Liquidity Optimization

  • Christian Schmaltz


This chapter discusses the optimization of long-term and short-term liquidity. The first section restricts the setup in order to allow for explicit solutions. The second section analyses the optimization within Origination. The third presents the optimization within Money Market while the final section briefly describes the tasks of Risk Controlling.


Penalty Cost Transfer Price Risk Controlling Funding Cost Optimal Reserve 
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Copyright information

© Gabler | GWV Fachverlage GmbH 2009

Authors and Affiliations

  • Christian Schmaltz

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