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The liquidity 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. Banks h...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex :
John Wiley & Sons,
2014.
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | OR_ocn906580098 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr unu|||||||| | ||
| 008 | 150406s2014 enka ob 001 0 eng d | ||
| 040 | |a UMI |b eng |e rda |e pn |c UMI |d OCLCF |d COO |d OCLCQ |d UAB |d AU@ |d UKAHL |d SFB |d OCLCO |d OCLCQ |d OCLCO | ||
| 020 | |a 111885800X | ||
| 020 | |a 9781118858004 | ||
| 020 | |a 9781118858028 |q (e-book) | ||
| 020 | |a 1118858026 |q (e-book) | ||
| 020 | |z 9781118858004 | ||
| 035 | |a (OCoLC)906580098 | ||
| 037 | |a CL0500000576 |b Safari Books Online | ||
| 050 | 4 | |a HG1656 | |
| 082 | 0 | 4 | |a 332.1068/1 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Adalsteinsson, Gudni, |d 1967- |e author. | |
| 245 | 1 | 4 | |a The liquidity management guide : |b from policy to pitfalls / |c Gudni Adalsteinsson. |
| 264 | 1 | |a Chichester, West Sussex : |b John Wiley & Sons, |c 2014. | |
| 300 | |a 1 online resource (1 volume) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 588 | 0 | |a Print version record. | |
| 504 | |a Includes bibliographical references and index. | ||
| 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 | |
| 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. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Bank liquidity. | |
| 650 | 0 | |a Bank management. | |
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Asset-liability 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 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 | |
| 776 | 0 | 8 | |i Print version: |a Adalsteinsson, Gudni, 1967- |t Liquidity management guide. |d Chichester : John Wiley & Sons, 2014 |z 9781118858004 |w (OCoLC)883894509 |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9781118858011/?ar |z Texto completo (Requiere registro previo con correo institucional) |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH26773589 | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH26458467 | ||
| 994 | |a 92 |b IZTAP | ||