1.

Record Nr.

UNINA9910438074803321

Autore

Ruozi Roberto

Titolo

Liquidity risk management in banks : economic and regulatory issues / / Roberto Ruozi, Pierpaolo Ferrari

Pubbl/distr/stampa

New York, : Springer, 2013

ISBN

1-283-62716-7

3-642-29581-9

9786613939616

Edizione

[1st ed. 2013.]

Descrizione fisica

1 online resource (58 p.)

Collana

SpringerBriefs in finance, , 2193-1720

Altri autori (Persone)

FerrariPierpaolo

Disciplina

332.10681

Soggetti

Bank liquidity

Bank management

Banks and banking - Risk management

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

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

Sommario/riassunto

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.