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Liquidity Optimization

  • Christian Schmaltz

Abstract

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.

Keywords

Penalty Cost Transfer Price Risk Controlling Funding Cost Optimal Reserve 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Gabler | GWV Fachverlage GmbH 2009

Authors and Affiliations

  • Christian Schmaltz

There are no affiliations available

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