About this eBook
Master'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. Thus 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.
Ratings and reviews
4.0
2 reviews
Rate this eBook
Tell us what you think.
Reading information
Smartphones and tablets
Install the Google Play Books app for Android and iPad/iPhone. It syncs automatically with your account and allows you to read online or offline wherever you are.
Laptops and computers
You can listen to audiobooks purchased on Google Play using your computer's web browser.
eReaders and other devices
To read on e-ink devices like Kobo eReaders, you'll need to download a file and transfer it to your device. Follow the detailed Help Centre instructions to transfer the files to supported eReaders.
