Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/95974 
Erscheinungsjahr: 
2014
Schriftenreihe/Nr.: 
Frankfurt School - Working Paper Series No. 210
Verlag: 
Frankfurt School of Finance & Management, Frankfurt a. M.
Zusammenfassung: 
This paper investigates the managing strategies of a bank's liquidity reserve in the broader context of the role of asset-liability management according to the liquidity issues of a banking organisation. Several types of liquidity are presented and how these are interconnected and how they might affect a financial institution's liquidity risk. When managing the liquidity reserve and its included assets, the following influencing factors need to be taken into account: Firstly, the banking organisation itself, with its business model, funding structure and related types of risk; secondly, national and international regulatory requirements have to be fulfilled and lastly, financial market behaviour and its participants need to have carefully watched and anticipated, in order to manage the risk which might arise from the liquidity reserve itself.
Schlagwörter: 
Asset Liability Management
Liquidity Management
Liquidity Reserve
Reserve Assets
JEL: 
G18
G20
G24
G28
Dokumentart: 
Working Paper

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