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Liquidity risk management : a practitioner's perspective / / Shyam Venkat, Stephen Baird
| Liquidity risk management : a practitioner's perspective / / Shyam Venkat, Stephen Baird |
| Autore | Venkat Shyam <1962-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2016 |
| Descrizione fisica | 1 online resource (287 p.) |
| Disciplina | 332.1068/1 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Bank liquidity - Management
Banks and banking - Risk management Financial risk management |
| ISBN |
1-118-91878-9
1-118-91879-7 1-118-89813-3 |
| Classificazione | BUS004000 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Series Page; Title Page; Copyright; Table of Contents; Chapter 1: Introduction; A Practitioner's Perspective; Outline of the Book; Core Themes; Acknowledgments; Part One: Measuring and Managing Liquidity Risk; Chapter 2: A New Era of Liquidity Risk Management; Introduction; Governance and Organization; Measuring and Managing Liquidity Risk; Optimizing Business Practices; Further Considerations for the Path Forward; Chapter 3: Liquidity Stress Testing; Measuring Contingent Liquidity Requirements; Overview of the Model; Design of the Model; Testing Techniques; Baseline Scenario
Scenario DevelopmentDevelopment of Assumptions; Outputs of the Model; Governance and Controls; Liquidity Optimization; Funding Optimization; Establishing a Sustainable Infrastructure; Integration of Liquidity Stress Testing with Related Risk Models; Conclusion; Chapter 4: Intraday Liquidity Risk Management; Introduction; Uses and Sources of Intraday Liquidity; Risk Management, Measurement and Monitoring Tools for Financial Institutions; Risk Management, Measurement, Monitoring Tools for FMUs; Conclusion; Chapter 5: The Convergence of Collateral and Liquidity A Word on Collateral and Collateral ManagementCapital Markets Before 2008; Capital Markets Post-2008; The Case for Action; The Sell-Side; The Buy-Side; On Collateral Optimization; Improved Liquidity and Increased Collateral Efficiency: A Case Study; Conclusion; References; Chapter 6: Early Warning Indicators; Early Warning Indicators: Mechanism to Signal Upcoming Liquidity Crisis; Conclusion; Chapter 7: Contingency Funding Planning; Actions in a Liquidity Crisis; Evolving Capabilities and Enhancements; Design Considerations; Framework and Building Blocks; Additional Considerations; Conclusion ReferencesChapter 8: Liquidity Risk Management Information Systems; Liquidity Risk MIS Reference Architecture; Liquidity Data Governance and Quality Control Framework; Design and Implementation Consideration; Conclusion; Chapter 9: Recovery and Resolution Planning-Liquidity; Liquidity Requirements in Recovery Planning; Liquidity Requirements in Resolution Planning; Conclusion; Part Two: The Regulatory Environment of Liquidity Risk Supervision; Chapter 10: Supervisory Perspectives on Liquidity Risk Management; Introduction Rating Liquidity Risk Management with U.S. Banking Regulators' Rating SystemFoundations Established in BCBS' "Sound Practices for Managing Liquidity in Banking Organizations"; Strategy Setting and the Oversight Role of Directors and Senior Management; Foreign Currency Liquidity Management; Core Internal Controls for Liquidity Risk Management; The Discipline of Public Disclosure; Monitoring Adherence to BCBS Standards; Conclusion; Chapter 11: LCR, NSFR, and Their Challenges; Introduction; Liquidity Coverage Ratio; NSFR; Qualitative Requirements and Monitoring Tools Tackling the Practical Implementation Challenges |
| Record Nr. | UNINA-9910134865103321 |
Venkat Shyam <1962->
|
||
| Hoboken, New Jersey : , : Wiley, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Liquidity risk management : a practitioner's perspective / / Shyam Venkat, Stephen Baird
| Liquidity risk management : a practitioner's perspective / / Shyam Venkat, Stephen Baird |
| Autore | Venkat Shyam <1962-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2016 |
| Descrizione fisica | 1 online resource (287 p.) |
| Disciplina | 332.1068/1 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Bank liquidity - Management
Banks and banking - Risk management Financial risk management |
| ISBN |
1-118-91878-9
1-118-91879-7 1-118-89813-3 |
| Classificazione | BUS004000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Series Page; Title Page; Copyright; Table of Contents; Chapter 1: Introduction; A Practitioner's Perspective; Outline of the Book; Core Themes; Acknowledgments; Part One: Measuring and Managing Liquidity Risk; Chapter 2: A New Era of Liquidity Risk Management; Introduction; Governance and Organization; Measuring and Managing Liquidity Risk; Optimizing Business Practices; Further Considerations for the Path Forward; Chapter 3: Liquidity Stress Testing; Measuring Contingent Liquidity Requirements; Overview of the Model; Design of the Model; Testing Techniques; Baseline Scenario
Scenario DevelopmentDevelopment of Assumptions; Outputs of the Model; Governance and Controls; Liquidity Optimization; Funding Optimization; Establishing a Sustainable Infrastructure; Integration of Liquidity Stress Testing with Related Risk Models; Conclusion; Chapter 4: Intraday Liquidity Risk Management; Introduction; Uses and Sources of Intraday Liquidity; Risk Management, Measurement and Monitoring Tools for Financial Institutions; Risk Management, Measurement, Monitoring Tools for FMUs; Conclusion; Chapter 5: The Convergence of Collateral and Liquidity A Word on Collateral and Collateral ManagementCapital Markets Before 2008; Capital Markets Post-2008; The Case for Action; The Sell-Side; The Buy-Side; On Collateral Optimization; Improved Liquidity and Increased Collateral Efficiency: A Case Study; Conclusion; References; Chapter 6: Early Warning Indicators; Early Warning Indicators: Mechanism to Signal Upcoming Liquidity Crisis; Conclusion; Chapter 7: Contingency Funding Planning; Actions in a Liquidity Crisis; Evolving Capabilities and Enhancements; Design Considerations; Framework and Building Blocks; Additional Considerations; Conclusion ReferencesChapter 8: Liquidity Risk Management Information Systems; Liquidity Risk MIS Reference Architecture; Liquidity Data Governance and Quality Control Framework; Design and Implementation Consideration; Conclusion; Chapter 9: Recovery and Resolution Planning-Liquidity; Liquidity Requirements in Recovery Planning; Liquidity Requirements in Resolution Planning; Conclusion; Part Two: The Regulatory Environment of Liquidity Risk Supervision; Chapter 10: Supervisory Perspectives on Liquidity Risk Management; Introduction Rating Liquidity Risk Management with U.S. Banking Regulators' Rating SystemFoundations Established in BCBS' "Sound Practices for Managing Liquidity in Banking Organizations"; Strategy Setting and the Oversight Role of Directors and Senior Management; Foreign Currency Liquidity Management; Core Internal Controls for Liquidity Risk Management; The Discipline of Public Disclosure; Monitoring Adherence to BCBS Standards; Conclusion; Chapter 11: LCR, NSFR, and Their Challenges; Introduction; Liquidity Coverage Ratio; NSFR; Qualitative Requirements and Monitoring Tools Tackling the Practical Implementation Challenges |
| Record Nr. | UNINA-9910811992103321 |
|
Venkat Shyam <1962->
|
||
| Hoboken, New Jersey : , : Wiley, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||