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LIQUIDITY RISK MANAGEMENT IN BANKING

Imola Driga () and Assoc.Prof. Ph.D Adela Socol
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Assoc.Prof. Ph.D Adela Socol: “1 Decembrie 1918” University of Alba-Iulia Faculty of Sciences, Alba-Iulia, Romania

Revista Tinerilor Economisti (The Young Economists Journal), 2009, vol. 1, issue 13S, 46-55

Abstract: The objective of this paper is to provide a global perspective of the liquidity risk from a banking societies‘ viewpoint. Our paper belongs to the technical studies that analyze the concrete way in measuring the liquidity risk at the level of the banking societies from Romania. The study is structured on chapters that present the theoretical background in liquidity risk management and new trends in measuring, monitoring and controlling liquidity risk. Also, the paper contains a study cases part, which presents the actual stage and the challenges of the measuring the liquidity risk. We try to underline the importance of a flexible banking system, which should be able to measure and forecast its prospective cash flows for assets, liabilities, off-balance sheet commitments and derivatives over a variety of time horizons, under normal conditions and a range of stress scenarios, including scenarios of severe stress.

Keywords: liquidity risk; simple net liabilities; cumulated net liabilities; liquidity; rate; average maturities transformation; immediate liquidity (search for similar items in EconPapers)
JEL-codes: G18 G21 G32 G33 (search for similar items in EconPapers)
Date: 2009
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