Liquidity risk : managing funding and asset risk
Author(s)
Bibliographic Information
Liquidity risk : managing funding and asset risk
(Global financial markets)
Palgrave Macmillan, 2014
2nd ed
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Note
Previous ed.: 2005
Includes bibliographical references (p. 294-296) and index
Description and Table of Contents
Description
Liquidity Management is now a core consideration for banks and other financial institutions following the collapse of numerous well-known banks in 2007-8. This timely new edition will provide practical guidance on liquidity risk and its management - now mandatory under new regulation.
Table of Contents
PART I: ELEMENTS OF CORPORATE LIQUIDITY 1. Liquidity Risk Defined 2. Liquidity and Financial Operations 3. Sources of Liquidity PART II: LIQUIDITY PROBLEMS 4. Funding Liquidity Risk 5. Asset Liquidity Risk 6. Liquidity Spirals and Financial Distress 7. Case Studies in Liquidity Mismanagement PART III: MANAGING LIQUIDITY RISKS 8. Measuring Liquidity Risk 9. Controlling Liquidity Risk 10. Liquidity Crisis Management 11. New Regulatory Initiatives Summary: The Future of Active Liquidity Risk Management
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