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The Liquidity Risk Management Guide: From Policy to Pitfalls

By: Material type: TextTextSeries: Wiley Finance SeriesPublication details: 2014 John Wiley & Sons Inc., New JerseyDescription: 201pISBN:
  • 9781118858004
DDC classification:
  • 332.10681 ADA
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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

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