STRESS TESTING FOR LIQUIDITY RISK MANAGEMENT CASE OF CDG CAPITAL IN MOROCCO.
Journal Title: International Journal of Advanced Research (IJAR) - Year 2019, Vol 7, Issue 4
Abstract
In response to the financial crisis and its repercussions on financial institutions, the new regulatory requirements relating to the management of bank liquidity have been introduced. For a better management of the liquidity risk, and a more adequate estimate of the potential risk incurred by the bank CDG Morocco, the stress tests represent a method for a precise evaluation of the risk. Liquidity risk is an important risk class, it needs its own risk measures such as the net stable financing rate (NSFR) and Liquidity Coverage Ratio (LCR) as prescribed by the Basel Committee on Banking Supervision (BCBS). The purpose of this paper is to study the liquidity of the CDG bank by the stress test technique to make decisions on the financial state of the bank.
Authors and Affiliations
Ezouine Driss, El Haddad Mohamed Yassine.
Keywords
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- EP ID EP566267
- DOI 10.21474/IJAR01/8926
- Views 82
- Downloads 0
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