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Liquidity risk management : a practitioner's perspective

By: Venkat, Shyam, 1962-
Title By: Baird, Stephen, 1966-
Material type: BookSeries: Wiley finance.Publisher: Hoboken : Wiley, c2016.Description: vii, 292 p. : ill. ; 24 cm.ISBN: 9781118881927Subject(s): Bank liquidity -- Management | Banks and banking -- Risk management | Financial risk management | BUSINESS & ECONOMICS / Banks & BankingDDC classification: 332.1068/1 Online resources: Location Map
Summary:
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.
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Item type Home library Call number Status Date due Barcode Item holds
REGULAR University of Wollongong in Dubai
Main Collection 		332.10681 VE LI (Browse shelf) Available T0011354
Total holds: 0

Includes index.

ch. 1 Introduction /​ Stephen Baird pt. ONE Measuring and Managing Liquidity Risk ch. 2 A New Era of Liquidity Risk Management /​ Shyam Venkat ch. 3 Liquidity Stress Testing /​ Stephen Baird ch. 4 Intraday Liquidity Risk Management /​ Stephen Baird ch. 5 The Convergence of Collateral and Liquidity /​ Gaurav Joshi ch. 6 Early Warning Indicators /​ Girish Adake ch. 7 Contingency Funding Planning /​ Richard Tuosto ch. 8 Liquidity Risk Management Information Systems /​ Chi Lai ch. 9 Recovery and Resolution Planning -Liquidity /​ Daniel Shanks pt. TWO The Regulatory Environment of Liquidity Risk Supervision ch. 10 Supervisory Perspectives on Liquidity Risk Management /​ Kevin Clarke ch. 11 LCR, NSFR, and Their Challenges /​ John Elliott pt. THREE Optimizing Business Practices ch. 12 Strategic and Tactical Implications of the New Requirements /​ Hortense Huez Contents note continued: ch. 13 Funds Transfer Pricing and the Basel III Framework /​ Daniel Delean ch. 14 Liquidity and Funding Disclosures /​ Alejandro Johnston.

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.

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