Liquidity Management: A Funding Risk Handbook
By Aldo Soprano
()
Currently unavailable
Currently unavailable
About this ebook
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.
Related to Liquidity Management
Titles in the series (100)
Rumors in Financial Markets: Insights into Behavioral Finance Rating: 0 out of 5 stars0 ratingsRisk Quantification: Management, Diagnosis and Hedging Rating: 0 out of 5 stars0 ratingsModeling and Forecasting Electricity Loads and Prices: A Statistical Approach Rating: 0 out of 5 stars0 ratingsIntroduction to Private Equity Rating: 0 out of 5 stars0 ratingsCredit Risk Modeling using Excel and VBA Rating: 3 out of 5 stars3/5Derivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options Rating: 3 out of 5 stars3/5Property Derivatives: Pricing, Hedging and Applications Rating: 0 out of 5 stars0 ratingsFinancial Modelling in Python Rating: 3 out of 5 stars3/5Advanced Modelling in Finance using Excel and VBA Rating: 3 out of 5 stars3/5Financial Engineering with Finite Elements Rating: 0 out of 5 stars0 ratingsAn Introduction to International Capital Markets: Products, Strategies, Participants Rating: 0 out of 5 stars0 ratingsEquity Valuation: Models from Leading Investment Banks Rating: 0 out of 5 stars0 ratingsThe LIBOR Market Model in Practice Rating: 0 out of 5 stars0 ratingsPositive Alpha Generation: Designing Sound Investment Processes Rating: 0 out of 5 stars0 ratingsFinancial Applications using Excel Add-in Development in C / C++ Rating: 0 out of 5 stars0 ratingsMulti-moment Asset Allocation and Pricing Models Rating: 0 out of 5 stars0 ratingsStochastic Claims Reserving Methods in Insurance Rating: 3 out of 5 stars3/5Understanding Islamic Finance Rating: 5 out of 5 stars5/5Macrofinancial Risk Analysis Rating: 0 out of 5 stars0 ratingsRisk Management in Commodity Markets: From Shipping to Agriculturals and Energy Rating: 0 out of 5 stars0 ratingsExotic Options and Hybrids: A Guide to Structuring, Pricing and Trading Rating: 4 out of 5 stars4/5Islamic Capital Markets: Products and Strategies Rating: 0 out of 5 stars0 ratingsStructured Finance: The Object Oriented Approach Rating: 0 out of 5 stars0 ratingsThe Future of Banking: In a Globalised World Rating: 0 out of 5 stars0 ratingsCredit Derivatives: Trading, Investing, and Risk Management Rating: 0 out of 5 stars0 ratingsThe Art of Credit Derivatives: Demystifying the Black Swan Rating: 4 out of 5 stars4/5The Fundamentals of Hedge Fund Management: How to Successfully Launch and Operate a Hedge Fund Rating: 0 out of 5 stars0 ratingsPlumbers and Visionaries: Securities Settlement and Europe's Financial Market Rating: 0 out of 5 stars0 ratingsMeasuring Operational and Reputational Risk: A Practitioner's Approach Rating: 5 out of 5 stars5/5Commodity Derivatives: Markets and Applications Rating: 4 out of 5 stars4/5
Finance & Money Management For You
Capitalism and Freedom Rating: 4 out of 5 stars4/5Set for Life: An All-Out Approach to Early Financial Freedom Rating: 4 out of 5 stars4/5The Intelligent Investor, Rev. Ed: The Definitive Book on Value Investing Rating: 4 out of 5 stars4/5The Great Awakening: Defeating the Globalists and Launching the Next Great Renaissance Rating: 4 out of 5 stars4/5The Great Reset: And the War for the World Rating: 4 out of 5 stars4/5The Tax and Legal Playbook: Game-Changing Solutions To Your Small Business Questions Rating: 3 out of 5 stars3/5The Psychology of Money: Timeless lessons on wealth, greed, and happiness Rating: 5 out of 5 stars5/5Principles: Life and Work Rating: 4 out of 5 stars4/5Financial Words You Should Know: Over 1,000 Essential Investment, Accounting, Real Estate, and Tax Words Rating: 4 out of 5 stars4/5The 7 Habits of Highly Effective People: 15th Anniversary Infographics Edition Rating: 5 out of 5 stars5/5Buy, Rehab, Rent, Refinance, Repeat: The BRRRR Rental Property Investment Strategy Made Simple Rating: 5 out of 5 stars5/5The Richest Man in Babylon Rating: 4 out of 5 stars4/5Good to Great: Why Some Companies Make the Leap...And Others Don't Rating: 4 out of 5 stars4/5The Book on Advanced Tax Strategies: Cracking the Code for Savvy Real Estate Investors Rating: 4 out of 5 stars4/5Just Keep Buying: Proven ways to save money and build your wealth Rating: 5 out of 5 stars5/5Built to Last: Successful Habits of Visionary Companies Rating: 4 out of 5 stars4/5The Win-Win Wealth Strategy: 7 Investments the Government Will Pay You to Make Rating: 0 out of 5 stars0 ratingsThe Total Money Makeover by Dave Ramsey: Summary and Analysis Rating: 4 out of 5 stars4/5All Your Worth: The Ultimate Lifetime Money Plan Rating: 5 out of 5 stars5/5Quiet Leadership: Six Steps to Transforming Performance at Work Rating: 4 out of 5 stars4/5Strategy Skills: Techniques to Sharpen the Mind of the Strategist Rating: 4 out of 5 stars4/5How to Make Money in Stocks: A Winning System in Good Times and Bad, Fourth Edition Rating: 5 out of 5 stars5/5Wealthology: The Science of Smashing Money Blocks Rating: 3 out of 5 stars3/5The Freedom Shortcut: How Anyone Can Generate True Passive Income Online, Escape the 9-5, and Live Anywhere Rating: 5 out of 5 stars5/5
Reviews for Liquidity Management
0 ratings0 reviews