Liquidity risk management in banks : economic and regulatory issues /

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Bibliographic Details
Main Authors: Ruozi, Roberto
Corporate Authors: SpringerLink (Online service)
Group Author: Ferrari, Pierpaolo
Published: Springer,
Publisher Address: Berlin ; London :
Publication Dates: 2012.
Literature type: eBook
Language: English
Series: SpringerBriefs in finance
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.