Managing the Liquidity Risk of a Bank

被引：0

作者：

Maramygin, Maksim S. ^{[1
]}

Suplakov, Dmitry A. ^{[1
]}

机构：

[1] Urals State Univ Econ, Money & Banking Dept, Ul 8 Marta,Narodnoy Voli 62-45, Ekaterinburg 620144, Russia

来源：

UPRAVLENETS-THE MANAGER | 2012年 / 9-10期

关键词：

BANK; LIQUIDITY RISK; FACTORS OF RISK; STRESS TESTING; LIQUID ASSETS;

D O I：

暂无

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

The present article looks at various scientific approaches to the essence of liquidity risk of credit organizations and explores the major factors of its emergence. The special emphasis is put on stress-testing specifics as one of the methods of risk assessment and risk management of credit institutions. The authors propose their own definition and theoretical framework for testing approaches, and offer methodology of bank liquidity management on the basis of stress-testing.

引用

页码：46 / 50

页数：5