Optimal LCR-NSFR-management

Project: Research

  • Schmaltz, Christian, (Participant)
See relations at Aarhus University


Bank treasuries are responsible for the joint management of both liquidity ratios: net stable and liquidity coverage ratio. Important is the monitoring of the interdependencies between both ratios and the associated P&L-effects.
Effective start/end date01/08/201231/07/2013

ID: 128964794