Liquidity risk management in banks : economic and regulatory issues /
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Main Authors: | |
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Corporate Authors: | |
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Published: |
Springer,
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Publisher Address: | Berlin ; London : |
Publication Dates: | 2012. |
Literature type: | eBook |
Language: | English |
Series: |
SpringerBriefs in finance
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Subjects: | |
Online Access: |
http://dx.doi.org/10.1007/978-3-642-29581-2 |
Carrier Form: | 1 online resource. |
ISBN: |
9783642295812 (electronic bk.) 3642295819 (electronic bk.) |
Index Number: | HG1656 |
CLC: | F830.2 |
Contents: |
Introduction -- Banks and Liquidity Risk -- Liquidity Risk: Economic Issues -- The Impact Area of the Liquidity Risk -- The Timeframe of the Risk Analysis -- The Origin of the Risk -- The Economic Scenario of the Risk -- Models and Measurement Techniques -- Organisational Processes and Structures -- Liquidity Risk: Regulatory Issues -- Common Principles for Sound Liquidity Management and Supervision -- Minimum Liquidity Standards -- Monitoring Tools to Assess Liquidity Risk -- Economic and Managerial Effects of the New Regulation -- The Impact on Profitability -- The Effects on Bank Assets Composition and the Business Mix -- The Effects on Bank Liabilities -- The Substitution Effects Between Banking and Financial Products -- 5.5 The Further Loss of Market Share in Favour of the So-Called "Shadow Banks" -- Conclusions. |