Bank Liquidity and the Global Financial Crisis

Bank Liquidity and the Global Financial Crisis

We investigate the stochastic dynamics of bank liquidity parameters such as liquid assets and nett cash outflow in relation to the global financial crisis. These parameters enable us to determine the liquidity coverage ratio that is one of the metrics used in ratio analysis to measure bank liquidity...

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Bibliographic Details
Main Authors: Frednard Gideon, Mark A. Petersen, Janine Mukuddem-Petersen, Bernadine De Waal
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/743656
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