TY  - BOOK
AU  - Venkat, Shyam
TI  - Liquidity risk management: a practitioner´s perspective
SN  - 9781118881927
AV  - HG/1656.A3/V46/2016 
CY  - New Jersey
KW  - Gestión de riesgos
KW  - Bancas
KW  - Banco
KW  - Liquidez de los bancos
N1  - 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
ER  -