Liquidity Risk Management

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ISBN: 9780769886091
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ISBN: 9780769886107
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ISBN: 9780769886107
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Following the financial crisis of 2008, over 300 banks have failed, perhaps in part because too many of those bankers only saw liquidity risk management as a compliance exercise. Liquidity Risk Management covers all of the topics in the interagency policy on safety and soundness in liquidity risk management. The author, Leonard Matz, is often asked for a silver bullet answer to the question of how much “core deposit ” loss should be assumed in so-called “worst case” stress testing. There is no silver bullet, but the manual contains step-by-step instructions for applying the author's method, including new worksheets and sample liquidity contingency funding and liquidity risk contingency plans.

This book does not just discuss abstract concepts of managing liquidity risk; it also provides practical information and examples. It can be used as a management guide to liquidity risk, a regulatory compliance guide, and a resource for staff training.

The eBook versions of this title feature links to Lexis Advance for further legal research options.

Table of Contents

Summary Table of Contents

Chapter 1: Liquidity Risk Components and Characteristics

Chapter 2: Liquidity Risk Measurement Basics

Chapter 3: Scenario Analysis and Stress Levels

Chapter 4: Practical Stress Testing

Chapter 5: Buffers and Liquidity from Assets

Chapter 6: Measuring and Managing Liquidity Risk from Liabilities

Chapter 7: Managing Liquidity Risk

Chapter 8: Liquidity Costs and Pricing

Chapter 9: Contingency Planning

Chapter 10: Oversight, Reporting, Controls, and Compliance

Chapter 11: Perspectives

Appendix A: Liquidity Theories and Concepts

Glossary

Bibliography