An Artificial Neural Network and Bayesian Network model for liquidity risk assessment in banking

Liquidity risk represent a devastating financial threat to banks and may lead to irrecoverable consequences in case of underestimation or negligence. The optimal control of a phenomenon such as liquidity risk requires a precise measurement method. However, liquidity risk is complicated and providing a suitable definition for it constitutes a serious obstacle. In addition, the problem of defining the related determining factors and formulating an...