Relevant bibliographies by topics / Optimization of liquidity management

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Optimization of liquidity management'

Author: Grafiati
Published: 28 May 2022
Last updated: 31 July 2025

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Journal articles on the topic "Optimization of liquidity management"

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Zenkevich, Nikolay, and Anastasiia Ivakina. "Working Capital Optimization in Supply Chains." Journal of Corporate Finance Research / Корпоративные Финансы | ISSN: 2073-0438 12, no. 4 (2018): 29–42. http://dx.doi.org/10.17323/j.jcfr.2073-0438.12.4.2018.29-42.

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This article is devoted to working capital management and its optimization on an inter-organizational level when supply chain members operate collaboratively. We aim to develop and validate a model of collaborative approach to working capital management in supply chains for cases of constrained liquidity and imposed return requirements using supply chain finance (factoring, reverse factoring and inventory financing). As such, we suggest a tool of working capital optimization using financial terms and cash flows verified on Russian supply chain data. Mathematical modeling is suggested as a meth
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Chima, Onyeka Kelvin, Sandra Orobosa Ikponmwoba, Onyinye Jacqueline Ezeilo, Benjamin Monday Ojonugwa, and Michael Olumuyiwa Adesuyi. "Advances in Cash Liquidity Optimization and Cross-Border Treasury Strategy in Sub-Saharan Energy Firms." Journal of Frontiers in Multidisciplinary Research 1, no. 1 (2020): 44–56. https://doi.org/10.54660/.ijfmr.2020.1.1.44-56.

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Effective cash liquidity optimization and cross-border treasury strategy are critical for energy firms operating in Sub-Saharan Africa, where unique challenges such as political instability, currency volatility, and limited financial infrastructure pose significant risks. This paper explores the latest advances in liquidity management and treasury strategies employed by energy firms in the region, with a focus on how innovative approaches can address these challenges. Cash liquidity optimization techniques, such as cash forecasting, liquidity planning, and cash concentration, are examined, alo
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Moroz, K. "LIQUIDITY MANAGEMENT METHODS IN SMALL RETAIL ENTERPRISES." Sciences of Europe, no. 158 (February 10, 2025): 23–26. https://doi.org/10.5281/zenodo.14846770.

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This article examines liquidity management (LM) methods applicable to small retail businesses, which often face limited financial resources and a high dependency on external economic factors. The study explores approaches to maintaining liquidity in the short, medium, and long term, including cash flow management, inventory optimization, and accounts receivable control. Successful case studies from companies illustrate how effective LM enables small businesses (SB) to minimize financial risks and enhance resilience under conditions of unstable demand. Special attention is paid to the applicati
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Zhou, Yi, Weili Xia, and Shengping Peng. "Analysis of an Optimal Model for Liquidity Management of Financial Assets Using an Intelligent Scheduling Approach." Journal of Mathematics 2021 (December 21, 2021): 1–10. http://dx.doi.org/10.1155/2021/7267667.

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This paper adopts the intelligent scheduling method to conduct an in-depth study and analysis on the optimization of financial asset liquidity management model, elaborates and analyzes the liquidity risk management theory of commercial banks, and reviews the progress of liquidity risk management research in domestic and foreign academia as the theoretical basis of this paper. After that, we analyze the liquidity risk management of Anhui Tianchang Rural Commercial Bank from both qualitative and quantitative levels and further review and analyze the problems and causes. Finally, the full researc
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Andini, Bunga, Syafnur Muhammad Rizki, and Wahyu Febri Ramadhan Sudirman. "Liquidity Risk Management in Islamic Banks in The Digital Era." Journal of Financial and Business 1, no. 2 (2025): 116–28. https://doi.org/10.69693/jfb.v1i2.34.

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This study discusses liquidity risk management in Islamic banks in the digital era, focusing on strategies implemented to maintain financial stability amidst technological developments. Digital transformation in the banking industry brings opportunities and challenges, including increasing service efficiency and more complex liquidity risks due to changes in transaction patterns and customer preferences. This study uses a quantitative approach with secondary data analysis from Islamic bank financial reports and relevant liquidity indicators. The results of the study indicate that the applicati
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Trimborn, Simon, Mingyang Li, and Wolfgang Karl Härdle. "Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach*." Journal of Financial Econometrics 18, no. 2 (2019): 280–306. http://dx.doi.org/10.1093/jjfinec/nbz016.

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Abstract Cryptocurrencies have left the dark side of the finance universe and become an object of study for asset and portfolio management. Since they have low liquidity compared to traditional assets, one needs to take into account liquidity issues when adding them to a portfolio. We propose a Liquidity Bounded Risk-return Optimization (LIBRO) approach, which is a combination of risk-return portfolio optimization under liquidity constraints. Cryptocurrencies are included in portfolios formed with stocks of the S&P 100, US Bonds, and commodities. We illustrate the importance of the liquidi
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Barro, Diana, Antonella Basso, Stefania Funari, and Guglielmo Alessandro Visentin. "The Effects of the Introduction of Volume-Based Liquidity Constraints in Portfolio Optimization with Alternative Investments." Mathematics 12, no. 15 (2024): 2424. http://dx.doi.org/10.3390/math12152424.

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Recently, liquidity issues in financial markets and portfolio asset management have attracted much attention among investors and scholars, fuelling a stream of research devoted to exploring the role of liquidity in investment decisions. In this paper, we aim to investigate the effects of introducing liquidity in portfolio optimization problems. For this purpose, first we consider three volume-based liquidity measures proposed in the literature and we build a new one particularly suited to portfolio optimization. Secondly, we formulate an extended version of the Markowitz portfolio selection pr
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Bouakez, Hafedh, Rigas Oikonomou, and Romanos Priftis. "Optimal debt management in a liquidity trap." Journal of Economic Dynamics and Control 93 (August 2018): 5–21. http://dx.doi.org/10.1016/j.jedc.2018.01.033.

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Yan, Wei, and Yinghua Song. "Security Optimization Management for loT-Assisted Bank Liquidity Risk Emergency Using Big Data Analytic-Based Case Reasoning." Wireless Communications and Mobile Computing 2022 (June 18, 2022): 1–13. http://dx.doi.org/10.1155/2022/8396931.

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In modern times, financial institutions are the core carrier of efficient operation of financial markets. With the continuous development of financial models such as IoT (Internet of Things) finance, commercial banks have made many attempts in the integration and innovation of finance and logistics, but they have also increased the types and complexity of risks they face while improving financing efficiency. It has the characteristics of great destructiveness, strong infectivity, and high complexity. The establishment of a perfect emergency security optimization management for early warning of
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Kohardinata, Cliff, Luky Patricia Widianingsih, Nicklaus Stanley, Yopy Junianto, Anastasia Filiana Ismawati, and Evi Thelia Sari. "Collaborative enhancement of non-MSME credit and optimization of banking idle funds through P2P platforms." Uncertain Supply Chain Management 12, no. 1 (2024): 37–44. http://dx.doi.org/10.5267/j.uscm.2023.10.019.

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The market share of peer-to-peer (P2P) has shifted from dominating the P2P lending for Micro, Small, and Medium Enterprises (MSME) to non-MSME. Meanwhile, non-MSME credit is an incumbent main market share banking which possibly makes it a complementary or substitution in P2P lending in non-MSME bank credit. Furthermore, optimizing and maintaining liquidity is important due to banks utilizing intermediation functions. The strictness of bank liquidity could determine the management’s response and policy in determining the best timing to utilize either the FinTech from the P2P platform or the cus
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Dissertations / Theses on the topic "Optimization of liquidity management"

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Pereira, Gabriel Matos. "Integração de restrições de liquidez em modelos de seleção de carteiras." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2014. http://hdl.handle.net/10183/103455.

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A liquidez é um fator importante no âmbito da gestão de carteiras. Em 2012, no Brasil, a CVM começou a exigir que todos bancos e corretoras mantenham um controle da liquidez de seus ativos/carteiras. Esse trabalho define uma medida e uma restrição de liquidez adequada ao mercado brasileiro, possível de ser incorporada em modelos de otimização de carteiras. As simulações realizadas com o modelo proposto demonstraram um alto nível de liquidação das carteiras formadas, próximo a 85%.<br>Liquidity is an important element in portfolio management. In 2012, in Brazil, CVM started to require all banks
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Підопригора, Л. С. "Удосконалення системи управління ліквідністю банку шляхом введення додаткових інструментів оцінки ліквідності". Master's thesis, Сумський державний університет, 2018. http://essuir.sumdu.edu.ua/handle/123456789/71075.

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Розкрито поняття ліквідності та факторів що впливають на неї; визначені шляхи аналізу ліквідності в банках на основі використання світового досвіду; розглянуто основні підходи щодо побудови системи управління ліквідністю в банках; досліджено інструменти та оцінку ліквідності для поліпшення фінансової стійкості комерційних банків; проаналізовано ліквідність та систему управління нею в АТ КБ«Приватбанк»; запропоновано шляхи покращення ліквідності АТ КБ«Приватбанк».<br>Раскрыто понятие ликвидности и факторы, влияющих на нее; определены пути анализа ликвидности в банках на основе использования
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Werne, Josephine. "An Optimization Of The Liquidity Coverage Ratio." Thesis, Uppsala universitet, Analys och sannolikhetsteori, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-254967.

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SILVA, RAFAEL RIBEIRO MADEIRA DA. "THE IMPACT OF BASEL III LIQUIDITY REQUIREMENTS ON BANK LIQUIDITY MANAGEMENT." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2018. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33568@1.

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Este trabalho analisa o impacto dos requerimentos de liquidez da Basiléia III na gestão de liquidez dos bancos. A partir de uma base de dados que engloba bancos de todos os países signatários do Comitê de Basiléia III, foram definidos indicadores de liquidez bancária com base nas práticas utilizadas na literatura econômica e que busquem servir de proxies aos indicadores propostos pelo Comitê. Foram então verificados os cronogramas de implementação dos novos requerimentos de liquidez estabelecido por cada país. Acompanhou-se, então, a evolução dos indicadores de liquidez antes e depois do novo
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Tira, Giovanni Alberto. "Mutual fund liquidity pricing and management." Thesis, University of Reading, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.602537.

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Liquidity pricing is very critical in explaining fund performances, especially during periods where liquidity experiences sudden surges or dry-ups (i.e. liquidity imbalances, LIs) connected with a significant price movements. Hence, in the first part of the thesis we decided to investigate this relationship, focusing on an illiquid markets where the effect should be more evident. Even if transaction volumes do not seem to provide any pricing information, we find that return chasing behaviour and smart effects coexist, with the former being associated to investment activities and the latter to
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Liu, Chang. "Two essays on corporate liquidity management." Kent State University / OhioLINK, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=kent1525891031065629.

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Goyenko, Ruslan. "Liquidity and asset pricing." [Bloomington, Ind.] : Indiana University, 2006. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3243782.

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Thesis (Ph.D.)--Indiana University, Kelley School of Business, 2006.<br>Title from PDF t.p. (viewed Nov. 17, 2008). Source: Dissertation Abstracts International, Volume: 67-12, Section: A, page: 4608. Adviser: Charles Trzcinka.
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Chikoko, Laurine. "Liquidity risk management by Zimbabwean commercial banks." Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1020344.

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Macroeconomic and financial market developments in Zimbabwe since 2000 have led to an increase in many banks‟ overall exposure to liquidity risk. The thesis highlights the importance of understanding and building comprehensive liquidity frameworks as defenses against liquidity stress. This study explores liquidity and liquidity risk management practices as well as the linkages and factors that affected different types of liquidity in the Zimbabwean banking sector during the Zimbabwean dollar and multiple currency eras. The research sought to present a comprehensive analysis of Zimbabwean comme
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Chu, Ka Yin Kevin. "Mutual fund trading and liquidity." Thesis, Massachusetts Institute of Technology, 2010. http://hdl.handle.net/1721.1/57771.

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Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2010.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 52-56).<br>This thesis uses equities holdings snapshots of mutual funds to study their trading patterns. Using quarter and semi-annual holdings of mutual funds, I am able to extract a main trading component with the application of the asymptotic principle component method. This component demonstrates short term predictability of returns over three months, suggesting overall mutual fund trades contain a liquidity trading comp
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Lee, Hwayoung. "Portfolio liquidity risk management with expected shortfall constraints." Thesis, University of Essex, 2016. http://repository.essex.ac.uk/17762/.

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In this thesis we quantify the potential cost of liquidity constraints on a long equity portfolio using the liquidity risk framework of Acerbi and Scandolo (2008). The model modifies the classical mark-to-market valuation model, and incorporates the impact of liquidity policies of portfolios on the liquidity adjustment valuation (LVA). Also, we suggest a quantitative indicator that scores market liquidity ranging from 0 to 1 (perfect liquidity) for a portfolio with possible liquidity constraints. The thesis consists of three major studies. In the first one, we compute LVA given the cash, minim
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Books on the topic "Optimization of liquidity management"

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Soprano, Aldo. Liquidity Management. John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781119087946.

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Venkat, Shyam, and Stephen Baird. Liquidity Risk Management. John Wiley & Sons, Inc, 2016. http://dx.doi.org/10.1002/9781118898130.

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Basil, Healey P., ed. Liquidity analysis and management. Addison-Wesley Pub. Co., 1987.

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Gallinger, George W. Liquidity analysis and management. 2nd ed. Addison-Wesley Pub. Co., 1991.

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Garleanu, Nicolae B. Liquidity and risk management. National Bureau of Economic Research, 2007.

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William, Braithwaite, and Bates Robert, eds. Readings in liquidity management. Ginn Press, 1991.

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Garleanu, Nicolae. Liquidity and risk management. National Bureau of Economic Research, 2007.

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Ruozi, Roberto, and Pierpaolo Ferrari. Liquidity Risk Management in Banks. Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-29581-2.

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Adalsteinsson, Gudni. The Liquidity Risk Management Guide. John Wiley & Sons, Ltd, 2014. http://dx.doi.org/10.1002/9781118858035.

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Matz, Leonard, and Peter Neu, eds. Liquidity Risk Measurement and Management. John Wiley & Sons (Asia) Pte Ltd, 2006. http://dx.doi.org/10.1002/9781118390399.

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Book chapters on the topic "Optimization of liquidity management"

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Frauendorfer, Karl, and Michael Schürle. "Dynamic Modeling and Optimization of Non-maturing Accounts." In Liquidity Risk Measurement and Management. John Wiley & Sons (Asia) Pte Ltd, 2012. http://dx.doi.org/10.1002/9781118390399.ch15.

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Michalski, Grzegorz. "Intrinsic and External Values of Liquidity and Optimization." In Value-Based Working Capital Management. Palgrave Macmillan US, 2014. http://dx.doi.org/10.1057/9781137391834_4.

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Al Janabi, Mazin A. M. "Navigating Liquidity Waves: Practical Applications of Liquidity Risk Management and Investable Portfolio Optimization in Financial Markets." In Liquidity Dynamics and Risk Modeling. Springer Nature Switzerland, 2024. https://doi.org/10.1007/978-3-031-71503-7_5.

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Schmaltz, Christian. "Liquidity Optimization." In A Quantitative Liquidity Model for Banks. Gabler, 2009. http://dx.doi.org/10.1007/978-3-8349-8554-5_6.

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Schmaltz, Christian. "Liquidity Management." In A Quantitative Liquidity Model for Banks. Gabler, 2009. http://dx.doi.org/10.1007/978-3-8349-8554-5_5.

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Cooper, Robert. "Liquidity Management." In Corporate Treasury and Cash Management. Palgrave Macmillan UK, 2004. http://dx.doi.org/10.1057/9781403946010_16.

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Knott, Geoffrey. "Controlling Liquidity." In Financial Management. Macmillan Education UK, 1998. http://dx.doi.org/10.1007/978-1-349-14766-3_18.

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García, Francisco Javier Población. "Liquidity Risk." In Financial Risk Management. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-41366-2_14.

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Banks, Erik. "Liquidity Crisis Management." In Liquidity Risk. Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230508118_10.

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Banks, Erik. "Liquidity Crisis Management." In Liquidity Risk. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137374400_10.

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Conference papers on the topic "Optimization of liquidity management"

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Sizykh, Dmitry, Karina Tregub, Boris Belyakov, and Natalia Sizykh. "Model for Assessing the Liquidity of a Stock Market Trading Instrument." In 2024 17th International Conference on Management of Large-Scale System Development (MLSD). IEEE, 2024. http://dx.doi.org/10.1109/mlsd61779.2024.10739417.

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Yang, Zhongyuan, and Wen Xu. "Optimization Model of Asset-Liability Portfolio Based on Controlling Liquidity Risk." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5303021.

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Boyan Liu and Zhebing Wang. "Corporate governance and liquidity management." In 2010 3rd International Conference on Advanced Computer Theory and Engineering (ICACTE 2010). IEEE, 2010. http://dx.doi.org/10.1109/icacte.2010.5579302.

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Chen, Panjia. "Structural Study of Liquidity: Relative Liquidity Excess with Chinese Characteristics." In 8th International Conference on Management and Computer Science (ICMCS 2018). Atlantis Press, 2018. http://dx.doi.org/10.2991/icmcs-18.2018.115.

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Israilova, Zalina. "Management Of Liquidity And Solvency Risk Management Policy." In International Conference "Modern trends in governance and sustainable development of socio-economic systems: from regional development to global economic growth". European Publisher, 2024. http://dx.doi.org/10.15405/epms.2024.09.37.

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Stoyanov, Biser, Hans Wilhelm Wieczorrek, and Anatoliy Antonov. "Liquidity management using Cash Flow at Risk." In 2008 4th International IEEE Conference "Intelligent Systems" (IS). IEEE, 2008. http://dx.doi.org/10.1109/is.2008.4670466.

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Meng Wu. "An interval portfolio selection model with liquidity constraints." In 2012 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2012. http://dx.doi.org/10.1109/iciii.2012.6339829.

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"Analysis of Factors Affecting Bank Liquidity." In 2017 International Conference on Financial Management, Education and Social Science. Francis Academic Press, 2017. http://dx.doi.org/10.25236/fmess.2017.58.

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Fang, Yong, Ruiwen Xue, and Shouyang Wang. "A Portfolio Optimization Model with Fuzzy Liquidity Constrains." In 2009 International Joint Conference on Computational Sciences and Optimization, CSO. IEEE, 2009. http://dx.doi.org/10.1109/cso.2009.362.

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Grecu, Iulia, and Vitalie Chiurcciu. "Liquidity management of BC "Moldova - Agroindbank" S.A. under conditions of financial instability." In International student scientific conference, ISSC 2025 "Challenges of accounting for young researchers", 9th Edition. Academy of Economic Studies, 2025. https://doi.org/10.53486/issc2025.81.

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The article examines the liquidity management of BC "Moldova - Agroindbank" S.A. in the context of financial instability. Assessing the liquidity of the bank is a crucial aspect of its financial stability, especially during periods of economics upheaval. The study analyzes key liquidity indicators based on data for years 2021-2023, as well as the impact of financial and macroeconomic factors on changes in the bankʼs liquidity.
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Reports on the topic "Optimization of liquidity management"

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Feuillette, Jérémie, Kimmo Soramäki, and Will Towning. Modernizing Intraday Liquidity Optimization for Commercial Banks. FNA, 2023. http://dx.doi.org/10.69701/bdzh8309.

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Commercial banks are facing a period of exceptionally difficult funding conditions amidst a challenging economic environment. To address this, banks need to optimize their liquidity flows and usage. But existing liquidity optimisation and management methods fall short of materially reducing liquidity costs and can generate large operational risks. This paper describes how advanced analytics and algorithms can be used to optimize liquidity flows and usage in a real-time environment through payment resequencing. This approach can enable banks to significantly and consistently reduce liquidity us
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Garleanu, Nicolae, and Lasse Pedersen. Liquidity and Risk Management. National Bureau of Economic Research, 2007. http://dx.doi.org/10.3386/w12887.

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Brunnermeier, Markus, and Motohiro Yogo. A Note on Liquidity Risk Management. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w14727.

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Bianchi, Javier, and Saki Bigio. Banks, Liquidity Management and Monetary Policy. National Bureau of Economic Research, 2014. http://dx.doi.org/10.3386/w20490.

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Jeanne, Olivier, and Damiano Sandri. Global Financial Cycle and Liquidity Management. National Bureau of Economic Research, 2020. http://dx.doi.org/10.3386/w27901.

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Angeletos, George-Marios, Fabrice Collard, Harris Dellas, and Behzad Diba. Optimal Public Debt Management and Liquidity Provision. National Bureau of Economic Research, 2013. http://dx.doi.org/10.3386/w18800.

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Almeida, Heitor, Murillo Campello, Igor Cunha, and Michael Weisbach. Corporate Liquidity Management: A Conceptual Framework and Survey. National Bureau of Economic Research, 2013. http://dx.doi.org/10.3386/w19502.

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García-Cicco, Javier, and Enrique Kawamura. Central Bank Liquidity Management and "Unconventional" Monetary Policies. Inter-American Development Bank, 2014. http://dx.doi.org/10.18235/0011620.

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This paper presents a small open economy model to analyze the role of central bank liquidity management in implementing "unconventional" monetary policies within an inflation targeting framework. In particular, the paper explicitly models the facilities that the central bank uses to manage liquidity in the economy, which creates a role for the central bank balance sheet in equilibrium. This permits the analysis of two "unconventional" policies: sterilized exchange-rate interventions and expanding the list of eligible collaterals accepted at the liquidity facilities operated by the central bank
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Chah, Eun Young, Valerie Ramey, and Ross Starr. Liquidity Constraints and Intertemporal Consumer Optimization: Theory and Evidence From Durable Goods. National Bureau of Economic Research, 1991. http://dx.doi.org/10.3386/w3907.

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Campello, Murillo, Erasmo Giambona, John Graham, and Campbell Harvey. Liquidity Management and Corporate Investment During a Financial Crisis. National Bureau of Economic Research, 2010. http://dx.doi.org/10.3386/w16309.

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