000 | 01145nam a2200193 4500 | ||
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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 |