1.

Record Nr.

UNINA9910830292303321

Autore

Duttweiler Rudolf

Titolo

Managing liquidity in banks [[electronic resource] ] : a top down approach / / Rudolf Duttweiler

Pubbl/distr/stampa

Chichester, U.K., : John Wiley & Sons, c2009

ISBN

1-119-99109-9

1-119-20641-3

1-282-46082-X

9786612460821

0-470-74712-9

Descrizione fisica

1 online resource (306 p.)

Disciplina

332.1

332.1068/1

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 (p. [267]-270) and index.

Nota di contenuto

Managing Liquidity in Banks; Contents; Foreword; Preface; Acknowledgements; About the Author; 1 Liquidity and Risk: Some Basics; 2 Liquidity in the Context of Business and Financial Policy; 3 Liquidity as an Element of Banking Risk; 4 A Policy Framework for Liquidity; 5 Conceptual Considerations on Liquidity Management; 6 Quantitative Aspects of Liquidity Management; 7 The Concept in Practice; 8 Acting Within the Supervisory Frame; Bibliography; Index

Sommario/riassunto

""Liquidity risk is a topic growing immensely in importance in risk management. It has been much neglected by financial institutions and regulators in recent years and receives, in the course of the sub-prime crisis, sudden and great attention. This book is well-structured and provides a comprehensive and systematic approach to the topic. It will help risk controllers to systematically set up a liquidity risk framework in their bank.""-Peter NEU, European Risk Team Leader, The Boston Consulting Group, and co author of Liquidity Risk Measurement and Management ""Mr Duttweile