Liquidity Management (eBook)

A Funding Risk Handbook

Aldo Soprano (Autor)

eBook Download: PDF

2015 | 1. Auflage
208 Seiten
John Wiley & Sons (Verlag)
978-1-118-41396-8 (ISBN)

Infos

Robust management of liquidity risk within the changing
regulatory framework

Liquidity Management applies current risk management
theory, techniques, and processes to liquidity risk control and
management to help organizations prepare in case of future economic
crisis and changing regulatory framework. Based on extensive
research conducted on banks' datasets, this book addresses the
practical challenges and critical issues that frequently go
unmentioned, and discusses the recent impact of sovereign crises on
banks' liquidity processes and approaches. Market practices and
regulatory stances are reviewed and compared to bank treasuries'
response to liquidity crunches, refinancing risks are explored in
the context of Basel 3, and alternative funding is analyzed in
terms of resilience and allocation. Coverage includes the recent
crisis, new regulations, and the techniques, processes, and
strategies banks use in managing liquidity risk.

The 2008 and 2010 crises brought liquidity risk out of the
shadows as even profitable and well-capitalized banks were swept
away with breathtaking speed. This book reviews modeling and
internal process design in the context of the structural change in
market conditions on banks' refinancing and control requirements,
helping readers rethink and re-design their organization's approach
to liquidity risk.

* Understand the new liquidity regulatory framework and the
implications for banks

* Study the latest liquidity measurement models, with stress
testing and scenario analysis

* Discover the effect of illiquid financing markets and possible
lasting impacts

* Compare market liquidity and warning signals that detect
further deterioration

With much of the world still reeling from history, it's
important 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 mitigate
risks with an eye toward greater stability and security.
Liquidity Management is a thorough, comprehensive guide to a
more robust management of liquidity risk.

Autor

ALDO SOPRANO is Head of Group Price Control at Unicredit and prior to that was in charge of Short Term Liquidity Risks and Operational Risk Management. He worked at Barclays Capital in London, served on the board of Pioneer Alternative Investments and Chaired the IIF working group on operational risks and is Board member of UniCredit Bank Ireland. He is the author of articles on risk management and presents at international conferences.

Produkt-Details

• Erscheint lt. Verlag: 26.2.2015
• Reihe/Serie: Wiley Finance Series
• Sprache: englisch
• Themenwelt: Recht / Steuern ► Wirtschaftsrecht
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• Themenwelt: Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Bankbetriebslehre
• Schlagworte: Finance & Investments • Finanz- u. Anlagewesen • Institutional & Corporate Finance • Institutionelle Finanzplanung
• ISBN-10: 1-118-41396-2 / 1118413962
• ISBN-13: 978-1-118-41396-8 / 9781118413968