The Liquidity Risk Management Guide: From Policy to Pitfalls
Material type:
- 9781118858004
- 332.10681 ADA
Item type | Current library | Item location | Collection | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|---|
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NIMA Knowledge Centre | 9th Floor Reading Zone | General | 332.10681 ADA (Browse shelf(Opens below)) | Available | M0030274 |
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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