Erfani, Alireza

[ 1 ] - Forecasting Liquidity at Risk of a Private Bank Using the Parametric Approach

Properly managing the supply and demand for liquidity of banks, as the largest financial institution in the money market, by reducing deposits and other liabilities alongside the growth of a portfolio of loans, other assets, and off-balance sheet items is a challenging issue in banking risk management. Therefore, to continue banking activities and avoid the risks of lack of liquidity, liquidity...