{"product_id":"toolbased-liquidity-coverage-ratio-control-von-claus-bissinger","title":"Toolbased Liquidity Coverage Ratio Control","description":"\u003cp\u003eMaster's Thesis from the year 2012 in the subject Business economics - Controlling, grade: 1,3, University of Hannover, language: English, abstract: The topic of this thesis arose from an internship with Deloitte Germany. The internship took place in a bank preparing for new regulatory claims, especially liquidity. After consulting for a better understatement in the new regulatory needs and improving reporting frequency and quality the issue of the costs to meet the Liquidity Coverage Ratio (LCR) came up.\u003c\/p\u003e\u003cp\u003eThus in this thesis we will develop a framework on how to evaluate regulatory caused liquidity costs for the LCR. This framework is then implemented into a Visual Basic for Application (VBA) tool, which displays a ¿fair¿ internal transfer price. Hence the concept of Funds Transfer Pricing (FTP) is used. The thesis will also have a look on the current situation in banks, I will mention ideas on further extensions in the tool as well. In general the thesis stays in touch with practitioner¿s needs and market developments.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783656353010\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783656353010","offer_id":39446633414749,"sku":"9783656353010","price":54.99,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/c74e497e-c3a9-4ecc-88cd-6262d591383d.jpg?v=1777958134","url":"https:\/\/shop.autorenwelt.de\/products\/toolbased-liquidity-coverage-ratio-control-von-claus-bissinger","provider":"Autorenwelt Shop","version":"1.0","type":"link"}