Venkat / Baird Liquidity Risk Management

A Practitioner's Perspective
1. Auflage 2016
ISBN: 978-1-118-91878-4
Verlag: John Wiley & Sons
Format: EPUB
Kopierschutz: 0 - No protection

E-Book, Englisch, 304 Seiten, E-Book

Reihe: Wiley Finance

The most up-to-date, comprehensive guide on liquidity riskmanagement--from the professionals
Written by a team of industry leaders from the Price WaterhouseCoopers Financial Services Regulatory Practice, Liquidity RiskManagement is the first book of its kind to pull back thecurtain on a global approach to liquidity risk management in thepost-financial crisis. Now, as a number of regulatory initiativesemerge, this timely and informative book explores the real-worldimplications of risk management practices in today's market.
Taking a clear and focused approach to the operational andfinancial obligations of liquidity risk management, the book buildsupon a foundational knowledge of banking and capital markets andexplores in-depth the key aspects of the subject, includinggovernance, regulatory developments, analytical frameworks,reporting, strategic implications, and more. The book alsoaddresses management practices that are particularly insightful toliquidity risk management practitioners and managers in numerousareas of banking organizations.
* Each chapter is authored by a Price Waterhouse Coopers partneror director who has significant, hands-on expertise
* Content addresses key areas of the subject, such as liquiditystress testing and information reporting
* Several chapters are devoted to Basel III and its implicationsfor bank liquidity risk management and business strategy
* Includes a dedicated, current, and all-inclusive look atliquidity risk management
Complemented with hands-on insight from the field's leadingauthorities on the subject, Liquidity Risk Management isessential reading for practitioners and managers within bankingorganizations looking for the most current information on liquidityrisk management.

Autoren/Hrsg.

Venkat, Shyam

Baird, Stephen

Inhaltsverzeichnis

CHAPTER 1 Introduction 1
Shyam Venkat and Stephen Baird
PART ONE Measuring and Managing Liquidity Risk
CHAPTER 2 A New Era of Liquidity Risk Management 7
Shyam Venkat
CHAPTER 3 Liquidity Stress Testing 27
Stephen Baird
CHAPTER 4 Intraday Liquidity Risk Management 55
Barry Barretta and Stephen Baird
CHAPTER 5 The Convergence of Collateral and Liquidity 81
Thomas Ciulla, Bala Annadorai, and Gaurav Joshi
CHAPTER 6 Early Warning Indicators 105
Bruce Choy and Girish Adake
CHAPTER 7 Contingency Funding Planning 121
Chi Lai and Richard Tuosto
CHAPTER 8 Liquidity Risk Management Information Systems 141
Saroj Das, Shyam Venkat, and Chi Lai
CHAPTER 9 Recovery and Resolution Planning--Liquidity 183
Pranjal Shukla
PART TWO The Regulatory Environment of Liquidity Risk Supervision
CHAPTER 10 Supervisory Perspectives on Liquidity Risk Management 201
Kevin Clarke
CHAPTER 11 LCR, NSFR, and Their Challenges 213
Claire Rieger and John Elliott
PART THREE Optimizing Business Practices
CHAPTER 12 Strategic and Tactical Implications of the New Requirements 239
Hortense Huez
CHAPTER 13 Funds Transfer Pricing and the Basel III Framework 251
Stephen Baird, Bruce Choy, and Daniel Delean
CHAPTER 14 Liquidity and Funding Disclosures 263
Alejandro Johnston
Biographies 277
Index 279

Über Autor(innen)

SHYAM VENKAT 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.
STEPHEN BAIRD is a PwC director in the firm's Financial Services Advisory practice. He specializes in treasury and risk management for financial institutions.