05574cam a2200901 i 4500 ocn879424292 OCoLC 20170612141709.0 m o d cr ||||||||||| 140408s2014 enk ob 001 0 eng 2014014169 DLC eng rda pn DLC YDX IDEBK EBLCP E7B YDXCP N$T DG1 CUS OCLCF OCLCO RECBK OCLCQ DEBSZ OCL DEBBG 879679606 892938177 959871239 966482078 9781118858011 (epub) 1118858018 (epub) 9781118858028 (pdf) 1118858026 (pdf) 9781118858035 1118858034 1306731674 9781306731676 9781118858004 (hardback) EB00479186 Recorded Books CHBIS 010442085 CHNEW 000677231 CHNEW 000697729 CHVBK 334083680 DEBBG BV042744571 NZ1 15592072 DEBSZ 449428036 DEBBG BV043625867 DEBBG BV043609158 DEBBG BV043396747 (OCoLC)879424292 (OCoLC)879679606 (OCoLC)892938177 (OCoLC)959871239 (OCoLC)966482078 604418 MIL pcc HG1656.A3 BUS 027000 bisacsh 332.1068/1 23 BUS027000 bisacsh MAIN Adalsteinsson, Gudni, 1967- The liquidity risk management guide : from policy to pitfalls / Gudni Adalsteinsson. Chichester, West Sussex, UK : John Wiley & Sons Ltd, 2014. 1 online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier Wiley finance series Includes bibliographical references and index. Machine generated contents note: Preface 11 LIST OF FIGURES 1 Introduction 13 2 Primer in banking 21 3 The function -- the framework on top of liquidity management 28 4 Liquidity -- Background and Key Concepts 39 5 The appropriate Liquidity Framework -- Introduction to the '6 Framework' 52 6 Step I: Sources of Liquidity Risks 60 7 Step II: Risk Appetite 90 8 Step III: Governance and High-Level Policy 104 9 Step IV: The Quantitative Framework 138 10 Step V: Stress Testing and the Contingency Funding Plan 153 11 Step VI: Reporting and Management Information 207 12 Basel III: The new global framework 212 Bibliography 229 Index. Print version record and CIP data provided by publisher. "Liquidity 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. The Liquidity Risk Management Guide: From Policy to Pitfalls is practical guide for banks and risk professionals to proactively manage liquidity risk in a systemic way. The book sets out its own comprehensive framework, which includes all the various and critical components of liquidity risk management. The recommendations are based on experiences from the recent financial crises, best practices and compliance with current and future regulatory requirements, with special emphasis on Basel III. Using the new 6 Step Framework, the book provides step-by-step guidance for the reader to build their liquidity management framework into a new overarching structure, which brings all the different parts of liquidity risk into one approach. Special attention is given to the challenges that banks currently face when adopting and implementing the Basel III liquidity requirements and guidance is given on how the new metrics can be integrated into the existing framework, providing the most value to the banks instead of being a regulatory reporting matter"-- Provided by publisher. Bank liquidity. Bank management. Risk management. Asset-liability management. BUSINESS & ECONOMICS Finance. bisacsh Asset-liability management. fast (OCoLC)fst00819062 Bank liquidity. fast (OCoLC)fst00826702 Bank management. fast (OCoLC)fst00826723 Risk management. fast (OCoLC)fst01098164 Electronic books. Electronic books. Print version: Adalsteinsson, Gudni, 1967- Liquidity management guide. Hoboken : Wiley, 2014 9781118858004 (DLC) 2014007145 Wiley finance series. http://onlinelibrary.wiley.com/book/10.1002/9781118858035 Wiley Online Library EBL - Ebook Library EBLB EBL1684793 ebrary EBRY ebr10868211 EBSCOhost EBSC 772357 Ingram Digital eBook Collection IDEB cis28296064 Recorded Books, LLC RECE rbeEB00479186 YBP Library Services YANK 11804584 YBP Library Services YANK 11226044 YBP Library Services YANK 12888499 92 DG1 207424 207424