{"title":"Liquidity management using Cash Flow at Risk","authors":"B. Stoyanov, H.W. Wieczorrek, A. Antonov","doi":"10.1109/IS.2008.4670466","DOIUrl":null,"url":null,"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.","PeriodicalId":305750,"journal":{"name":"2008 4th International IEEE Conference Intelligent Systems","volume":"9 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2008-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2008 4th International IEEE Conference Intelligent Systems","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/IS.2008.4670466","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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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