Forecasting Liquidity at Risk of a Private Bank Using the Parametric Approach

Ali Sadeghzadeh Yazdi, Esmaiel Abounoori and Alireza Erfani
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Ali Sadeghzadeh Yazdi: University of Semnan
Alireza Erfani: University of Semnan

Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), 2020, vol. 13, issue 44, 261-296

Abstract: Properly managing the supply and demand for liquidity of banks, as the largest financial institution in the money market, by reducing deposits and other liabilities alongside the growth of a portfolio of loans, other assets, and off-balance sheet items is a challenging issue in banking risk management. Therefore, to continue banking activities

Date: 2020
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