Liquidity risk management with special interest to the Hungarian banking sector

Baranyai, Eszter (2008) Liquidity risk management with special interest to the Hungarian banking sector. Szakdolgozat, BCE Gazdálkodástudományi Kar, Befektetések és Vállalati Pénzügy Tanszék.

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Absztrakt (kivonat)

The thesis focuses on the different liquidity risk measurement and management techniques and models, with the objective of giving an overview on the possibilities Hungarian banks may opt for. The proper management of liquidity risk is receiving growing attention lately primarily due to the increase in risk factors and to the effect of recently experienced crises. Numerous changes in market trends have augmented liquidity risk exposure, for example the growing loan/deposit ratio and wholesale funding, banks becoming more and more lenders of second resort, etc. First liquidity, liquidity risk and its management, the different types of liquidity risk and a possible liquidity risk management process and structure is discussed. Liquidity risk, defined in a broad sense, arises from the possibility that the bank is unable to obtain cash when needed. A proper liquidity management should ensure adequate liquidity at all times, comply with regulations and finally the best possible cost/benefit balance should be reached. Different liquidity management levels are defined based on the time horizon the management wishes to encompass. These incorporate operational, tactical and strategic levels. Hungarian banks - with the exception of OTP – all form part of international banking groups with foreign parent banks hence face different models of centralized or less centralized liquidity risk management. (...)

Tétel típus:Szakdolgozat
Témakör:Pénzügy
Azonosító kód:562
Elhelyezés dátuma:30 Szept 2008
Utolsó változtatás:02 Júl 2016 20:04

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