الأساليب الحديثة لإدارة مخاطر السيولة : مقاربة السيولة المعرضة للخطر

Abstract EN

This study aims to quantify and analyze the liquidity risk by using “the liquidity at risk” approach.

In order to achieve this aim, the researcher has used some mathematical and quantitative tools.

This study focuses on the constitution of the expected cash flows, the expected cumulated cash flows, the liquidity generation capacity, the expected liquidity cash-flow-at-risk, and the constitution of liquidity-at-risk structure at a determined significance level within a specific period of time.

The outcomes showed the importance of this approach as a tool for measuring liquidity risk, and the possibility of its appliance as a tool for measuring liquidity risk at economic and financial institutions.