TY - BOOK AU - Adalsteinsson, Gudni TI - The Liquidity Risk Management Guide: From Policy to Pitfalls SN - 9781118858004 U1 - 332.10681 PY - 2014/// CY - New Jersey PB - John Wiley & Sons Inc. N1 - 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 ER -