SAS | The Power to Know
cq5dam.thumbnail.319.319
White Paper

Funding Liquidity Risk

From measurement to management

About this paper

The increasing complexity of banking products and stronger reliance on capital markets has helped put a spotlight on the importance of financing liquidity risk management. Liquidity risk management is of great interest to regulators as well, because a liquidity shortfall at a single significant institution can have significant system-wide effects. This white paper describes a framework for both the measurement and management of liquidity risk, covering the following areas: measurement of liquidity risk; stress-testing of cash flows; managing the optimal liquidity hedging portfolio; planning for liquidity execution; allocation and pricing of liquidity risk.

About SAS

SAS helps 80,000 organisations around the world take their data… And do amazing things… We help organisations turn large amounts of data into knowledge they can use, and we do it better than anyone. It’s no wonder an overwhelming majority of customers continue to use SAS year after year. Find out more, Why SAS?

 

Have a SAS profile? To complete this form automatically Sign In

*
*
*
*
 
*
*
 
 

Back to Top