Review article

Management of Liquidity Risk Using Foreign Exchange Swap Contracts

Ivica Prga
Tadija Vrdoljak
Ivan Šverko

Abstract

Croatian banks, like the other world banks, are exposed to liquidity risk. This is very significant question to them, particularly in this complex and crisis time. Therefore, the Croatian banks pay much attention to the management of liquidity.
In these attempts, the banks use various derivative financial instruments of which the foreign exchange swap
contracts are particularly remarkable.

Keywords

Croatian banks; liquidity risk; derivative financial instruments; foreign exchange swap contracts

Hrčak ID:

47935

URI

https://hrcak.srce.hr/47935

Publication date:

10.12.2009.

Article data in other languages: croatian

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