چكيده لاتين :
Liquidity management is one of the most important functions of financial management in economic firms. In the case of financial and credit institutions especially banks, it has a more important role. Banks require to maintain a portion of their assets in the form of cash in order to be able to respond to their customerʹs needs. However, it has an opportunity cost for the bank. In other words, keeping cash in current accounts or maintaining it by Central Bank or other banks decreases the risk of bank liquidity while it deprives banks of investment opportunities and declines the bank returns.
In this study, therefore, we tried to design a model in order to forecast the cash amounts of EN-Bank kept in current accounts or maintained by Central Bank or other banks which is totally called "Bank Liquidity". Thus, forecast was done based on input cash flow during a specific period. Then by comparing this with the goals and strategies of the bank, it has been planned to eliminate the budget deficit or surplus consumption in order to reach the equilibrium at the end of the period. In this method, current accounts, interbank accounts and funds are considered as liquidity. ARIMA and Minitab software are used in order to estimate the model.
At the end, forecast was done for the next 52 weeks by this model. As a result, it was observed that bank will be faced surplus liquidity.
