Liquidity management using Cash Flow at Risk

B. Stoyanov, H.W. Wieczorrek, A. Antonov
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引用次数: 1

Abstract

The article describes the methodology and practical implementation of Cash Flow at Risk (CFaR) calculation with the help of a multidimensional Monte Carlo simulation. CFar is one of the most important characteristics of liquidity. It assesses the likelihood that operating cash flows will drop below a prespecified level. In this paper is considered application for measuring CFaR under impact of different environment factors. The application is written in C# .NET.
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利用风险现金流进行流动性管理
本文描述了在多维蒙特卡罗模拟的帮助下,风险现金流量(CFaR)计算的方法和实际实现。CFar是流动性最重要的特征之一。它评估经营性现金流低于预定水平的可能性。本文考虑了在不同环境因素影响下CFaR测量的应用。该应用程序是用c# . net编写的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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