The Liquidity Risk Book


Go to the website of Incisive Media (RiskBooks)

Prototypes - A Proof of Concept for Liquidity Risk Methods

We have helped banks to comply with the challenges of liquidity risk from an economic as well as from a regulatory perspective. As a result we have helped to develop tools to measure, analyse and simulate the bank's funding liquidity risk. In the recent years our methodological approaches often reached beyond the specific banks' requirement and we have decided to develop a protototype (LiMAS) that solve these problems in an exemplary way without being production ready software. Since two years the requirements of Basel III have been integrated as specific scenarios in LiMAS.