Liquidity risk management in banks : economic and regulatory issues

著者

書誌事項

Liquidity risk management in banks : economic and regulatory issues

Roberto Ruozi, Pierpaolo Ferrari

(SpringerBriefs in finance)

Springer, c2013

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注記

Includes bibliographical references (p. 51-54)

内容説明・目次

内容説明

The recent turmoil on financial markets has made evident the importance of efficient liquidity risk management for the stability of banks. The measurement and management of liquidity risk must take into account economic factors such as the impact area, the timeframe of the analysis, the origin and the economic scenario in which the risk becomes manifest. Basel III, among other things, has introduced harmonized international minimum requirements and has developed global liquidity standards and supervisory monitoring procedures. The short book analyses the economic impact of the new regulation on profitability, on assets composition and business mix, on liabilities structure and replacement effects on banking and financial products.

目次

Introduction.- Liquidity Risk: Economic Issues.- Liquidity Risk: Regulatory Issues.- Economic Impacts of the New Regulation.- Conclusions.

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