Liquidity maturity reporting (MLR, gap analysis)

At a bank, the forward-looking calculation of outflows and inflows of liquidity. – A liquidity gap exists if, at a certain point in time, the forecast cash outflows are greater than the calculated inflows. In this case, the foreseeable liquidity gap must be bridged by appropriate measures of the bank’s liquidity management. – See bank size, gap analysis, liquidity coverage ratio, liquidity forms, liquidity coefficient, liquidity management, liquidity buffer. – Cf. Deutsche Bundesbank Monthly Report of September 2008,
p. 59 ff. (liquidity management measures), BaFin Annual Report 2008, p. 56 (liquidity risk management regulations), BaFin Annual Report 2009, p. 50 f. (Basel Committee defines cornerstones for liquidity management), BaFin Annual Report 2011, p. 66 (in the course of Basel III, MLR is to become mandatory in addition to LCR and NSFR), and the respective BaFin Annual Report, chapter “International.”

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University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
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