Liquidity Risk Measurement Models
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ScribdTranslationsLiquidity Risk Measurement Models
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ScribdTranslationsMARIAGO GÁLVEZ UNIVERSITY OF GUATEMALA
FACULTY OF ECONOMIC SCIENCES
ADMINISTRATION AND RISK MANAGEMENT
RISK MEASUREMENT MODELS: LIQUIDITY RISK
1 2 3
Description from 1 to 7 days from 8 to 15 days from 16 to 30 days
Active
Availabilities 2,890,635.00
Investments 696,428.57 696,428.57 696,428.57
Current credit portfolio 446,428.57 446,428.57 446,428.57
Expired Credit Portfolio
Extraordinary Assets
Total Assets (A) 4,033,492.14 1,142,857.14 1,142,857.14
Passive
Financial Obligations 783,217.19 363,295.38 474,901.05
Credits Obtained 1,500,119.06 1,500,119.06 1,500,119.06
Total Liabilities (B) 2,283,336.25 1,863,414.44 1,975,020.11
Equity Capital
Capital
Accounting Capital Sum (C) 0.00 0.00 0.00
Total Liabilities and Equity (D) 2,283,336.25 1,863,414.44 1,975,020.11
Liquidity Gap BL (A - D) 1,750,155.89 (720,557.30) (832,162.97)
Accumulated Liquidity Gap (ALG) 1,750,155.89 1,029,598.60 197,435.63
Liquid Assets (LA) 5,803,571.43 5,107,142.86 4,410,714.29
Liquidity at Risk (LeR) = AL (-) BLA
MRDP1 = 783,217.19 these indicators
MRDP2 = 363,295.38
MRDP3 = 474,901.05
TIME BANDS
4 5 6 7 8 Balance
de 31 a 60 días de 61 a 90 días de 91 a 180 días de 181 a 365 días más de 365 días
2,890,635.00
696,428.57 696,428.57 696,428.57 696,428.57 1,625,000.00 6,500,000.00
446,428.57 446,428.57 446,428.57 446,428.57 9,375,000.00 12,500,000.00
2,150,826.00 2,150,826.00
3,900,000.00 3,900,000.00
1,142,857.14 1,142,857.14 1,142,857.14 1,142,857.14 17,050,826.00 27,941,461.00
12,319,412.38 13,940,826.00
1,500,119.06 500,039.69 500,039.69 500,039.69 500,039.69 8,000,635.00
1,500,119.06 500,039.69 500,039.69 500,039.69 12,819,452.07 21,941,461.00
6,000,000.00 6,000,000.00
0.00 0.00 0.00 0.00 6,000,000.00 6,000,000.00
1,500,119.06 500,039.69 500,039.69 500,039.69 18,819,452.07 27,941,461.00
(357,261.92) 642,817.45 642,817.45 642,817.45 (1,768,626.07) 0.00
(159,826.29) 482,991.16 1,125,808.62 1,768,626.07 0.00 0.00
3,714,285.71 3,017,857.14 2,321,428.57 1,625,000.00
3,554,459.43
they will be given by the lawyer.
this indicator should only be extracted in the columns
in which the BLA is negative