Liquidity Management - A Funding Risk Handbook(The Wiley Finance Series)

流动性管理:融资风险手册

货币银行学

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506.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2015年03月30日
装      帧
精装
ISBN
9781118413999
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页      码
208
语      种
英文
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图书简介
Market practices and regulatory stances will be reviewed, showing how they suit current and developing financial markets and how banks treasury responded to recent liquidity crunches as a direct comparison. Refinancing risks for banks will be presented showing the Basel 3 coverage ratio and long term stable funding ratio methodologies, reviewing its components, counterbalancing capacity structure, a dedicated chapter will focus on stress testing both from a regulatory and empirical standpoint, showing how different forms of financing behave differently in changing markets conditions. Alternatives funding sources and their resilience during market crisis will be analysed and proposed and based on practical experience preferable allocation presented. Comparison of market liquidity and warning signals will also be included, where anticipatory indicators are effectively detecting further deterioration. The text will cover the recent crisis and new regulatory frameworks impact on liquidity risk management, spanning techniques, processes and banks strategies. PART ONE New liquidity regulatory framework and implications for banks 1.1    Business models 1.2    Capital structure 1.3    Organisational requirements 1.4    Internal control processes PART TWO Update of the latest liquidity measurement models 2.1 Intraday liquidity, 2.2 Securities pricing liquidity adjusted, 2.3 Stress testing and scenario analysis PART THREE Liquidity market description of the 2008 and current crisis dynamics 3.1    Impacts on securities markets, 3.2    Banks refinancing structural changes, 3.3    Role of regulators and capital constraints, 3.4    Central banks support, 3.5    De-leveraging hypothesis and timing, 3.6    Impact on systemic institutions versus regional banks
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Yale University Library
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