Liquidity forecasting for Liquidity gap determination
There is a tradeoff between opportunity cost of surplus cash holding for controlling liquidity risk and revenue. In this paper we estimate cash flow models to forecast liquidity gap under impact of economic conditions as well as the calendar effect. Moreover we make models for estimation daily liquidity gap as a result of bank daily deposits and loans operations. Therefore we apply the sources and uses of funds approach and we use deposits and loans as the important portions of the cash flow.
- حق عضویت دریافتی صرف حمایت از نشریات عضو و نگهداری، تکمیل و توسعه مگیران میشود.
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