000			03965cam a2200457 i 4500
001			18106612
003			BD-DhUL
005			20160516160203.0
008			140407s2014 njua b 001 0 eng
010			_a 2014007145
020			_a9781118858004 (hardback)
020			_z9781118858028 (ebk)
020			_z9781118858011 (ebk)
020			_z9781118858035 (ebk)
040			_aDLC _beng _cDLC _erda _dDLC _dBD-DhUL
042			_apcc
050	0	0	_aHG1656.A3 _bA33 2014
082	0	0	_a332.10681 _223 _bADL
084			_aBUS027000 _2bisacsh
100	1		_aAdalsteinsson, Gudni, _d1967-
245	1	4	_aThe liquidity risk management guide : _bfrom policy to pitfalls / _cGudni Adalsteinsson.
264		1	_aChichester, West Sussex, United Kingdom : _bWiley, _c2014.
300			_axiv, 201 pages : _billustrations ; _c25 cm.
336			_atext _2rdacontent
337			_aunmediated _2rdamedia
338			_avolume _2rdacarrier
365			_a$ _b126.97
490	0		_aWiley finance series
504			_aIncludes bibliographical references (pages 187-191) and index.
505	8		_aMachine 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 .
520			_a"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"-- _cProvided by publisher.
650		0	_aBank liquidity.
650		0	_aBank management.
650		0	_aRisk management.
650		0	_aAsset-liability management.
650		7	_aBUSINESS & ECONOMICS / Finance. _2bisacsh
776	0	8	_iOnline version: _aAdalsteinsson, Gudni, 1967- _tLiquidity management guide _dHoboken : Wiley, 2014 _z9781118858028 _w(DLC) 2014014169
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBK
955			_brm13 2014-04-07 _irm13 2014-04-07 ONIX (telework) _axn11 2015-01-20 1 copy rec'd., to CIP ver. _atd11 2015-08-26 264a corrected
999			_c65807 _d65807