Linkage Projects - Grant ID: LP0348473

Funding Activity

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Funded Activity Summary

Liquidity Measurement and Risk Management in the Australian Insurance Industry. The APRA draft guidelines require Australian insurance companies to implement a liquidity risk management strategy without providing details of an acceptable level of liquidity risk, nor how liquidity is to be measured. The aim of this study is to address the issue of how to measure liquidity and to provide a framework in which a liquidity risk management policy may be established which benchmarks the proposed measure of liquidity. This research may be expected to lead the policy debate in Australia as to how insurance companies may satisfy the APRA guidelines.

Funded Activity Details

Start Date: 01-07-2003

End Date: 31-12-2006

Funding Scheme: Linkage Projects

Funding Amount: $59,838.00

Funder: Australian Research Council