Liquidity Risk Measurement and Management

Liquidity Risk Measurement and Management

Major events such as the Asian crisis in 1997, the Russian default on short-term debt in 1998, the downfall of the hedge fund long-term capital management in 1998 and the disruption in payment systems following the World Trade Center attack in 2001, all resulted in increased management’s attention to liquidity risk. Banks have realized that adequate systems and processes for identifying, measuring, monitoring and controlling liquidity risks help them to maintain a strong liquidity position, which in turn will increase the confidence of investors and rating agencies as well as improve funding costs and availability. Liquidity Risk Measurement and Management: A Practitioner’s Guide to Global Best Practices provides the best practices in tools and techniques for bank liquidity risk measurement and management. Experienced bankers and highly regarded liquidity risk experts share their insights and practical experiences in this book.


Author
Publisher John Wiley & Sons
Release Date
ISBN 0470821825
Pages 413 pages
Liquidity Risk Measurement and Management
Language: en
Pages: 413
Authors: Leonard Matz
Categories: Business & Economics
Type: BOOK - Published: 2006-11-10 - Publisher: John Wiley & Sons

Major events such as the Asian crisis in 1997, the Russian default on short-term debt in 1998, the downfall of the hedge fund long-term capital management in 19
Bank Liquidity Risk Management and Measurement
Language: en
Pages: 80
Authors: Mario Di Carlo
Categories:
Type: BOOK - Published: 2011-11 - Publisher:

Measuring and Managing Liquidity Risk
Language: en
Pages: 598
Authors: Antonio Castagna
Categories: Business & Economics
Type: BOOK - Published: 2013-09-03 - Publisher: John Wiley & Sons

A fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk Written for front and middle office risk management and quantitative
Liquidity Management
Language: en
Pages: 216
Authors: Aldo Soprano
Categories: Business & Economics
Type: BOOK - Published: 2015-04-06 - Publisher: John Wiley & Sons

Robust management of liquidity risk within the changing regulatory framework Liquidity Management applies current risk management theory, techniques, and proces
Liquidity Risk Management
Language: en
Pages: 304
Authors: Shyam Venkat
Categories: Business & Economics
Type: BOOK - Published: 2016-03-28 - Publisher: John Wiley & Sons

The most up-to-date, comprehensive guide on liquidity risk management—from the professionals Written by a team of industry leaders from the Price Waterhouse C
Managing Liquidity in Banks
Language: en
Pages: 304
Authors: Rudolf Duttweiler
Categories: Business & Economics
Type: BOOK - Published: 2011-11-09 - Publisher: John Wiley & Sons

"Liquidity risk is a topic growing immensely in importance in risk management. It has been much neglected by financial institutions and regulators in recent yea
Liquidity Risk Measurement and Management
Language: en
Pages: 614
Authors: Leonard Matz
Categories: Business & Economics
Type: BOOK - Published: 2011-07-20 - Publisher: Xlibris Corporation

Villains for the Great Meltdown of 2007-2008 seem plentiful. But the very concept of finding and punishing villains misses the target. Ideally, we learn from pa
Liquidity Risk Management in Banks
Language: en
Pages: 59
Authors: Roberto Ruozi
Categories: Business & Economics
Type: BOOK - Published: 2012-09-21 - Publisher: Springer Science & Business Media

The recent turmoil on financial markets has made evident the importance of efficient liquidity risk management for the stability of banks. The measurement and m
Modeling Liquidity Risk, with Implications for Traditional Market Risk Measurement and Management
Language: en
Pages: 16
Authors: Anil Bangia
Categories:
Type: BOOK - Published: 1999 - Publisher:

Liquidity Risk Measurement and Management
Language: en
Pages: 616
Authors: Leonard Matz
Categories: Business & Economics
Type: BOOK - Published: 2011-07 - Publisher: Xlibris Corporation

Villains for the Great Meltdown of 2007-2008 seem plentiful. But the very concept of finding and punishing villains misses the target. Ideally, we learn from pa