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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Adalsteinsson, Gudni, 1967-
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Chichester, West Sussex, UK : John Wiley & Sons Ltd, 2014.
Σειρά:Wiley finance series.
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.