The Liquidity Risk Management Guide (eBook)

From Policy to Pitfalls

Gudni Adalsteinsson (Autor)

eBook Download: PDF

2014 | 1. Auflage
216 Seiten
John Wiley & Sons (Verlag)
978-1-118-85802-8 (ISBN)

Infos

Liquidity risk is in the spotlight of both regulators and
management teams across the banking industry. The European banking
regulator has introduced and implemented a stronger liquidity
regulatory framework and local regulators have made liquidity a top
priority on their supervisory agenda. Banks have accordingly
followed suit. Liquidity risk is now a topic widely discussed
in boardrooms as banks strive to set up a strong and efficient
liquidity risk management framework which, while maintaining
sufficient resources, does not jeopardize the necessary
profitability and return targets.

The Liquidity Risk Management Guide: From Policy to
Pitfalls is practical guide for banks and risk professionals to
proactively manage liquidity risk in a systemic way. The book
sets out its own comprehensive framework, which includes all the
various and critical components of liquidity risk management.
The recommendations are based on experiences from the recent
financial crises, best practices and compliance with current and
future regulatory requirements, with special emphasis on Basel
III.

Using the new 6 Step Framework, the book provides step-by-step
guidance for the reader to build their liquidity management
framework into a new overarching structure, which brings all the
different parts of liquidity risk into one approach. Special
attention is given to the challenges that banks currently face when
adopting and implementing the Basel III liquidity requirements and
guidance is given on how the new metrics can be integrated into the
existing framework, providing the most value to the banks instead
of being a regulatory reporting matter.

Autor

GUDNI ADALSTEINSSON is the manager for Asset Liability and Management at one of the Irish banks in the UK, responsible for overall balance sheet management. His experience ranges from running the group treasury for a European bank during the credit crunch, working for the Financial Services Authority, to providing liquidity advice to UK banks. Adalsteinsson was a group treasurer for an Icelandic bank during the unprecedented liquidity shocks of 2008, which offered him first-hand experience of liquidity risk management under severe crisis. Between the years of 1998 and 2005, he was an executive director at Lehman Brothers and Credit Suisse in London and Frankfurt, advising German banks on their liquidity and structured credit investments. He has been a board member of banks in the UK and Denmark. Adalsteinsson holds an MBA degree from the University of Cambridge and a bachelor's degree in economics from the University of Iceland.

Produkt-Details

• Erscheint lt. Verlag: 2.5.2014
• Reihe/Serie: Wiley Finance Series
• Sprache: englisch
• Themenwelt: Recht / Steuern ► Wirtschaftsrecht
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• Schlagworte: Finance & Investments • Finanz- u. Anlagewesen • Finanzwesen
• ISBN-10: 1-118-85802-6 / 1118858026
• ISBN-13: 978-1-118-85802-8 / 9781118858028