We are focused on liquidity risk since more than a decade. We have developed the first stochastic concepts in thie field like Expected-Liquidity-at-Risk, Value-Liquidity-at-Risk and Counterbalancing Capacity and built e.g. Deutsche bank's liquidity risk measurement and analysis solution (LiMA, 1998). We consult banks on methodologies and help them to specify, build and implement liquidity risk solutions.