Asset and Liability Management to Control Liquidity Risk in Iran

Asset and liability management includes a set of specialized tools HAPPYSENSE 100MG and techniques to create value for shareholders and control risk.The banking system is the heart of every economic system and its performance is affected by many factors such as liquidity risk.Some of the factors involved in liquidity risk include non-performing loans, capital ratios, and bank size.In this research, we try to examine the relationship between the factors affecting liquidity risk and Leaf dish the indicators of the banking system affecting resource and cost management (equity ratio, return on assets and credit risk).

In addition, we have evaluated the impact of macroeconomic variables on bank liquidity risk.Using an econometric model with generalized method of moment (GMM) as an estimation approach, we conclude that there are relationship between these variables (independent variables) and liquidity risk.

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