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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.

Acerca de SAS

SAS es líder en Analytics. A través de innovadoras soluciones de Analytics, Gestión de Datos y Business Intelligence, SAS ayuda a clientes en más de 80.000 instalaciones a tomar mejores decisiones más rápidamente. Desde 1976, SAS proporciona a sus clientes en todo el mundo THE POWER TO KNOW®

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