Banking - Strategy -
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Published on: 1/8/2005
Last Visited: 1/8/2005
Christian Kronseder - Credit Suisse First Boston - 20 Aug 2003Though valuable, current methods of managing liquidity risk by financial institutions are coming under increasing scrutiny.Christian Kronseder of CSFB and Heinz R. Kubli of Sensalis look at how a liquidity at risk model can be deployed to achieve greater understanding of the components of liqudity and explore tactics for mitigating liquidity risk.
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Christian Kronseder - Credit Suisse First Boston - 13 May 2003The liquidity risks inherent in short-term financing have been highlighted by recent collapses.Banks in particular face challenges in measuring - and managing - liquidity at risk.In the first of a five part guide, CSFB's Christian Kronseder calls for a clearer framework and suggests some key definitions and assumptions.