The Liquidity Risk Book


Go to the website of Incisive Media (RiskBooks)

Quantify Your Bank’s Counter Balancing Capacity (CBC)

Our favourite, as we have, loosely speaking, ‘invented’ the CBC. We have developed methodology blueprints for the gathering of asset flows and inventories as well as for the liquification of these assets in time and in different liquification venues, may it be central bank or other repos, sale or central counterparties - this can be done in different stages: collecting the liquidity buffers, breaking them down in liquifiability classes, liquefy them and integrating the result with the bank’s liquidity risk exposure measurement and the different required scenarios strategy.