Fund Transfer Pricing and Its Impact on Bank Liquidity Measures

Christian Cech and Ewa Dziwok ()
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Christian Cech: Fachhochschule des BFI Wien
Ewa Dziwok: University of Economics in Katowice

A chapter in Multiple Perspectives in Risk and Risk Management, 2019, pp 291-299 from Springer

Abstract: Abstract The global financial crisis of 2007–2009 had a huge impact on financial markets and especially on liquidity (understood as the ability of economic agents to exchange existing wealth for goods and services or for other assets). The consequences of the crisis which have been visible till today forced the authorities and supervisory boards to establish new liquidity risk measures as well as to improve existing ones. The aim of the paper is to show bank’s approach to FTP (fund transfer pricing) and their impact on main liquidity risk measures. The survey includes an analysis of chosen Austrian and Polish banks.

Keywords: Fund transfer pricing; Liquidity risk; Risk measurement (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:prbchp:978-3-030-16045-6_15

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DOI: 10.1007/978-3-030-16045-6_15

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