Measuring liquidity risk in a banking management framework
Giampaolo Gabbi
(Dipartimento di Studi Aziendali e Sociali, Università degli Studi di Siena, Italy)
3656
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.
Keywords
Citation
Gabbi, G. (2004), "Measuring liquidity risk in a banking management framework", Managerial Finance, Vol. 30 No. 5, pp. 44-58. https://doi.org/10.1108/03074350410769065
Publisher
:Emerald Group Publishing Limited
Copyright © 2004, Emerald Group Publishing Limited