Screen LibraryThe liquidity risk management guide : from policy to pitfalls /
"Liquidity risk is in the spotlight of both regulators and management teams across the banking industry. The European banking regulator has introduced and implemented a stronger liquidity regulatory framework and local regulators have made liquidity a top priority on their supervisory agenda. B...
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| Main Authors: | |
|---|---|
| Published: |
Wiley,
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| Publisher Address: | Hoboken : |
| Publication Dates: | 2014. |
| Literature type: | Book |
| Language: | English |
| Series: |
Wiley finance series
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| Subjects: | |
| Summary: |
"Liquidity risk is in the spotlight of both regulators and management teams across the banking industry. The European banking regulator has introduced and implemented a stronger liquidity regulatory framework and local regulators have made liquidity a top priority on their supervisory agenda. Banks have accordingly followed suit. Liquidity risk is now a topic widely discussed in boardrooms as banks strive to set up a strong and efficient liquidity risk management framework which, while maintaining sufficient resources, does not jeopardize the necessary profitability and return targets.The Liquidity Risk Management Guide: From Policy to Pitfalls is practical guide for banks and risk professionals to proactively manage liquidity risk in a systemic way. The book sets out its own comprehensive framework, which includes all the various and critical components of liquidity risk management ... |
| Carrier Form: | xiv, 201 pages ; 25 cm. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9781118858004 (hardback) : 111885800X (hardback) |
| Index Number: | HG1656 |
| CLC: | F830.22 |
| Call Number: | F830.22/A192 |
| Contents: | Machine generated contents note: Preface 11 LIST OF FIGURES 1 Introduction 13 2 Primer in banking 21 3 The function -- the framework on top of liquidity management 28 4 Liquidity -- Background and Key Concepts 39 5 The appropriate Liquidity Framework -- Introduction to the '6 Framework' 52 6 Step I: Sources of Liquidity Risks 60 7 Step II: Risk Appetite 90 8 Step III: Governance and High-Level Policy 104 9 Step IV: The Quantitative Framework 138 10 Step V: Stress Testing and the Contingency Funding Plan 153 11 Step VI: Reporting and Management Information 207 12 Basel III: The new global framework 212 Bibliography 229 Index . |