The motivation for this work was threefold: firstly, regulators encourage banks to develop internal models for liquidity management. Secondly, quantitative and complete liquidity models for banks are unavailable. Thirdly, corporate liquidity models disregard bank particularities.


Liquidity Model Transfer Price Risk Controlling Asset Liquidation Model Horizon 
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.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Gabler | GWV Fachverlage GmbH 2009

Authors and Affiliations

  • Christian Schmaltz

There are no affiliations available

Personalised recommendations