Details

Liquidity Risk Management


Liquidity Risk Management

A Practitioner's Perspective
Wiley Finance 1. Aufl.

von: Shyam Venkat, Stephen Baird

76,99 €

Verlag: Wiley
Format: PDF
Veröffentl.: 02.03.2016
ISBN/EAN: 9781118918791
Sprache: englisch
Anzahl Seiten: 304

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Beschreibungen

<b>The most up-to-date, comprehensive guide on liquidity risk management—from the professionals</b> <p>Written by a team of industry leaders from the Price Waterhouse Coopers Financial Services Regulatory Practice, <i>Liquidity Risk Management</i> is the first book of its kind to pull back the curtain on a global approach to liquidity risk management in the post-financial crisis. Now, as a number of regulatory initiatives emerge, this timely and informative book explores the real-world implications of risk management practices in today's market.</p> <p>Taking a clear and focused approach to the operational and financial obligations of liquidity risk management, the book builds upon a foundational knowledge of banking and capital markets and explores in-depth the key aspects of the subject, including governance, regulatory developments, analytical frameworks, reporting, strategic implications, and more. The book also addresses management practices that are particularly insightful to liquidity risk management practitioners and managers in numerous areas of banking organizations.</p> <ul> <li>Each chapter is authored by a Price Waterhouse Coopers partner or director who has significant, hands-on expertise</li> <li>Content addresses key areas of the subject, such as liquidity stress testing and information reporting</li> <li>Several chapters are devoted to Basel III and its implications for bank liquidity risk management and business strategy</li> <li>Includes a dedicated, current, and all-inclusive look at liquidity risk management</li> </ul> <p>Complemented with hands-on insight from the field's leading authorities on the subject, <i>Liquidity Risk Management</i> is essential reading for practitioners and managers within banking organizations looking for the most current information on liquidity risk management.</p>
<p>Chapter 1 Introduction 1<br /> <i>Shyam Venkat and Stephen Baird</i></p> <p><b>Part One Measuring and Managing Liquidity Risk</b></p> <p>Chapter 2 A New Era of Liquidity Risk Management 7<br /> <i>Shyam Venkat</i></p> <p>Chapter 3 Liquidity Stress Testing 27<br /> <i>Stephen Baird</i></p> <p>Chapter 4 Intraday Liquidity Risk Management 55<br /> <i>Barry Barretta and Stephen Baird</i></p> <p>Chapter 5 The Convergence of Collateral and Liquidity 81<br /> <i>Thomas Ciulla, Bala Annadorai, and Gaurav Joshi</i></p> <p>Chapter 6 Early Warning Indicators 105<br /> <i>Bruce Choy and Girish Adake</i></p> <p>Chapter 7 Contingency Funding Planning 121<br /> <i>Chi Lai and Richard Tuosto</i></p> <p>Chapter 8 Liquidity Risk Management Information Systems 141<br /> <i>Saroj Das, Shyam Venkat, and Chi Lai</i></p> <p>Chapter 9 Recovery and Resolution Planning—Liquidity 183<br /> <i>Pranjal Shukla and Daniel Shanks</i></p> <p><b>Part Two The Regulatory Environment of Liquidity Risk Supervision</b></p> <p>Chapter 10 Supervisory Perspectives on Liquidity Risk Management 201<br /> <i>Kevin Clarke</i></p> <p>Chapter 11 LCR, NSFR, and Their Challenges 213<br /> <i>Claire Rieger and John Elliott</i></p> <p>Part Three Optimizing Business Practices</p> <p>Chapter 12 Strategic and Tactical Implications of the New Requirements 239<br /> <i>Hortense Huez</i></p> <p>Chapter 13 Funds Transfer Pricing and the Basel III Framework 251<br /> <i>Stephen Baird, Bruce Choy, and Daniel Delean</i></p> <p>Chapter 14 Liquidity and Funding Disclosures 263<br /> <i>Alejandro Johnston</i></p> <p>Biographies 277</p> <p>Index 279</p>
<p><B>SHYAM VENKAT</B> is a PwC principal in the firm’s Financial Services Advisory practice in the U.S. He specializes in treasury and risk management for both financial services and non-financial services clients. He is a founding member of PwC’s risk practice. <p><B>STEPHEN BAIRD</B> is a PwC director in the firm’s Financial Services Advisory practice. He specializes in treasury and risk management for financial institutions.
<p>While the credit profile of a loan portfolio can take months or years to deteriorate, liquidity can disappear in just hours, which is why effectively managing liquidity risk takes a specialized body of knowledge and an up-to-date skillset. Now, <i>Liquidity Risk Management</i> gives bankers, asset managers, regulators, and academics in-depth access to subject matter specialists at the global professional services firm of PricewaterhouseCoopers (PwC) on several aspects of this critical component of financial risk management. <p>Each chapter is written by a partner or director in PwC’s Financial Services Advisory practice with significant, hands-on expertise in liquidity risk management. Collectively, these highly focused, in-depth treatments create an essential reference that describes evolving industry practices and advanced approaches to liquidity risk management in the post-financial crisis environment. Written for serious practitioners who want to understand how liquidity risk management should operate in today’s environment and where their institutions are leading or falling behind the pack, this reliable guidebook looks at the latest regulatory agenda and details how a well-conceived and robustly implemented liquidity risk management framework aligns with, and can even inform, supervisory expectations. <p>Enhance and optimize your institution’s liquidity risk management capabilities through: <ul><li>A comprehensive, end-to-end framework on which to build a forward-looking improvement agenda and future state design comprising liquidity stress testing, intraday liquidity risk management, collateral management, early warning indicators, contingency funding planning, liquidity risk technology, and liquidity implications for recovery and resolution planning</li> <li>A big-picture road map of the regulatory environment, including the latest on Basel III and other developments anticipated in areas of liquidity stress testing and reporting</li> <li>Industry approaches to including liquidity considerations in product design, funds transfer pricing, management incentives, and other mechanisms to meet the challenge of aligning business activities with regulatory oversight</li></ul> <p>It isn’t too late to fully upgrade your framework design, process, management and oversight, and technology capabilities with <i>Liquidity Risk Management</i>.

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