06945nam 2200709 450 991081506410332120230912132040.01-118-41398-91-119-08794-51-118-41396-2(CKB)3710000000366203(EBL)1895442(SSID)ssj0001436802(PQKBManifestationID)11783079(PQKBTitleCode)TC0001436802(PQKBWorkID)11443055(PQKB)11077681(DLC) 2015004104(Au-PeEL)EBL1895442(CaPaEBR)ebr11027513(OCoLC)897882090(CaSebORM)9781118413982(MiAaPQ)EBC1895442(MiAaPQ)EBC4034951(EXLCZ)99371000000036620320150312h20152015 uy 0engurcnu||||||||txtccrLiquidity management a funding risk handbook /Aldo Soprano1st editionChichester, England :Wiley,2015.©20151 online resource (210 p.)Wiley Finance SeriesDescription based upon print version of record.1-118-41399-7 Includes bibliographical references and index.Liquidity Management; Contents; Acknowledgements; Introductory Note; 1 Funding and Market Liquidity; 1.1 Liquidity in the Financial Markets; 1.1.1 Definition of funding and liquidity risks; 1.2 Managing Liquidity Risk; 1.2.1 Liquidity risks framework; 1.2.2 Chief Risk Officers role; 1.3 Regulatory Frameworks; 1.3.1 Total net cash outflows; 1.3.2 Long-term funding requirements; 1.3.3 Banks funding; 1.3.4 Funding through securitization; 1.3.5 Behavioural changes of customers or investors; 1.3.6 Payment systems; 1.3.7 Correspondent and custody activities; 1.3.8 Accounting treatment and liquidity1.3.9 Diversification of funding sources 1.3.10 Rating agency approaches to internal methodologies; 1.3.11 Transparency to the market; 1.3.12 Contingency plans; 2 Short-Term Funding; 2.1 Cash Flow Ladder; 2.1.1 Contractual cash flows; 2.1.2 Rules for mapping flows on the maturity ladder; 2.1.3 Flows without contractual certainty; 2.1.4 Unexpected cash flows; 2.1.5 Funds available for refinancing; 2.1.6 Funds transferability; 2.1.7 Total ladder calculation; 2.2 Liquidity Coverage Ratio; 2.2.1 Regulatory prescriptions; 2.2.2 Liquid assets available for refinancing2.2.3 Total net cash outflows in the upcoming month 2.3 Liquidity Risk Indicators; 2.3.1 Using indicators; 2.3.2 Testing indicators; 2.3.3 Government bond yield curves and cross-spreads; 2.3.4 Credit default swap levels; 2.3.5 Foreign exchange cross-values; 2.3.6 Central bank refinancing; 2.3.7 Crisis indicators; 2.3.8 Risk aversion indexes; 2.4 Intraday Liquidity Risk; 2.4.1 Intraday liquidity management; 2.4.2 Cooperative mechanism; 2.4.3 Analysing the possible impact of the stressed scenario on intraday liquidity risk; 2.4.4 Haircuts to pledges; 2.4.5 Monitoring requirements2.4.6 Structural and intraday liquidity needs 2.4.7 Payment systems liquidity saving features; 2.4.8 Intraday liquidity risk in the case of Lehman Brothers; 2.4.9 Some intraday liquidity monitoring indicators; 2.4.10 Intraday liquidity stress scenarios; 2.5 Funding Concentration; 2.5.1 Significant counterparties; 2.5.2 Significant instruments/products; 2.5.3 Significant currencies; 2.5.4 Time buckets; 2.6 Measuring Asset Liquidity; 2.6.1 Standard liquidity ratio; 2.6.2 Determining implied spread; 3 Long-Term Balance; 3.1 Structural Funding; 3.1.1 Determining the available funding3.1.2 Required stable funding for assets 3.2 Customer Deposit Modelling; 3.2.1 Regulatory approaches on deposit stability; 3.2.2 Depositor behaviours; 3.2.3 Modelling assumptions and impacts on funding costs; 3.2.4 Dynamic regression models; 3.3 Stress Testing and Scenario Analysis; 3.3.1 Using stress testing to improve banks' own risk governance; 3.3.2 Liquidity stress testing rationale; 3.3.3 Improving controls; 3.3.4 Stress testing methodology; 3.3.5 Reverse stress testing; 3.3.6 Scenario analysis; 3.3.7 Internal capital and stress testing; 4 Liquidity Value At Risk4.1 Market Liquidity Effects"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 liquid 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"--Provided by publisher.Wiley finance series.Bank liquidityRisk managementBank liquidity.Risk management.658.15/5BUS027000bisacshSoprano Aldo1608385MiAaPQMiAaPQMiAaPQBOOK9910815064103321Liquidity management3935084UNINA03653oam 2200841I 450 991082604940332120240131151644.01-135-30903-51-138-99484-70-203-95132-81-135-30896-910.4324/9780203951323 (CKB)2550000001131034(EBL)1479816(OCoLC)861081701(SSID)ssj0001002262(PQKBManifestationID)12389370(PQKBTitleCode)TC0001002262(PQKBWorkID)10997970(PQKB)11489263(OCoLC)868970519(MiAaPQ)EBC1479816(Au-PeEL)EBL1479816(CaPaEBR)ebr10782754(CaONFJC)MIL530743(FINmELB)ELB133203(EXLCZ)99255000000113103420180331d2012 uy 0engur|n|---|||||txtccrPeering behind the curtain disability, illness, and the extraordinary body in contemporary theater /edited by Thomas Fahy and Kimball KingNew York :Routledge,2012.1 online resource (194 p.)Studies in Modern DramaFirst published in 2002 by Routledge.0-415-92997-0 1-299-99492-X Includes bibliographical references and index.Cover; Peering Behind the Curtain; Title Page; Copyright Page; Table of Contents; General Editor's Note; Peering behind the Curtain: An Introduction; Part I; Between Two Worlds: The Emerging Aesthetic of the National Theater of the Deaf; ""Better Me Than You"": Children of a Lesser God, Deaf Education, and Paternalism; Violence, Pain, Pleasure: Wit; Making an Art out of Suffering: Bill T. Jones's Uncle Tom; ""It Hurts?"": Afflicted Bodies in Beckett's Drama; Depression-the Undiagnosed Disability in Marsha Norman's 'night, Mother""Some Unheard-of Thing"": Freaks, Families, and Coming of Age in The Member of the WeddingYoung Doctors Come to See the Elephant Man; Part II; Acting without Limits: Profiles of Three Physically Disabled Performers; Two-Act Play; An Interview with James MacDonald; Balance Is Stillness; Contributors; IndexFirst Published in 2002. Routledge is an imprint of Taylor & Francis, an informa company.Studies in Modern DramaAmerican drama20th centuryHistory and criticismPeople with disabilities in literatureLiterature and medicineEnglish-speaking countriesHistory20th centuryEnglish drama20th centuryHistory and criticismAbnormalities, Human, in literatureHuman body in literatureDiseases in literatureMedicine in literatureSick in literatureAmerican dramaHistory and criticism.People with disabilities in literature.Literature and medicineHistoryEnglish dramaHistory and criticism.Abnormalities, Human, in literature.Human body in literature.Diseases in literature.Medicine in literature.Sick in literature.194Fahy Thomas Richard1593724King Kimball1593725MiAaPQMiAaPQMiAaPQBOOK9910826049403321Peering behind the curtain3913994UNINA02800nam 2200541 a 450 991081423050332120200520144314.01-283-25941-9978661325941790-485-1543-2(CKB)2670000000114360(EBL)770922(OCoLC)751962312(SSID)ssj0000637557(PQKBManifestationID)12251218(PQKBTitleCode)TC0000637557(PQKBWorkID)10684029(PQKB)10321371(MiAaPQ)EBC770922(EXLCZ)99267000000011436020111105d2009 uy 0dutur|n|---|||||txtccrDe KNAW en de Nederlandse wetenschap tussen 1930 en 1960 /onder redactie van G. Alberts en H.J. Zuidervaart met bijdragen van G. Alberts ... [et al.]Amsterdam KNAW Press20091 online resource (169 p.)Bijdragen tot de geschiedenis van de Koninklijke Nederlandse Akademie van Wetenschappen ;d. 9Description based upon print version of record.90-6984-579-2 Includes bibliographical references and index.De KNAW en de Nederlandse wetenschap tussen 1930 en 1960; Inhoud; Inleiding; De Akademie tijdens de bezetting; Niet 'het huis der wetenschap'; Natuurwetenschap in Nederland tussen 1930 en 1960; De sociologie in buiten- en binnenland: 1930-1960; Wytze Gerbens Hellinga als naoorlogs vernieuwer van de geesteswetenschappen; De rol der Akademie in de uitgeverij, tijdens en kort na de oorlog; Register van namenDe oorlogsjaren vormden voor de Koninklijke Nederlandse Akademie van Wetenschappen een periode zonder het predicaat 'Koninklijk'. De Tweede Wereldoorlog was geen periode van stilstand, niet voor de Nederlandse wetenschapsbeoefening en niet voor Akademie.Door in deze bundel een langere periode in beschouwing te nemen - 1930 tot 1960 - is het mogelijk de bewegingen van wetenschap en Akademie dwars door de oorlogsjaren heen te volgen. Door deze vernieuwende benadering worden de oorlogsjaren niet zozeer beschreven vanuit een bezettingsperspectief, maar worden ze beschouwd in termen van voortgaandeBijdragen tot de geschiedenis van de Koninklijke Nederlandse Akademie van Wetenschappen ;d. 9.ScienceNetherlandsHistory20th centuryScienceHistory900Alberts G1699704Zuidervaart H. J1134905MiAaPQMiAaPQMiAaPQBOOK9910814230503321De KNAW en de Nederlandse wetenschap tussen 1930 en 19604082172UNINA