期刊名称:International Journal of Business and Management
印刷版ISSN:1833-3850
电子版ISSN:1833-8119
出版年度:2012
卷号:7
期号:9
页码:49
语种:English
出版社:Canadian Center of Science and Education
摘要:In this paper a stochastic programming framework for liquidity management of commercial banks in Zimbabwe is developed. The paper sets out to explain an important financial planning model for liquidity management; in particular it discusses why in practice optimum planning models are used. The ability to build an integrated approach which combines treasury security assets models with that of income generating decisions have proved desirable and more efficient in that it can lead to better liquidity decisions. The role of uncertainty and quantification of risk in these planning models is considered.