Measuring liquidity risk in a banking management framework

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.

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