Kroll Bond Rating Agency (KBRA) announces the release of this month’s edition of Bank Talk: The After-Show, by Ethan Heisler, founder and editor-in-chief of The Bank Treasury Newsletter and Senior Director at KBRA.
This month in Banks Keep Liquid, Ethan and Van discuss the challenges and limitations faced by public-side bank analysts in assessing bank liquidity risk. The duo review a framework for a quantitative analysis of liquidity risk by grouping all liquidity ratios that can be constructed from bank balance sheets into four sets, and then matching liquid and illiquid assets with stable and volatile liabilities.
To view the report, click here.
Related Publications: (available at www.kbra.com)
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KBRA is a full-service credit rating agency registered with the U.S. Securities and Exchange Commission as an NRSRO. In addition, KBRA is designated as a designated rating organization by the Ontario Securities Commission for issuers of asset-backed securities to file a short form prospectus or shelf prospectus. KBRA is also recognized by the National Association of Insurance Commissioners as a Credit Rating Provider and is a certified Credit Rating Agency (CRA) by the European Securities and Markets Authority (ESMA). Kroll Bond Rating Agency Europe Limited is registered with ESMA as a CRA.
View source version on businesswire.com: https://www.businesswire.com/news/home/20190711005673/en/
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