سید یحیی اسداللهی

سید یحیی اسداللهی

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Modeling Liquidity Risk Management in Banking Using System Dynamics Approach(مقاله علمی وزارت علوم)

کلید واژه ها: Liquidity Risk Managing liquidity risk system dynamics

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Banks as one of the most important and crucial economic sectors in each country play a significant role in economic growth and development and they face various risks one of which is liquidity risk. Managing liquidity risk is of great importance and identifying its effective factors is more vital. The present study aims to pre-sent a dynamic model to manage liquidity risk. System dynamics is used to find a risk making structure and present the most effective solution to manage it. In this method, by providing a mathematical model, simu-lating the results of various scenarios is possible. The results of implement-ing four scenarios on the model were simulated and analyzed. The results revealed that reducing legal deposits and nonperforming loans and increasing attraction of deposits is influential in banks liquidity risk.

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