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Liquidity risk management: a practitioner´s perspective

By: Venkat, ShyamMaterial type: TextTextOriginal language: Spanish Publisher: New Jersey ; John WIley ; 2016Description: 291 pISBN: 9781118881927Subject(s): Gestión de riesgos | Bancas | Banco | Liquidez de los bancosLOC classification: HG/1656.A3/V46/2016
Contents:
Contiene: 1. Introduction.- 2. A new era of liquidity risk managenment.- 3. Liquidity stress testing.- 4. Intraday liquidity risk management.- 5. The convergence of collateral and liquidity.- 6. Early warning indicators.- 7. Contingency funding planning.- 8. Liquidity risk management information systems.- 9. Recovery and resolution planning - liquidity.- 10. Supervisory perspectives on liquidity risk management.- 11. LCR, NSFR, and their challenges.- 12. Strategic and tactical implications of the new requirements.- 13. Funds transfer pricing and the Basel III framework.- 14. Liquidity and funding disclosures.
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Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HG/1656.A3/V46/2016 (Browse shelf) Available 00008107

Contiene: 1. Introduction.- 2. A new era of liquidity risk managenment.- 3. Liquidity stress testing.- 4. Intraday liquidity risk management.- 5. The convergence of collateral and liquidity.- 6. Early warning indicators.- 7. Contingency funding planning.- 8. Liquidity risk management information systems.- 9. Recovery and resolution planning - liquidity.- 10. Supervisory perspectives on liquidity risk management.- 11. LCR, NSFR, and their challenges.- 12. Strategic and tactical implications of the new requirements.- 13. Funds transfer pricing and the Basel III framework.- 14. Liquidity and funding disclosures.

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