LEADER 05317nam 2200685 450 001 9910132202503321 005 20230803202400.0 010 $a1-118-85803-4 010 $a1-118-85802-6 035 $a(CKB)3710000000107685 035 $a(EBL)1684793 035 $a(SSID)ssj0001216483 035 $a(PQKBManifestationID)11702979 035 $a(PQKBTitleCode)TC0001216483 035 $a(PQKBWorkID)11197283 035 $a(PQKB)11591647 035 $a(OCoLC)879424292 035 $a(MiAaPQ)EBC1684793 035 $a(Au-PeEL)EBL1684793 035 $a(CaPaEBR)ebr10868211 035 $a(EXLCZ)993710000000107685 100 $a20140516h20142014 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe liquidity management guide $efrom policy to pitfalls /$fGudni Adalsteinsson 210 1$aWest Sussex, England :$cJohn Wiley & Sons,$d2014. 210 4$dİ2014 215 $a1 online resource (217 p.) 225 1 $aWiley Finance Series 300 $aDescription based upon print version of record. 311 $a1-118-85800-X 320 $aIncludes bibliographical references and index. 327 $aThe Liquidity Risk Management Guide; Contents; Preface; List of Figures; 1 Introduction; 1.1 The importance of an overarching liquidity risk management framework; 1.2 The '6 Step Framework'; 1.3 The structure of the book; 2 Primer in Banking; 2.1 Risk in banking; 2.1.1 Managing the risk; 2.1.2 The bank's balance sheet; 3 The ALM Function - The Framework on Top of Liquidity Management; 3.1 ALM within risk, finance and the businesses; 3.1.1 Centralization versus decentralization; 3.1.2 Accounting and ALM; 3.2 The Asset-Liability Committee (ALCO); 3.3 Areas covered by ALCO 327 $a3.3.1 Interest rate risk management 3.3.2 Liquidity risk management; 3.3.3 Capital reporting and management; 3.3.4 Setting or recommending risk limits; 3.4 Enhanced role of the ALM unit; 4 Liquidity - Background and Key Concepts; 4.1 Definitions and more definitions; 4.1.1 Liquidity - definition; 4.1.2 Liquidity risk; 4.2 The liquidity gap; 4.3 The timing factor of liquidity risk: tactical, structural and contingent; 4.4 It's all about the 'L' word; 4.5 Liquidity, solvency and capital 327 $a4.6 Liquidity from a macroeconomic perspective - the singular case of contagion risk and asymmetric information 5 The Appropriate Liquidity Framework - Introduction to the '6 Step Framework'; 5.1 Setting the stage - from policy to a practical framework; 5.2 The heightened regulatory focus on liquidity; 5.3 Recommended liquidity risk management framework - The '6 Step Framework'; 6 Step I: Sources of Liquidity Risk; 6.1 The 10 Sources of Liquidity Risk; 6.1.1 Definition of retail and wholesale liabilities; 6.1.2 Wholesale funding risk; 6.1.3 Retail funding risk; 6.1.4 Intraday liquidity risk 327 $a6.1.5 Intragroup liquidity risk 6.1.6 Off-balance sheet liquidity risk; 6.1.7 Cross-currency liquidity risk; 6.1.8 Funding cost risk; 6.1.9 Asset risk; 6.1.10 Funding concentration risk; 6.1.11 Correlation and contagion risk; 7 Step II: Risk Appetite; 7.1 The risk appetite statement; 7.1.1 Eggs, omelettes and a free lunch in the Board room; 7.2 Drawing up a risk appetite statement; 7.2.1 Risk appetite set at the appropriate level; 7.2.2 Liquidity risk statement - tolerance limit approach; 7.2.3 Liquidity risk statement - survival time period or scenario-based approach 327 $a7.3 The liquidity reserve 7.3.1 A liquidity reserve or a liquidity buffer?; 7.3.2 How to review the risk appetite?; 8 Step III: Governance and High-Level Policy; 8.1 The role of the Board of directors; 8.2 The role of senior management; 8.2.1 First down then up again; 8.3 High-level liquidity policies and strategies; 8.4 Liquidity policy; 8.5 Funding strategy; 8.5.1 Examination of the business strategy/plan requirements; 8.5.2 Assessment of funding sources and their attractiveness; 8.5.3 Medium- and longer-term funding plans; 8.6 Funds transfer pricing 327 $a8.6.1 Funds transfer pricing in a nutshell 330 $aLiquidity risk is in the spotlight of both regulators and management teams across the banking industry. The European banking regulator has introduced and implemented a stronger liquidity regulatory framework and local regulators have made liquidity a top priority on their supervisory agenda. Banks have accordingly followed suit. Liquidity risk is now a topic widely discussed in boardrooms as banks strive to set up a strong and efficient liquidity risk management framework which, while maintaining sufficient resources, does not jeopardize the necessary profitability and return targets. 410 0$aWiley finance series. 606 $aBank liquidity 606 $aBank management 606 $aRisk management 606 $aAsset-liability management 615 0$aBank liquidity. 615 0$aBank management. 615 0$aRisk management. 615 0$aAsset-liability management. 676 $a332.1068/1 700 $aAdalsteinsson$b Gudni$f1967-$0971343 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910132202503321 996 $aThe liquidity management guide$92208131 997 $aUNINA