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Basel III liquidity regulation and its implications / / Mark A. Petersen and Janine Mukuddem-Petersen
| Basel III liquidity regulation and its implications / / Mark A. Petersen and Janine Mukuddem-Petersen |
| Autore | Petersen Mark A. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 |
| Descrizione fisica | 1 online resource (192 p.) |
| Disciplina | 332.10681 |
| Collana | Economics collection |
| Soggetto topico | Bank liquidity |
| Soggetto genere / forma | Electronic books. |
| Soggetto non controllato |
bank failure
Basel III capital liquidity liquidity creation macroeconomic variables |
| ISBN | 1-60649-873-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. An overview of the Basel capital accords -- 2. Introduction to Basel III liquidity regulation -- 3. Basel III liquidity regulation and bank failure -- 4. Basel III liquidity creation and bank capital -- 5. Basel III liquidity regulation and the economy -- Notes -- References -- Index. |
| Record Nr. | UNINA-9910458851803321 |
Petersen Mark A.
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| New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Basel III liquidity regulation and its implications / / Mark A. Petersen and Janine Mukuddem-Petersen
| Basel III liquidity regulation and its implications / / Mark A. Petersen and Janine Mukuddem-Petersen |
| Autore | Petersen Mark A. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 |
| Descrizione fisica | 1 online resource (192 p.) |
| Disciplina | 332.10681 |
| Collana | Economics collection |
| Soggetto topico | Bank liquidity |
| Soggetto non controllato |
bank failure
Basel III capital liquidity liquidity creation macroeconomic variables |
| ISBN | 1-60649-873-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. An overview of the Basel capital accords -- 2. Introduction to Basel III liquidity regulation -- 3. Basel III liquidity regulation and bank failure -- 4. Basel III liquidity creation and bank capital -- 5. Basel III liquidity regulation and the economy -- Notes -- References -- Index. |
| Record Nr. | UNINA-9910790922903321 |
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Petersen Mark A.
|
||
| New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Basel III liquidity regulation and its implications / / Mark A. Petersen and Janine Mukuddem-Petersen
| Basel III liquidity regulation and its implications / / Mark A. Petersen and Janine Mukuddem-Petersen |
| Autore | Petersen Mark A. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 |
| Descrizione fisica | 1 online resource (192 p.) |
| Disciplina | 332.10681 |
| Collana | Economics collection |
| Soggetto topico | Bank liquidity |
| Soggetto non controllato |
bank failure
Basel III capital liquidity liquidity creation macroeconomic variables |
| ISBN | 1-60649-873-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. An overview of the Basel capital accords -- 2. Introduction to Basel III liquidity regulation -- 3. Basel III liquidity regulation and bank failure -- 4. Basel III liquidity creation and bank capital -- 5. Basel III liquidity regulation and the economy -- Notes -- References -- Index. |
| Record Nr. | UNINA-9910809367603321 |
|
Petersen Mark A.
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||
| New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Federal Reserve System monthly report on credit and liquidity programs and the balance sheet
| Federal Reserve System monthly report on credit and liquidity programs and the balance sheet |
| Pubbl/distr/stampa | Washington, D.C. : , : Board of Governors of the Federal Reserve System, , 2009-2012 |
| Descrizione fisica | 1 online resource (39 volumes) |
| Soggetto topico |
Federal Reserve banks
Credit control - United States Bank liquidity - United States Accounting Bank liquidity Credit control |
| Soggetto genere / forma |
Periodicals.
Statistics. |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
Monthly report on credit and liquidity programs and the balance sheet
Credit and liquidity programs and the balance sheet |
| Record Nr. | UNINA-9910251448503321 |
| Washington, D.C. : , : Board of Governors of the Federal Reserve System, , 2009-2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial models in production / / Othmane Kettani; Adil Reghai
| Financial models in production / / Othmane Kettani; Adil Reghai |
| Autore | Kettani Othmane |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2020] |
| Descrizione fisica | 1 online resource (XIV, 61 p. 32 illus., 21 illus. in color.) |
| Disciplina | 519.2 |
| Collana | SpringerBriefs in Finance |
| Soggetto topico |
Bank management
Bank liquidity Banks and banking - Risk management |
| ISBN | 3-030-57496-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Black & Scholes Model -- 3. Local Volatility Model -- 4. Market Model P&L Explain. |
| Record Nr. | UNINA-9910483237603321 |
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Kettani Othmane
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| Cham, Switzerland : , : Springer, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial models in production / / Othmane Kettani; Adil Reghai
| Financial models in production / / Othmane Kettani; Adil Reghai |
| Autore | Kettani Othmane |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2020] |
| Descrizione fisica | 1 online resource (XIV, 61 p. 32 illus., 21 illus. in color.) |
| Disciplina | 519.2 |
| Collana | SpringerBriefs in Finance |
| Soggetto topico |
Bank management
Bank liquidity Banks and banking - Risk management |
| ISBN | 3-030-57496-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Black & Scholes Model -- 3. Local Volatility Model -- 4. Market Model P&L Explain. |
| Record Nr. | UNISA-996418273103316 |
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Kettani Othmane
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| Cham, Switzerland : , : Springer, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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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 |
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Soprano Aldo
|
||
| Chichester, England : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 |
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Soprano Aldo
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||
| Chichester, England : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The liquidity management guide : from policy to pitfalls / / Gudni Adalsteinsson
| The liquidity management guide : from policy to pitfalls / / Gudni Adalsteinsson |
| Autore | Adalsteinsson Gudni <1967-> |
| Pubbl/distr/stampa | West Sussex, England : , : John Wiley & Sons, , 2014 |
| Descrizione fisica | 1 online resource (217 p.) |
| Disciplina | 332.1068/1 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Bank liquidity
Bank management Risk management Asset-liability management |
| ISBN |
1-118-85803-4
1-118-85802-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The 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
3.3.1 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 4.6 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 6.1.5 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 7.3 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 8.6.1 Funds transfer pricing in a nutshell |
| Record Nr. | UNINA-9910132202503321 |
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Adalsteinsson Gudni <1967->
|
||
| West Sussex, England : , : John Wiley & Sons, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The liquidity management guide : from policy to pitfalls / / Gudni Adalsteinsson
| The liquidity management guide : from policy to pitfalls / / Gudni Adalsteinsson |
| Autore | Adalsteinsson Gudni <1967-> |
| Pubbl/distr/stampa | West Sussex, England : , : John Wiley & Sons, , 2014 |
| Descrizione fisica | 1 online resource (217 p.) |
| Disciplina | 332.1068/1 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Bank liquidity
Bank management Risk management Asset-liability management |
| ISBN |
1-118-85803-4
1-118-85802-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The 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
3.3.1 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 4.6 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 6.1.5 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 7.3 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 8.6.1 Funds transfer pricing in a nutshell |
| Record Nr. | UNINA-9910812524703321 |
|
Adalsteinsson Gudni <1967->
|
||
| West Sussex, England : , : John Wiley & Sons, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
