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Liquidity management : a funding risk handbook / / Aldo Soprano
Liquidity management : a funding risk handbook / / Aldo Soprano
Autore Soprano Aldo
Edizione [1st edition]
Pubbl/distr/stampa Chichester, England : , : Wiley, , 2015
Descrizione fisica 1 online resource (210 p.)
Disciplina 658.15/5
Collana Wiley Finance Series
Soggetto topico Bank liquidity
Risk management
ISBN 1-118-41398-9
1-119-08794-5
1-118-41396-2
Classificazione BUS027000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 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 liquidity
1.3.9 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 refinancing
2.2.3 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 requirements
2.4.6 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 funding
3.1.2 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 Risk
4.1 Market Liquidity Effects
Record Nr. UNINA-9910132268803321
Soprano Aldo  
Chichester, England : , : Wiley, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Liquidity management : a funding risk handbook / / Aldo Soprano
Liquidity management : a funding risk handbook / / Aldo Soprano
Autore Soprano Aldo
Edizione [1st edition]
Pubbl/distr/stampa Chichester, England : , : Wiley, , 2015
Descrizione fisica 1 online resource (210 p.)
Disciplina 658.15/5
Collana Wiley Finance Series
Soggetto topico Bank liquidity
Risk management
ISBN 1-118-41398-9
1-119-08794-5
1-118-41396-2
Classificazione BUS027000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 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 liquidity
1.3.9 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 refinancing
2.2.3 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 requirements
2.4.6 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 funding
3.1.2 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 Risk
4.1 Market Liquidity Effects
Record Nr. UNINA-9910815064103321
Soprano Aldo  
Chichester, England : , : Wiley, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Managing group risk attitude [[electronic resource] /] / Ruth Murray-Webster and David Hillson
Managing group risk attitude [[electronic resource] /] / Ruth Murray-Webster and David Hillson
Autore Murray-Webster Ruth
Pubbl/distr/stampa Aldershot, England ; ; Burlington, VT, : Gower, c2008
Descrizione fisica 1 online resource (191 p.)
Disciplina 658.15
658.15/5
658.155
Altri autori (Persone) HillsonDavid <1955->
Soggetto topico Risk management
Management
Soggetto genere / forma Electronic books.
ISBN 1-317-10162-6
1-317-10161-8
1-281-33209-7
9786611332099
0-7546-8135-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; List of Figures; List of Tables; Acknowledgements; Foreword; Preface; Part I: Understanding and Managing Risk Attitude: The State of Current Knowledge; Chapter 1 Understanding risk attitude; Chapter 2 What is a good decision?; Chapter 3 Managing risk attitude; Part II: Group Risk Attitude in Action: From Theory to Practice; Chapter 4 Drivers of group risk attitude; Chapter 5 Exploring influences on group risk attitude; Chapter 6 Implications for managing group risk attitude; Part III: Effective Group Decision-Making Through Managed Risk Attitude
Chapter 7 Practical steps for managing group risk attitudeChapter 8 The journey continues: Charting the way ahead; Appendix A: Applying the Four A's: Case study debrief; Appendix B: Managing group risk attitude research questionnaire; Appendix C: Phase 1 research decision data; Appendix D: The web-based survey; Appendix E: Emotional intelligence/literacy diagnostic tools; References; Index; A; B; C; D; E; F; G; H; I; L; M; N; O; P; R; S; T; U; V
Record Nr. UNINA-9910451530803321
Murray-Webster Ruth  
Aldershot, England ; ; Burlington, VT, : Gower, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Managing group risk attitude [[electronic resource] /] / Ruth Murray-Webster and David Hillson
Managing group risk attitude [[electronic resource] /] / Ruth Murray-Webster and David Hillson
Autore Murray-Webster Ruth
Pubbl/distr/stampa Aldershot, England ; ; Burlington, VT, : Gower, c2008
Descrizione fisica 1 online resource (191 p.)
Disciplina 658.15
658.15/5
658.155
Altri autori (Persone) HillsonDavid <1955->
Soggetto topico Risk management
Management
ISBN 1-315-59357-2
1-317-10162-6
1-317-10161-8
1-281-33209-7
9786611332099
0-7546-8135-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; List of Figures; List of Tables; Acknowledgements; Foreword; Preface; Part I: Understanding and Managing Risk Attitude: The State of Current Knowledge; Chapter 1 Understanding risk attitude; Chapter 2 What is a good decision?; Chapter 3 Managing risk attitude; Part II: Group Risk Attitude in Action: From Theory to Practice; Chapter 4 Drivers of group risk attitude; Chapter 5 Exploring influences on group risk attitude; Chapter 6 Implications for managing group risk attitude; Part III: Effective Group Decision-Making Through Managed Risk Attitude
Chapter 7 Practical steps for managing group risk attitudeChapter 8 The journey continues: Charting the way ahead; Appendix A: Applying the Four A's: Case study debrief; Appendix B: Managing group risk attitude research questionnaire; Appendix C: Phase 1 research decision data; Appendix D: The web-based survey; Appendix E: Emotional intelligence/literacy diagnostic tools; References; Index; A; B; C; D; E; F; G; H; I; L; M; N; O; P; R; S; T; U; V
Record Nr. UNINA-9910777027303321
Murray-Webster Ruth  
Aldershot, England ; ; Burlington, VT, : Gower, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Managing group risk attitude [[electronic resource] /] / Ruth Murray-Webster and David Hillson
Managing group risk attitude [[electronic resource] /] / Ruth Murray-Webster and David Hillson
Autore Murray-Webster Ruth
Pubbl/distr/stampa Aldershot, England ; ; Burlington, VT, : Gower, c2008
Descrizione fisica 1 online resource (191 p.)
Disciplina 658.15
658.15/5
658.155
Altri autori (Persone) HillsonDavid <1955->
Soggetto topico Risk management
Management
ISBN 1-315-59357-2
1-317-10162-6
1-317-10161-8
1-281-33209-7
9786611332099
0-7546-8135-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; List of Figures; List of Tables; Acknowledgements; Foreword; Preface; Part I: Understanding and Managing Risk Attitude: The State of Current Knowledge; Chapter 1 Understanding risk attitude; Chapter 2 What is a good decision?; Chapter 3 Managing risk attitude; Part II: Group Risk Attitude in Action: From Theory to Practice; Chapter 4 Drivers of group risk attitude; Chapter 5 Exploring influences on group risk attitude; Chapter 6 Implications for managing group risk attitude; Part III: Effective Group Decision-Making Through Managed Risk Attitude
Chapter 7 Practical steps for managing group risk attitudeChapter 8 The journey continues: Charting the way ahead; Appendix A: Applying the Four A's: Case study debrief; Appendix B: Managing group risk attitude research questionnaire; Appendix C: Phase 1 research decision data; Appendix D: The web-based survey; Appendix E: Emotional intelligence/literacy diagnostic tools; References; Index; A; B; C; D; E; F; G; H; I; L; M; N; O; P; R; S; T; U; V
Record Nr. UNINA-9910813523703321
Murray-Webster Ruth  
Aldershot, England ; ; Burlington, VT, : Gower, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Managing risk in extreme environments [[electronic resource] ] : front-line business lessons for corporates and financial institutions / / Duncan Martin
Managing risk in extreme environments [[electronic resource] ] : front-line business lessons for corporates and financial institutions / / Duncan Martin
Autore Martin Duncan
Pubbl/distr/stampa London ; ; Philadelphia, : Kogan Page, 2008
Descrizione fisica 1 online resource (192 p.)
Disciplina 658.15/5
Soggetto topico Risk management
Emergency management
Soggetto genere / forma Electronic books.
ISBN 1-281-09181-2
9786611091811
0-7494-5288-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Half Title Page; Title Page; Imprint; Contents; Preface: One winter's day in Kabul; Acknowledgements; Introduction; Part 1 Case Studies; Chapter 1 Epidemic; Chapter 2 Wildfire; Chapter 3 Terrorism; Chapter 4 Extreme humanitarian aid; Chapter 5 Mountain; Chapter 6 Meltdown; Chapter 7 Extraction; Chapter 8 Flood; Chapter 9 Earthquake; Part 2 Themes; Chapter 10 Managing risk in extreme environments; Chapter 11 So what?; Chapter 12 The seven laws of extreme risk management; 'Best of' resources; Index
Record Nr. UNINA-9910458175003321
Martin Duncan  
London ; ; Philadelphia, : Kogan Page, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Managing risk in extreme environments : front-line business lessons for corporates and financial institutions / / Duncan Martin
Managing risk in extreme environments : front-line business lessons for corporates and financial institutions / / Duncan Martin
Autore Martin Duncan
Pubbl/distr/stampa London ; ; Philadelphia, : Kogan Page, 2008
Descrizione fisica 1 online resource (ix, 181 pages)
Disciplina 658.15/5
Collana Gale eBooks
Soggetto topico Risk management
Emergency management
ISBN 1-281-09181-2
9786611091811
0-7494-5288-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Half Title Page; Title Page; Imprint; Contents; Preface: One winter's day in Kabul; Acknowledgements; Introduction; Part 1 Case Studies; Chapter 1 Epidemic; Chapter 2 Wildfire; Chapter 3 Terrorism; Chapter 4 Extreme humanitarian aid; Chapter 5 Mountain; Chapter 6 Meltdown; Chapter 7 Extraction; Chapter 8 Flood; Chapter 9 Earthquake; Part 2 Themes; Chapter 10 Managing risk in extreme environments; Chapter 11 So what?; Chapter 12 The seven laws of extreme risk management; 'Best of' resources; Index
Record Nr. UNINA-9910784776303321
Martin Duncan  
London ; ; Philadelphia, : Kogan Page, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Managing risk in extreme environments : front-line business lessons for corporates and financial institutions / / Duncan Martin
Managing risk in extreme environments : front-line business lessons for corporates and financial institutions / / Duncan Martin
Autore Martin Duncan
Pubbl/distr/stampa London ; ; Philadelphia, : Kogan Page, 2008
Descrizione fisica 1 online resource (ix, 181 pages)
Disciplina 658.15/5
Collana Gale eBooks
Soggetto topico Risk management
Emergency management
ISBN 1-281-09181-2
9786611091811
0-7494-5288-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Half Title Page; Title Page; Imprint; Contents; Preface: One winter's day in Kabul; Acknowledgements; Introduction; Part 1 Case Studies; Chapter 1 Epidemic; Chapter 2 Wildfire; Chapter 3 Terrorism; Chapter 4 Extreme humanitarian aid; Chapter 5 Mountain; Chapter 6 Meltdown; Chapter 7 Extraction; Chapter 8 Flood; Chapter 9 Earthquake; Part 2 Themes; Chapter 10 Managing risk in extreme environments; Chapter 11 So what?; Chapter 12 The seven laws of extreme risk management; 'Best of' resources; Index
Record Nr. UNINA-9910819552103321
Martin Duncan  
London ; ; Philadelphia, : Kogan Page, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Managing Uncertainty, Mitigating Risk [[electronic resource] ] : Tackling the Unknown in Financial Risk Assessment and Decision Making / / by Nick Firoozye, Fauziah Ariff
Managing Uncertainty, Mitigating Risk [[electronic resource] ] : Tackling the Unknown in Financial Risk Assessment and Decision Making / / by Nick Firoozye, Fauziah Ariff
Autore Firoozye Nick
Edizione [1st ed. 2016.]
Pubbl/distr/stampa London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016
Descrizione fisica 1 online resource (XIX, 265 p.)
Disciplina 658.15/5
Soggetto topico Risk management
Business enterprises—Finance
Corporations—Finance
Risk Management
Business Finance
Corporate Finance
ISBN 1-137-33454-1
Classificazione BUS017000BUS027000BUS033070
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Machine generated contents note: -- 1. Definitions, Applications, Methods and Tools -- 2. The Mathematics of Uncertainty -- 3. The New Framework and Approach -- 4. Case studies -- 5. Conclusions.
Record Nr. UNINA-9910254895903321
Firoozye Nick  
London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Modeling risk [[electronic resource] ] : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques / / Johnathan Mun
Modeling risk [[electronic resource] ] : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques / / Johnathan Mun
Autore Mun Johnathan
Edizione [2nd ed.]
Pubbl/distr/stampa New York, : Wiley, 2010
Descrizione fisica 1 online resource (976 p.)
Disciplina 658.15/5
Collana Wiley finance
Soggetto topico Risk assessment
Risk assessment - Mathematical models
Risk management
Finance - Decision making
ISBN 9786613320704
1-283-32070-3
0-470-62001-3
1-118-36633-6
1-282-68804-9
9786612688041
0-470-61999-6
Classificazione 31.80
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Moving beyond uncertainty -- From risk to riches -- A guide to model-building etiquette -- On the shores of Monaco -- Test driving risk simulator -- Pandora's toolbox -- Extended business cases I : pharmaceutical and biotech negotiations, oil and gas exploration, financial planning with simulation, hospital risk management, risk-based executive compensation valuation, and risk-based schedule planning -- Tomorrow's forecast today -- Using the past to predict the future -- The search for the optimal decision -- Optimization under uncertainty -- What is so real about real options, and why are they optional? -- The black box made transparent : real options super lattice solver software -- Extended business cases II : real estate, banking, military strategy, automotive aftermarkets, global earth observation systems, employee stock options, oil and gas royalty lease negotiations, real options and IT enterprise risk security, Basel II credit and market risk analysis, and IT information security intrusion risk management -- The warning signs -- Changing a corporate culture.
Record Nr. UNINA-9910651210903321
Mun Johnathan  
New York, : Wiley, 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui