Category:Liquidity management
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The analysis and management of an organisation's working capital and its sources of finance, to ensure that it is able to pay its obligations when they fall due.
- Every organisation needs to run stress scenarios to right-size its liquidity buffers
- "Now working at a bank, I treat liquidity risk totally differently from the way I saw it when I was working for a [non-financial] corporate.
- Liquidity risk should be understood by running stress scenarios.
- In a stress, all the funding providers, your suppliers and anyone who might have credit exposure might want to be protected and withdraw their funds.
- Every corporate should run such a scenario and decide how much liquidity to keep aside.
- This is very different from the approach that some corporates have that use their cash forecasts under normal scenarios [only] to decide the size of their liquidity buffers."
- Dimitris Papathanasiou, CFA - April 2024.
See also
- Black swan
- Cash management
- LAB
- Liquidity
- Liquidity buffer
- Liquidity management tool
- Liquidity risk
- Market-based approaches to cash management and liquidity
- Overall Liquidity Adequacy Rule (OLAR)
- Scenario analysis
- Stress test
- UK gilt crisis
- Working capital
Other resource
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Pages in category ‘Liquidity management’
The following 200 pages are in this category, out of 841 total.
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R
- Rail
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- Receipts and payments accounting
- Receivables discounting
- Recovery Loan Scheme
- Reference bank
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- Remittance
- Remittance factory
- Remote access to an IFTS
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- Roll number
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- RON
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S
- Same day
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T
- T-bill rate
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- TRA
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