Bank Liquidity Risk Metrics
Moorad Choudhry
25 years: Treasury & ALM
It is essential that banks use a range of liquidity measures for risk estimation and forecasting. Here, Moorad details the range of liquidity metrics that are employed by banks, looking beyond what is required under regulators’ rules.
It is essential that banks use a range of liquidity measures for risk estimation and forecasting. Here, Moorad details the range of liquidity metrics that are employed by banks, looking beyond what is required under regulators’ rules.
Bank Liquidity Risk Metrics
17 mins 5 secs
Liquidity risk metrics are crucial for regulatory purposes and internal purposes. Managers must have a grasp on their liquidity profile in order to make the correct operational decisions for shareholders. At the same time, they must ensure they are adhering to the requirements set by the Basel Committee.
Key learning objectives:
Define the different liquidity risk metrics
Understand the importance of these metrics
Moorad Choudhry
Related videos
Introduction to Commercial Paper (CP)
In this video, Peter outlines a commercial paper. He begins by explaining what commercial paper is all about and goes on to talk about the interest of investors and borrowers in commercial paper. He further explains what can go wrong and finishes by talking about the future of commercial paper.
Peter Eisenhardt • 20:44
