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Liquidity Risk Management in Banks

Economic and Regulatory Issues

Roberto Ruozi, Pierpaolo Ferrari (Autoren)

Buch | Softcover

V, 54 Seiten

2012 | 2013
Springer Berlin (Verlag)
978-3-642-29580-5 (ISBN)

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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.

Pierpaolo Ferrari is associate professor of financial markets and institutions at University of Brescia and SDA professor at Bocconi University, Milan, Italy, where he teaches Financial Markets. He holds a M.Sc. in business administration at Bocconi University and a Ph.D. in financial markets and institutions at University of Siena, Italy. Roberto Ruozi is emeritus professor of financial markets and institutions at Bocconi University, Milan, Italy. He has been Rector of Bocconi from 1994 to 2000 and has taught at University of Siena, Ancona, Parma (Italy) and Sorbonne, Paris (France). He is a member of the board of banks, insurance companies and industrial companies.

Introduction.- Liquidity Risk: Economic Issues.- Liquidity Risk: Regulatory Issues.- Economic Impacts of the New Regulation.- Conclusions.

Erscheint lt. Verlag	21.9.2012
Reihe/Serie	SpringerBriefs in Finance
Zusatzinfo	V, 54 p. 4 illus.
Verlagsort	Berlin
Sprache	englisch
Maße	155 x 235 mm
Gewicht	118 g
Themenwelt	Mathematik / Informatik ► Mathematik
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
Schlagworte	Basel III • Funding Liquidity Risk • liquidity risk • Market Liquidity Risk
ISBN-10	3-642-29580-0 / 3642295800
ISBN-13	978-3-642-29580-5 / 9783642295805
Zustand	Neuware