The 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...
Κύριος συγγραφέας: | |
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Μορφή: | Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Chichester, West Sussex, UK :
John Wiley & Sons Ltd,
2014.
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Σειρά: | Wiley finance series.
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.