Liquidity Risk Management

Author : Shyam Venkat
Publisher : John Wiley & Sons
ISBN 13 : 1118881923
Total Pages : 309 pages
Book Rating : 4.27/5 ( download)

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Download or read book Liquidity Risk Management written by Shyam Venkat and published by John Wiley & Sons. This book was released on 2016-03-28 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: The most up-to-date, comprehensive guide on liquidity risk management—from the professionals Written by a team of industry leaders from the Price Waterhouse Coopers Financial Services Regulatory Practice, Liquidity Risk Management is the first book of its kind to pull back the curtain on a global approach to liquidity risk management in the post-financial crisis. Now, as a number of regulatory initiatives emerge, this timely and informative book explores the real-world implications of risk management practices in today's market. Taking a clear and focused approach to the operational and financial obligations of liquidity risk management, the book builds upon a foundational knowledge of banking and capital markets and explores in-depth the key aspects of the subject, including governance, regulatory developments, analytical frameworks, reporting, strategic implications, and more. The book also addresses management practices that are particularly insightful to liquidity risk management practitioners and managers in numerous areas of banking organizations. Each chapter is authored by a Price Waterhouse Coopers partner or director who has significant, hands-on expertise Content addresses key areas of the subject, such as liquidity stress testing and information reporting Several chapters are devoted to Basel III and its implications for bank liquidity risk management and business strategy Includes a dedicated, current, and all-inclusive look at liquidity risk management Complemented with hands-on insight from the field's leading authorities on the subject, Liquidity Risk Management is essential reading for practitioners and managers within banking organizations looking for the most current information on liquidity risk management.

Author : Roberto Ruozi
Publisher : Springer Science & Business Media
ISBN 13 : 3642295800
Total Pages : 59 pages
Book Rating : 4.05/5 ( download)

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Download or read book Liquidity Risk Management in Banks written by Roberto Ruozi and published by Springer Science & Business Media. This book was released on 2012-09-21 with total page 59 pages. Available in PDF, EPUB and Kindle. Book excerpt: The recent turmoil on financial markets has made evident the importance of efficient liquidity risk management for the stability of banks. The measurement and management of liquidity risk must take into account economic factors such as the impact area, the timeframe of the analysis, the origin and the economic scenario in which the risk becomes manifest. Basel III, among other things, has introduced harmonized international minimum requirements and has developed global liquidity standards and supervisory monitoring procedures. The short book analyses the economic impact of the new regulation on profitability, on assets composition and business mix, on liabilities structure and replacement effects on banking and financial products.​

Author : Antonio Castagna
Publisher : John Wiley & Sons
ISBN 13 : 1119990246
Total Pages : 600 pages
Book Rating : 4.46/5 ( download)

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Download or read book Measuring and Managing Liquidity Risk written by Antonio Castagna and published by John Wiley & Sons. This book was released on 2013-09-03 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: A fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk Written for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, though thoroughly grounded in theory, the book begins with the basics of liquidity risks and, using examples pulled from the recent financial crisis, how they manifest themselves in financial institutions. The book then goes on to look at tools which can be used to measure liquidity risk, discussing risk monitoring and the different models used, notably financial variables models, credit variables models, and behavioural variables models, and then at managing these risks. As well as looking at the tools necessary for effective measurement and management, the book also looks at and discusses current regulation and the implication of new Basel regulations on management procedures and tools.

Author : Leonard Matz
Publisher : John Wiley & Sons
ISBN 13 : 0470821825
Total Pages : 413 pages
Book Rating : 4.24/5 ( download)

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Download or read book Liquidity Risk Measurement and Management written by Leonard Matz and published by John Wiley & Sons. This book was released on 2006-11-10 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: Major events such as the Asian crisis in 1997, the Russian default on short-term debt in 1998, the downfall of the hedge fund long-term capital management in 1998 and the disruption in payment systems following the World Trade Center attack in 2001, all resulted in increased management’s attention to liquidity risk. Banks have realized that adequate systems and processes for identifying, measuring, monitoring and controlling liquidity risks help them to maintain a strong liquidity position, which in turn will increase the confidence of investors and rating agencies as well as improve funding costs and availability. Liquidity Risk Measurement and Management: A Practitioner’s Guide to Global Best Practices provides the best practices in tools and techniques for bank liquidity risk measurement and management. Experienced bankers and highly regarded liquidity risk experts share their insights and practical experiences in this book.

Author : Gudni Adalsteinsson
Publisher : John Wiley & Sons
ISBN 13 : 111885800X
Total Pages : 229 pages
Book Rating : 4.04/5 ( download)

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Download or read book The Liquidity Risk Management Guide written by Gudni Adalsteinsson and published by John Wiley & Sons. This book was released on 2014-07-21 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Leonard Matz
Publisher : Xlibris Corporation
ISBN 13 : 1462892450
Total Pages : 400 pages
Book Rating : 4.57/5 ( download)

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Download or read book Liquidity Risk Measurement and Management written by Leonard Matz and published by Xlibris Corporation. This book was released on 2011-07-20 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Villains for the Great Meltdown of 2007-2008 seem plentiful. But the very concept of finding and punishing villains misses the target. Ideally, we learn from past failures. We perfect our craft. Lessons to be learned from the Great Meltdown are not just plentiful - they are also insightful. In LIQUIDITY RISK MEASUREMENT AND MANAGENT -- BASEL III AND BEYOND, Mr. Matz provides detailed, practical analysis and recommendations covering every aspect of liquidity risk measurement and management. * Examples of what went wrong are used extensively. * Best practices procedures are explained. * New regulatory guidance - both qualitative and quantitative, including Basel III - is discussed in detail.* Source material and examples from many countries are included.This is the "how to guide" for liquidity risk managers in financial institutions around the globe.

Author : Aldo Soprano
Publisher : John Wiley & Sons
ISBN 13 : 1118413962
Total Pages : 208 pages
Book Rating : 4.68/5 ( download)

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Download or read book Liquidity Management written by Aldo Soprano and published by John Wiley & Sons. This book was released on 2015-02-26 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robust management of liquidity risk within the changingregulatory framework Liquidity Management applies current risk managementtheory, techniques, and processes to liquidity risk control andmanagement to help organizations prepare in case of future economiccrisis and changing regulatory framework. Based on extensiveresearch conducted on banks' datasets, this book addresses thepractical challenges and critical issues that frequently gounmentioned, and discusses the recent impact of sovereign crises onbanks' liquidity processes and approaches. Market practices andregulatory stances are reviewed and compared to bank treasuries'response to liquidity crunches, refinancing risks are explored inthe context of Basel 3, and alternative funding is analyzed interms of resilience and allocation. Coverage includes the recentcrisis, new regulations, and the techniques, processes, andstrategies banks use in managing liquidity risk. The 2008 and 2010 crises brought liquidity risk out of theshadows as even profitable and well-capitalized banks were sweptaway with breathtaking speed. This book reviews modeling andinternal process design in the context of the structural change inmarket conditions on banks' refinancing and control requirements,helping readers rethink and re-design their organization's approachto liquidity risk. Understand the new liquidity regulatory framework and theimplications for banks Study the latest liquidity measurement models, with stresstesting and scenario analysis Discover the effect of illiquid financing markets and possiblelasting impacts Compare market liquidity and warning signals that detectfurther deterioration With much of the world still reeling from history, it'simportant that liquidity risk become a major focus going forward.This practical guide provides valuable information, but also real,actionable steps that can be taken today to forecast and mitigaterisks with an eye toward greater stability and security.Liquidity Management is a thorough, comprehensive guide to amore robust management of liquidity risk.

Author : Moorad Choudhry
Publisher : John Wiley & Sons
ISBN 13 : 1119755689
Total Pages : 868 pages
Book Rating : 4.85/5 ( download)

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Download or read book The Principles of Banking written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2022-09-22 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt: A timely and robust discussion of responsible bank stewardship and practice. The Second Edition of The Principles of Banking offers banking professionals, regulators, and students from a variety of backgrounds an authoritative and practical discussion of the foundations of modern banking and good banking practice. In the book, you'll find a comprehensive roadmap to a more sustainable business model for your banking organization. The author draws on his many years' experience as a commercial and investment banker as he explains the original principles of banking—including sound lending policy, capital management, and liquidity risk management—as well as new material covering the impact of COVID-19 on banks, risk management, and balance sheet management. The Principles of Banking also provides recommendations for bank asset-liability management best practices that enable banks to deliver optimized balance sheets for the benefit of all stakeholders. It also includes new chapters in market risk management, foreign exchange risk management, interest rate risk, and credit risk policy and management. An essential update to a widely read and taught banking text, The Principles of Banking, Second Edition is an indispensable resource for banking professionals and students everywhere.

Author : E. Banks
Publisher : Springer
ISBN 13 : 0230508111
Total Pages : 230 pages
Book Rating : 4.18/5 ( download)

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Download or read book Liquidity Risk written by E. Banks and published by Springer. This book was released on 2004-09-24 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: Much critical attention has been given in recent years to market and credit risks, which have a significant effect on corporate and financial operations and must be understood and managed with care. While these areas have rightly received considerable scrutiny, another critical dimension of financial risk - based on corporate liquidity - has been largely overlooked. Liquidity risk is the risk of loss arising from an inability to quickly realise asset value or obtain funding and can be damaging if not properly considered or actively managed. Lack of liquidity can lead to large losses in asset/liability portfolios and off balance sheet activities and in extreme cases can trigger financial distress and insolvency. Liquidity Risk is a comprehensive treatment of the topic focusing on the nature of the risk, problems that arise in asset and funding liquidity and mechanisms that can be developed to monitor, measure and control such risks.

Author : Pooya Farahvash
Publisher : John Wiley & Sons
ISBN 13 : 1119701880
Total Pages : 1056 pages
Book Rating : 4.80/5 ( download)

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Download or read book Asset-Liability and Liquidity Management written by Pooya Farahvash and published by John Wiley & Sons. This book was released on 2020-06-16 with total page 1056 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asset-Liability and Liquidity Management distils the author’s extensive experience in the financial industry, and ALM in particular, into concise and comprehensive lessons. Each of the topics are covered with a focus on real-world applications, based on the author’s own experience in the industry. The author is the Vice President of Treasury Modeling and Analytics at American Express. He is also an adjunct Professor at New York University, teaching a variety of analytical courses. Learn from the best as Dr. Farahvash takes you through basic and advanced topics, including: The fundamentals of analytical finance Detailed explanations of financial valuation models for a variety of products The principle of economic value of equity and value-at-risk The principle of net interest income and earnings-at-risk Liquidity risk Funds transfer pricing A detailed Appendix at the end of the book helps novice users with basic probability and statistics concepts used in financial analytics.