Liquidity management using Cash Flow at Risk

Stoyanov, B.; Wieczorrek, H.W.; Antonov, Anatoliy

doi:10.1109/is.2008.4670466

Cited by 2 publications

(1 citation statement)

References 2 publications

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“…Wherever the stock index futures consume the lower consistency index, the default probabilities of stock futures index become lower [35]. Perhaps the liquidity risk prediction and identification, liquidity creation, and resource fragility point out the liquidity risk because detecting the factor always influences market liquidity with the help of network-based computational techniques [53]. To determine the consistency index of liquidity failures during a following systemic occasion [27].…”

Section: Proposed Liquidity Crisis System Modelmentioning

confidence: 99%

Making Impact on Common Financial Factors Affecting Liquidity Ratio Based on Greedy Approach Through Price Movement in Stock Market

Prakash

Krishnaprabha²,

Sundararajan

2023

Preprint

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This research article focused on discovering appropriate liquidity risk concerns in the financial Sector. Primarily, it deals with the appropriate liquidity factors that affect financial performance services pertained to several liquidity crises and the respective liquidity measures. Liquidity is considered the primary constraint. The Liquidity Ratios are the defective condition of calculating the financial performance services and their respective status. For fulfilling this performance service status prediction, this research use calculation for consistency index procedure. Liquidity index-based predictions have collaborated concerning the price movement in the stock market. The Liquidity will affect the trading and market transparency whenever the price moment varies. To control this trading and not market transparency of liquidity index be employed the greedy approach for estimating the most factor affected by the liquid index. Hence, this research elaborates on the greedy approach today with 25 essential financial factors. Each Panther will have combined with the tractor-confirmed liquidity crisis whenever the factors of liquidity crisis are combined with the actual financial factor, the minimum and maximum Degree of matching are calculated. This calculation determines the factors that affected the Liquidity concerning their exact, Plugin, subsume, and fail condition. Eventually, the search concludes the determination of factors affecting Liquidity concerning the actual finance factor and liquidity crisis. Finally, the result was concluded with the Degree of matching and their efficiency of finding liquidity factors with a successful reasonable result. Based on the Degree of matching result, this research found the actual reason for Liquidity with the help of various financial factors.

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Section: Proposed Liquidity Crisis System Modelmentioning

confidence: 99%