Measurement and analysis of liquidity risk in the Algerian commercial banks : case study : BNP Paribas Algeria bank for the period (2012-2014)‎

الملخص EN

The liquidity plays an important role in the management of the commercial bank’s various activities, and in the execution of their primary tasks in the economy.

Therefore, the efficient management of the bank is considered as a big challenge in order to avoid the liquidity risks.

This study aims to measure and analyse the liquidity risk in commercial banks using the econometric models.

The study took BNP Paribas Algeria as a case study, and it relied on the accumulated differences method and the balanced asset/liability method during the period 2012-2014.