أسس قياس و إدارة مخاطر السيولة في البنوك التجارية : حالة بنك سوسيبتي جينيرال (SG)‎ للفترة المرجعية : 2008-2012

Abstract EN

Liquidity plays an important role in the management of the commercial banks Activities and the execution of their primary task in the economy.

For this reason, its efficient management is considered as a big challenge in order to avoid the liquidity risks.

The subject of this study is to measure and analyze the liquidity risks in the commercial banks by using the econometric models.

The study took Society General bank (SG) as a study field.

And used the accumulated differences method and the balanced asset/liability method it also exploited indicators of the period 2008-2012.

The study concluded that the Algerian banks are not highly exposed to the liquidity risks because of its limited high risks activities.