CEU Electronic Theses and Dissertations, 2019
| Author | Haider, Ali |
|---|---|
| Title | Liquidity Risk Management Dashboard for Regulatory and Data Quality Breaches |
| Summary | This tool aims at identifying liquidity risk exposures of one of the largest financial institutions in the world and compare them to the regulatory limits in addition to providing the users with additional context concerning the metrics such as historical trends. Predictions on what could be these risk exposures for a specific metric in the future are also supported through application of statistical models and hence identification of metrics that might have data quality issues. |
| Supervisor | Bekes, Gabor |
| Department | Business School MSc |
| Full text | https://www.etd.ceu.edu/2019/haider_ali.pdf |
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