Kafka—A Practical Implementation of Intraday Liquidity Risk Management

Volker Liermann (volker.liermann@ifb-group.com), Sangmeng Li and Ralph Steurer
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Volker Liermann: ifb SE
Sangmeng Li: ifb SE
Ralph Steurer: ifb International AG

A chapter in The Digital Journey of Banking and Insurance, Volume III, 2021, pp 105-116 from Springer

Abstract: Abstract This article shows a practical implementation of intraday liquidity risk management in the high-throughput, low-latency platform of Apache Kafka. The authors describe the business process and challenge in intraday liquidity management. In addition, the chapter delivers a practical application of Apache Kafka in combination with machine learning.

Keywords: Intraday liquidity risk management; BCBS248; Liquidity risk management; Clustering analysis; Dashboard; Apache Kafka; Stream processing; High throughput; Low latency; Real-time data feeds (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-78821-6_7

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DOI: 10.1007/978-3-030-78821-6_7

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