Normal view
MARC view
Managing liquidity in banks : a top down approach / Rudolf Duttweiler.
Publication details: Chichester, U.K. : John Wiley & Sons, c2009.Description: xiii, 286 p. : ill. ; 25 cmContent type:- text
- unmediated
- volume
- 9780470740460 :
- 0470740469 :
- HG1656.A3 D88 2009
Contents:
1 Liquidity and Risk: Some Basics. 1.1 Some understanding of liquidity. 1.2 The meaning of liquidity risk. 2 Liquidity in the Context of Business and Financial Policy. 2.1 Introduction. 2.2 Equilibrium as a tool within financial policy. 2.3 The concept enlarged to fit banks. 3 Liquidity as an Element of Banking Risk. 3.1 Some clarifications. 3.2 The concept of downside risk (VAR) and its circle of relationships. 3.3 LAR: liquidity risk and the missing theoretical concept. 3.4 An attempt at an integrated concept for LAR. 3.5 Summary. 4 A Policy Framework for Liquidity. 4.1 Some thoughts and considerations. 4.2 An overview of elements regarding liquidity policy. 4.3 The elements of a liquidity policy in detail. 4.4 Contingency planning. 4.5 A technical framework supporting liquidity policy. 4.6 The link to liquidity management. 5 Conceptual Considerations on Liquidity Management. 5.1 Introduction. 5.2 From accounting presentation to defining the liquidity balance sheet. 5.3 The liquidity balance sheet and liquidity flows. 6 Quantitative Aspects of Liquidity Management. 6.1 General consideration. 6.2 Liquidity at risk as one determinant of the buffers. 6.3 Defining and quantifying the buffers. 6.4 Limit-related input for liquidity policy. 6.5 Transfer pricing and an alternative concept. 7 The Concept in Practice. 7.1 Introduction. 7.2 Establishing the base. 7.3 Case 1: a shock event (9/11). 7.4 Case 2: a name-related stress (Commerzbank in autumn 2002). 7.5 'Subprime' crisis: a stress in progress. 7.6 Final remarks and considerations. 8 Acting Within the Supervisory Frame. 8.1 High-level risks. 8.2 The regulatory focus set by supervisors. 8.3 Considerations and conclusions for bank management.
| Item type | Current library | Home library | Shelving location | Call number | Status | Barcode | |
|---|---|---|---|---|---|---|---|
Books
|
American University in Dubai | American University in Dubai | Main Collection | HG 1656 .A3 D88 2009 (Browse shelf(Opens below)) | Available | 5047200 |
Browsing American University in Dubai shelves, Shelving location: Main Collection Close shelf browser (Hides shelf browser)
| No cover image available | No cover image available | |||||||
| HG 1641 .B45 1988 How to borrow money from a banker : a business owner's guide / | HG 1641 .S33 2002 Credit risk measurement : new approaches to value at risk and other paradigms / | HG 1656 .A3 C278 2005 Capital adequacy beyond Basel : banking, securities, and insurance / | HG 1656 .A3 D88 2009 Managing liquidity in banks : a top down approach / | HG 1660 .E33 Banking operations : current and deposit accounts | HG 1662 .U5 F4 1984 Federal Deposit Insurance Corporation : the first fifty years : a history of the FDIC, 1933-1983. | HG 1707.7 .S37 2002 Risk management and value creation in financial institutions / |
Includes bibliographical references (p. [267]-270) and index.
1 Liquidity and Risk: Some Basics. 1.1 Some understanding of liquidity. 1.2 The meaning of liquidity risk. 2 Liquidity in the Context of Business and Financial Policy. 2.1 Introduction. 2.2 Equilibrium as a tool within financial policy. 2.3 The concept enlarged to fit banks. 3 Liquidity as an Element of Banking Risk. 3.1 Some clarifications. 3.2 The concept of downside risk (VAR) and its circle of relationships. 3.3 LAR: liquidity risk and the missing theoretical concept. 3.4 An attempt at an integrated concept for LAR. 3.5 Summary. 4 A Policy Framework for Liquidity. 4.1 Some thoughts and considerations. 4.2 An overview of elements regarding liquidity policy. 4.3 The elements of a liquidity policy in detail. 4.4 Contingency planning. 4.5 A technical framework supporting liquidity policy. 4.6 The link to liquidity management. 5 Conceptual Considerations on Liquidity Management. 5.1 Introduction. 5.2 From accounting presentation to defining the liquidity balance sheet. 5.3 The liquidity balance sheet and liquidity flows. 6 Quantitative Aspects of Liquidity Management. 6.1 General consideration. 6.2 Liquidity at risk as one determinant of the buffers. 6.3 Defining and quantifying the buffers. 6.4 Limit-related input for liquidity policy. 6.5 Transfer pricing and an alternative concept. 7 The Concept in Practice. 7.1 Introduction. 7.2 Establishing the base. 7.3 Case 1: a shock event (9/11). 7.4 Case 2: a name-related stress (Commerzbank in autumn 2002). 7.5 'Subprime' crisis: a stress in progress. 7.6 Final remarks and considerations. 8 Acting Within the Supervisory Frame. 8.1 High-level risks. 8.2 The regulatory focus set by supervisors. 8.3 Considerations and conclusions for bank management.
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