Liquidity management simulation model

dc.contributor	Ph.D. Program in Management.
dc.contributor.advisor	Ertuna, İbrahim Özer,
dc.contributor.author	Akan, Mustafa.
dc.date.accessioned	2023-03-16T12:16:30Z
dc.date.available	2023-03-16T12:16:30Z
dc.date.issued	1988.
dc.identifier.other	AD 1988 Ak15 PhD
dc.identifier.uri	http://digitalarchive.boun.edu.tr/handle/123456789/16878
dc.description.abstract	The objective of the dissertation was to build a simulation model for liquidity management in multi-branch financial institutions in Turkey. TURBO-BASIC language was used. The model was tested with real data to determine its validity. Sensitivity of the model to various parameters was also tested. It was found that the output of the model was close to real numbers thus establishing its validity. Interest rates, level of liquid assets, and standard deviations of various flows turn out to be the most important parameters. Transaction costs, although they are very important in theoretical studies, turn out to be unimportant in applications in Turkey. This is due to the very high interest rates compared to transaction costs.
dc.format.extent	30 cm.
dc.publisher	Thesis (Ph.D.)- Bogazici University. Institute for Graduate Studies in Social Sciences, 1988.
dc.relation	Includes appendices.
dc.relation	Includes appendices.
dc.subject.lcsh	Liquidity (Economics)
dc.subject.lcsh	Corporations -- Finance.
dc.title	Liquidity management simulation model
dc.format.pages	62 leaves;