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Liquidity risk :managing funding and...

Banks, Erik,

Liquidity risk :managing funding and asset risk /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Liquidity risk :Erik Banks.
其他題名:	managing funding and asset risk /
作者:	Banks, Erik,
面頁冊數:	1 online resource (xviii, 300 pages) :illustrations.
標題:	Asset-liability management.
電子資源:	http://www.palgraveconnect.com/doifinder/10.1057/9781137374400
ISBN:	1137374403 (electronic bk.)

Liquidity risk :managing funding and asset risk /
Banks, Erik,

Liquidity risk :managing funding and asset risk /Erik Banks. - Second Edition. - 1 online resource (xviii, 300 pages) :illustrations.

Includes bibliographical references (pages 294-296) and index.

PART I: ELEMENTS OF CORPORATE LIQUIDITY -- 1. Liquidity Risk Defined -- 2. Liquidity and Financial Operations -- 3. Sources of Liquidity -- PART II: LIQUIDITY PROBLEMS -- 4. Funding Liquidity Risk -- 5. Asset Liquidity Risk -- 6. Liquidity Spirals and Financial Distress -- 7. Case Studies in Liquidity Mismanagement -- PART III: MANAGING LIQUIDITY RISKS -- 8. Measuring Liquidity Risk -- 9. Controlling Liquidity Risk -- 10. Liquidity Crisis Management -- 11. New Regulatory Initiatives -- Summary: The Future of Active Liquidity Risk Management.

The financial world has undergone a fundamental transformation. The crisis of 2007-2008, which was so devastating in its reach and consequences has transformed many aspects of the markets and has altered conventional wisdom regarding prudent risk management. Much has rightly been written on the crisis and the 'lessons learned'; many 'post mortems' have been performed on failed and rescued institutions; new regulatory edicts and rules have been drafted and put into action, and new techniques of risk-taking and risk management have emerged. But perhaps most importantly, the financial crisis demonstrated that liquidity is the most vital component of a properly functioning financial system ��it is the essential lifeblood of banks and other financial institutions, and, by direct extension, the essential lifeblood of all other parts of the corporate and governmental world. In Liquidity Risk: Managing Asset and Funding Risk, Erik Banks reflects on the current thinking and ideas to provide a roadmap on the new rules, regulations and governance processes for sound liquidity risk management. Significantly revised and reflecting the very latest changes in the landscape, the book considers the effects of illiquidity on the development and expansion of the financial crisis, and how lack of liquidity brought various major financial institutions to the point of financial distress. New regulatory liquidity measures, such as those contained in Basel III, Solvency II, the Dodd Frank Act and the FSA's prudential rules, are analyzed. New corporate risk management issues are also considered, including those related to liquidity risk governance and culture, liquidity risk appetite, and liquidity risk pricing. In addition, key measurement techniques, which are rapidly becoming the standard, are discussed in detail; these include vital measures such as high quality liquid assets and liquidity buffers, defensive intervals, liquidity coverage ratios, net stable funding ratios, liquidity gaps, counterbalancing capacity, behavioral maturities and multi-step stress tests. The framework that emerges from this new and revised material is essential reading for those interested in effectively managing liquidity risks.

ISBN: 1137374403 (electronic bk.)

Source: 707698Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:

208214
Asset-liability management.
Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HG4028.C45 / B363 2014

Dewey Class. No.: 658.15/2

Liquidity risk :managing funding and asset risk /
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020 $a 1137374403 (electronic bk.)
020 $a 9781137374400 (electronic bk.)
035 $a (OCoLC)874832405
035 $a ocn874832405
037 $a 707698 $b Palgrave Macmillan $n http://www.palgraveconnect.com
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100 1 $a Banks, Erik, $e author. $3 591255
245 1 0 $a Liquidity risk : $b managing funding and asset risk / $c Erik Banks.
250 $a Second Edition.
264 1 $a Houndmills, Basingstoke, Hampshire : $b Palgrave Macmillan, $c 2014.
300 $a 1 online resource (xviii, 300 pages) : $b illustrations.
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 (pages 294-296) and index.
505 0 $a PART I: ELEMENTS OF CORPORATE LIQUIDITY -- 1. Liquidity Risk Defined -- 2. Liquidity and Financial Operations -- 3. Sources of Liquidity -- PART II: LIQUIDITY PROBLEMS -- 4. Funding Liquidity Risk -- 5. Asset Liquidity Risk -- 6. Liquidity Spirals and Financial Distress -- 7. Case Studies in Liquidity Mismanagement -- PART III: MANAGING LIQUIDITY RISKS -- 8. Measuring Liquidity Risk -- 9. Controlling Liquidity Risk -- 10. Liquidity Crisis Management -- 11. New Regulatory Initiatives -- Summary: The Future of Active Liquidity Risk Management.
520 $a The financial world has undergone a fundamental transformation. The crisis of 2007-2008, which was so devastating in its reach and consequences has transformed many aspects of the markets and has altered conventional wisdom regarding prudent risk management. Much has rightly been written on the crisis and the 'lessons learned'; many 'post mortems' have been performed on failed and rescued institutions; new regulatory edicts and rules have been drafted and put into action, and new techniques of risk-taking and risk management have emerged. But perhaps most importantly, the financial crisis demonstrated that liquidity is the most vital component of a properly functioning financial system ��it is the essential lifeblood of banks and other financial institutions, and, by direct extension, the essential lifeblood of all other parts of the corporate and governmental world. In Liquidity Risk: Managing Asset and Funding Risk, Erik Banks reflects on the current thinking and ideas to provide a roadmap on the new rules, regulations and governance processes for sound liquidity risk management. Significantly revised and reflecting the very latest changes in the landscape, the book considers the effects of illiquidity on the development and expansion of the financial crisis, and how lack of liquidity brought various major financial institutions to the point of financial distress. New regulatory liquidity measures, such as those contained in Basel III, Solvency II, the Dodd Frank Act and the FSA's prudential rules, are analyzed. New corporate risk management issues are also considered, including those related to liquidity risk governance and culture, liquidity risk appetite, and liquidity risk pricing. In addition, key measurement techniques, which are rapidly becoming the standard, are discussed in detail; these include vital measures such as high quality liquid assets and liquidity buffers, defensive intervals, liquidity coverage ratios, net stable funding ratios, liquidity gaps, counterbalancing capacity, behavioral maturities and multi-step stress tests. The framework that emerges from this new and revised material is essential reading for those interested in effectively managing liquidity risks.
588 $a Description based on print version record.
650 0 $a Asset-liability management. $3 208214
650 0 $a Cash management. $3 207962
650 0 $a Liquidity (Economics) $3 321761
650 0 $a Risk management. $3 174339
655 7 $a Electronic books. $2 local. $3 214472
710 2 $a Palgrave Connect (Online service) $3 459825
776 0 8 $i Print version: $a Banks, Erik. $t Liquidity risk. $b Second Edition $z 9781137374394 $w (DLC) 2014000975 $w (OCoLC)857981698
856 4 0 $3 Palgrave Connect $u http://www.palgraveconnect.com/doifinder/10.1057/9781137374400