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Model for analyzing the liquidity risk

Author

Listed:
  • Madalina-Gabriela ANGHEL

    („ARTIFEX” University of Bucharest)

  • Daniel DUMITRESCU

    (Bucharest University of Economic Studies)

Abstract

The liquidity risk has an essential importance in the risk administration process within the financial systems, beeing one of the most common within banking institutions. Mittigating liquidity risk helps address cash flow blockage that is one of the most spread problem that occure in the credit institutions. Dealing with the liquidity risk involve managing bank liabilities, asstes, and cross management techniques.

Suggested Citation

  • Madalina-Gabriela ANGHEL & Daniel DUMITRESCU, 2016. "Model for analyzing the liquidity risk," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(6), pages 68-70, june.
    • Handle: RePEc:rsr:supplm:v:64:y:2016:i:6:p:68-70
    as

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    File URL: http://www.revistadestatistica.ro/supliment/wp-content/uploads/2016/08/RRSS_06_2016_A61.pdf
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    References listed on IDEAS

    as
    1. Ronnie Sadka, 2014. "Asset Class Liquidity Risk," Bankers, Markets & Investors, ESKA Publishing, issue 128, pages 20-30, January-F.
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    Cited by:

    1. Madalina-Gabriela ANGHEL & Marian SFETCU & Gyorgy BODO & Doina BUREA, 2017. "Bank Risk Management," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(11), pages 87-94, November.
    2. Madalina Anghel & Aurel Diaconu & Marius Popovici, 2016. "Theoretical considerations regarding risk analysis models," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(9), pages 64-72, September.
    3. Aurelian DIACONU & Doina AVRAM, 2017. "General Aspects of Risk and Uncertainty in Making Financial – Economic Decisions," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(6), pages 40-50, June.

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