Risk Management and Cash Flow In Banks

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Samiei, Alireza | 2011

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Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 41645 (01)
University: Sharif University of Technology
Department: Industrial Engineering
Advisor(s): Kianfar, Farhad
Abstract:
Asset and liability management is a method for optimizing cash flows of input and output of a bank . The model for optimizing the balance between liability and assets of a bank is presented in this research. Bank asset liability management and planning can be considered at the same time. In tjis model , all assets and liabilities in the bank balance sheet are discussed under different objectives and requirements , such as legal and administrate requirements, market condition, risk rate etc
Keywords:
Liquidity ; Credit Risk ; Cash Risk ; Portfolio ; Default Probability ; Liability ; Asset

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