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Toolbased Liquidity Coverage Ratio Control von Bissinger, Claus (eBook)

  • Erscheinungsdatum: 15.01.2013
  • Verlag: GRIN Publishing
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Toolbased Liquidity Coverage Ratio Control

Master's Thesis from the year 2012 in the subject Business economics - Controlling, grade: 1,3, University of Hannover, language: English, abstract: The topic of this thesis arose from an internship with Deloitte Germany. The internship took place in a bank preparing for new regulatory claims, especially liquidity. After consulting for a better understatement in the new regulatory needs and improving reporting frequency and quality the issue of the costs to meet the Liquidity Coverage Ratio (LCR) came up. Thus in this thesis we will develop a framework on how to evaluate regulatory caused liquidity costs for the LCR. This framework is then implemented into a Visual Basic for Application (VBA) tool, which displays a 'fair' internal transfer price. Hence the concept of Funds Transfer Pricing (FTP) is used. The thesis will also have a look on the current situation in banks, I will mention ideas on further extensions in the tool as well. In general the thesis stays in touch with practitioner's needs and market developments.


    Format: PDF
    Kopierschutz: none
    Seitenzahl: 97
    Erscheinungsdatum: 15.01.2013
    Sprache: Englisch
    ISBN: 9783656352563
    Verlag: GRIN Publishing
    Serie: Akademische Schriftenreihe Bd.V207968
    Größe: 6864 kBytes
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