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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex, UK :
John Wiley & Sons Ltd,
2014.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 049 | |a UAMI | ||
| 100 | 1 | |a Adalsteinsson, Gudni, |d 1967- | |
| 245 | 1 | 4 | |a The liquidity risk management guide : |b from policy to pitfalls / |c Gudni Adalsteinsson. |
| 264 | 1 | |a Chichester, West Sussex, UK : |b John Wiley & Sons Ltd, |c 2014. | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record and CIP data provided by publisher. | |
| 520 | |a "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. The recommendations are based on experiences from the recent financial crises, best practices and compliance with current and future regulatory requirements, with special emphasis on Basel III. Using the new 6 Step Framework, the book provides step-by-step guidance for the reader to build their liquidity management framework into a new overarching structure, which brings all the different parts of liquidity risk into one approach. Special attention is given to the challenges that banks currently face when adopting and implementing the Basel III liquidity requirements and guidance is given on how the new metrics can be integrated into the existing framework, providing the most value to the banks instead of being a regulatory reporting matter"-- |c Provided by publisher | ||
| 505 | 0 | |a The Liquidity Risk Management Guide; Contents; Preface; List of Figures; 1 Introduction; 1.1 The importance of an overarching liquidity risk management framework; 1.2 The '6 Step Framework'; 1.3 The structure of the book; 2 Primer in Banking; 2.1 Risk in banking; 2.1.1 Managing the risk; 2.1.2 The bank's balance sheet; 3 The ALM Function -- The Framework on Top of Liquidity Management; 3.1 ALM within risk, finance and the businesses; 3.1.1 Centralization versus decentralization; 3.1.2 Accounting and ALM; 3.2 The Asset-Liability Committee (ALCO); 3.3 Areas covered by ALCO | |
| 505 | 8 | |a 3.3.1 Interest rate risk management 3.3.2 Liquidity risk management; 3.3.3 Capital reporting and management; 3.3.4 Setting or recommending risk limits; 3.4 Enhanced role of the ALM unit; 4 Liquidity -- Background and Key Concepts; 4.1 Definitions and more definitions; 4.1.1 Liquidity -- definition; 4.1.2 Liquidity risk; 4.2 The liquidity gap; 4.3 The timing factor of liquidity risk: tactical, structural and contingent; 4.4 It's all about the 'L' word; 4.5 Liquidity, solvency and capital | |
| 505 | 8 | |a 4.6 Liquidity from a macroeconomic perspective -- the singular case of contagion risk and asymmetric information 5 The Appropriate Liquidity Framework -- Introduction to the '6 Step Framework'; 5.1 Setting the stage -- from policy to a practical framework; 5.2 The heightened regulatory focus on liquidity; 5.3 Recommended liquidity risk management framework -- The '6 Step Framework'; 6 Step I: Sources of Liquidity Risk; 6.1 The 10 Sources of Liquidity Risk; 6.1.1 Definition of retail and wholesale liabilities; 6.1.2 Wholesale funding risk; 6.1.3 Retail funding risk; 6.1.4 Intraday liquidity risk | |
| 505 | 8 | |a 6.1.5 Intragroup liquidity risk 6.1.6 Off-balance sheet liquidity risk; 6.1.7 Cross-currency liquidity risk; 6.1.8 Funding cost risk; 6.1.9 Asset risk; 6.1.10 Funding concentration risk; 6.1.11 Correlation and contagion risk; 7 Step II: Risk Appetite; 7.1 The risk appetite statement; 7.1.1 Eggs, omelettes and a free lunch in the Board room; 7.2 Drawing up a risk appetite statement; 7.2.1 Risk appetite set at the appropriate level; 7.2.2 Liquidity risk statement -- tolerance limit approach; 7.2.3 Liquidity risk statement -- survival time period or scenario-based approach | |
| 505 | 8 | |a 7.3 The liquidity reserve 7.3.1 A liquidity reserve or a liquidity buffer?; 7.3.2 How to review the risk appetite?; 8 Step III: Governance and High-Level Policy; 8.1 The role of the Board of directors; 8.2 The role of senior management; 8.2.1 First down then up again; 8.3 High-level liquidity policies and strategies; 8.4 Liquidity policy; 8.5 Funding strategy; 8.5.1 Examination of the business strategy/plan requirements; 8.5.2 Assessment of funding sources and their attractiveness; 8.5.3 Medium- and longer-term funding plans; 8.6 Funds transfer pricing | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Bank liquidity. | |
| 650 | 0 | |a Bank management. | |
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Asset-liability management. | |
| 650 | 2 | |a Risk Management | |
| 650 | 6 | |a Banques |x Liquidité. | |
| 650 | 6 | |a Banques |x Gestion. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 6 | |a Gestion des actifs et des passifs. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Asset-liability management |2 fast | |
| 650 | 7 | |a Bank liquidity |2 fast | |
| 650 | 7 | |a Bank management |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 758 | |i has work: |a The liquidity risk management guide (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGdHQpmtg3ThWy6xpYYTMd |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Adalsteinsson, Gudni, 1967- |t Liquidity management guide. |d Hoboken : Wiley, 2014 |z 9781118858004 |w (DLC) 2014007145 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1684793 |z Texto completo |
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