

Recent, biologii doresc să găsească seturi de gene importante în locul genelor individuale. Multe pachete din diferite softuri mai ales în limba R au fost dezvoltate pentru a găsi seturi de gene care sunt importante perm...

Download PDF file
  • EP ID EP154456
  • DOI -
  • Views 169
  • Downloads 0

How To Cite

Mădălina-Gabriela ANGHEL, Daniel DUMITRESCU (2016). Model for analyzing the liquidity risk. Revista Romana de Statistica, 64(6), 68-70. https://europub.co.uk/articles/-A-154456