Stresses that recent changes in financial markets have involved the payment system and the banking processes directly devoted to short term forecasting. Proposes that financial flows control systems must be adopted that can measure performance and liquidity risks consistent with the models often used for credit and market risks. © Emerald Group Publishing Limited 2004.
Gabbi, G. (2004). Measuring liquidity risk in a banking management framework. MANAGERIAL FINANCE, 30(5), 44-58.
Measuring liquidity risk in a banking management framework
GABBI, GIAMPAOLO
2004-01-01
Abstract
Stresses that recent changes in financial markets have involved the payment system and the banking processes directly devoted to short term forecasting. Proposes that financial flows control systems must be adopted that can measure performance and liquidity risks consistent with the models often used for credit and market risks. © Emerald Group Publishing Limited 2004.File in questo prodotto:
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https://hdl.handle.net/11365/7803
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