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Liquidity Management A Funding Risk Handbook 1st Edition Aldo Soprano

  • SKU: BELL-4990438
Liquidity Management A Funding Risk Handbook 1st Edition Aldo Soprano
$ 31.00 $ 45.00 (-31%)

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Liquidity Management A Funding Risk Handbook 1st Edition Aldo Soprano instant download after payment.

Publisher: Wiley
File Extension: PDF
File size: 1.84 MB
Pages: 208
Author: Aldo Soprano
ISBN: 9781118413999, 1118413997
Language: English
Year: 2015
Edition: 1

Product desciption

Liquidity Management A Funding Risk Handbook 1st Edition Aldo Soprano by Aldo Soprano 9781118413999, 1118413997 instant download after payment.

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.

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