To install click the Add extension button. That's it.

The source code for the WIKI 2 extension is being checked by specialists of the Mozilla Foundation, Google, and Apple. You could also do it yourself at any point in time.

4,5
Kelly Slayton
Congratulations on this excellent venture… what a great idea!
Alexander Grigorievskiy
I use WIKI 2 every day and almost forgot how the original Wikipedia looks like.
Live Statistics
English Articles
Improved in 24 Hours
Added in 24 Hours
What we do. Every page goes through several hundred of perfecting techniques; in live mode. Quite the same Wikipedia. Just better.
.
Leo
Newton
Brights
Milds

Liquidity at risk

From Wikipedia, the free encyclopedia

The Liquidity-at-Risk (short: LaR) is a quantity to measure financial risks and is the maximum net liquidity drain relative to the expected liquidity position which should not be exceeded at a given confidence level (e.g. 95%). The LaR is analog to the Value-at-Risk (VaR) where a quantile of the EBIT-distribution is considered, however it does take stochastic cash flows into account.[1][2]

YouTube Encyclopedic

  • 1/3
    Views:
    2 515
    5 139
    3 092
  • Liquidity Risk – The Calm Before the Storm?
  • CAIIB Types of Risk Liquidity Risk
  • Liquidity Risk Introduction

Transcription

Critics

Statistical measures for financial risk are not intuitive. Increasing the confidence level (e.g. from 99.0% to 99.9%) does not capture very rare events with possibly high impact. The only way around is to use extreme value theory for modelling the distribution tails. In other words: Statistical liquidity risk modelling approaches do not provide certainty in terms of a reliable lower limit for future liquidity.

See also

References

  1. ^ "Liquidity-at-Risk (LaR) of a German private bank". extreme-value-theory.com. Buxtehude, Germany: RC Banken-Consulting GmbH & Co. KG. 2011. Retrieved 12 January 2016.
  2. ^ Conzen, Sander (6 September 2009). Liquidity at Risk (LaR) und LiquidityValue at Risk (LVaR): Zwei neue Ansätze für das Liquiditätsmanagement (in German) (Frankfurt School of Finance & Management ed.). Hamburg, Germany: Diplomica. ISBN 978-3-8366-3500-4. Retrieved 12 January 2016.
This page was last edited on 12 January 2016, at 13:56
Basis of this page is in Wikipedia. Text is available under the CC BY-SA 3.0 Unported License. Non-text media are available under their specified licenses. Wikipedia® is a registered trademark of the Wikimedia Foundation, Inc. WIKI 2 is an independent company and has no affiliation with Wikimedia Foundation.