000 01145nam a2200193 4500
003 OSt
005 20150124195455.0
008 141015b xxu||||| |||| 00| 0 eng d
020 _a9781118858004
040 _c
082 _a332.10681
_bADA
100 _aAdalsteinsson, Gudni
245 _aThe Liquidity Risk Management Guide: From Policy to Pitfalls
260 _c2014
_bJohn Wiley & Sons Inc.,
_aNew Jersey
300 _a201p
440 _aWiley Finance Series
500 _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
942 _2ddc
_cLB
_k332.10681
_mADA
999 _c90901
_d90901