دور الطرق الكمية في تسيير السيولة في البنك

Abstract

Liquidity is a fundamental element to ensure a bank،s ability to meet its financial obligations and maintain financial stability. This study aims to assess the effectiveness of quantitative methods in enhancing bank liquidity، using the case of the Bank of Agriculture and Rural Development (BADR). The analysis is based on monthly data from January 1، 2022، to December 31، 2025، sourced from Bloomberg.

To achieve the study،s objectives، an experimental approach was adopted by applying the Box & Jenkins model through the statistical software EViews 13 to forecast liquidity demand. The findings reveal that quantitative models offer greater accuracy in prediction compared to traditional approaches، with the Box-Jenkins model proving to be the most suitable for short-term liquidity forecasting.