White Papers

White Paper Download

From measurement to management

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.

Have a SAS profile? Log in to pre-fill the form.

*  First Name
*  Last Name
*  E-mail Address
* Organization/Company
* Industry
* Job Title
*  Country
(Required for Canada and U.S.)
* Business Phone
Yes, I would like to opt-in to receive occasional emails from SAS and its affiliates
about SAS events, free white papers, special offers on training and publications, etc.
All personal information will be handled in accordance with the SAS Privacy Statement.

( * indicates required field )