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Fund Transfer Pricing and Its Impact on Bank Liquidity Measures

In: Multiple Perspectives in Risk and Risk Management

Author

Listed:
  • Christian Cech

    (Fachhochschule des BFI Wien)

  • Ewa Dziwok

    (University of Economics in Katowice)

Abstract

The global financial crisis of 2007–2009 had a huge impact on financial markets and especially on liquidity (understood as the ability of economic agents to exchange existing wealth for goods and services or for other assets). The consequences of the crisis which have been visible till today forced the authorities and supervisory boards to establish new liquidity risk measures as well as to improve existing ones. The aim of the paper is to show bank’s approach to FTP (fund transfer pricing) and their impact on main liquidity risk measures. The survey includes an analysis of chosen Austrian and Polish banks.

Suggested Citation

  • Christian Cech & Ewa Dziwok, 2019. "Fund Transfer Pricing and Its Impact on Bank Liquidity Measures," Springer Proceedings in Business and Economics, in: Philip Linsley & Philip Shrives & Monika Wieczorek-Kosmala (ed.), Multiple Perspectives in Risk and Risk Management, pages 291-299, Springer.
    • Handle: RePEc:spr:prbchp:978-3-030-16045-6_15
    DOI: 10.1007/978-3-030-16045-6_15
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    Cited by:

    1. Karina Valencia Serpel & Fernando Cruz Aranda & Francisco Ortiz Arango, 2023. "Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(2), pages 1-20, Abril - J.

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