Author Venkat, Shyam
Title Liquidity Risk Management : A Practitioner's Perspective
Imprint New York : John Wiley & Sons, Incorporated, 2016
©2016
book jacket
Edition 1st ed
Descript 1 online resource (287 pages)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
Series Wiley Finance Ser
Wiley Finance Ser
Note Intro -- Series Page -- Title Page -- Copyright -- Table of Contents -- Chapter 1: Introduction -- A Practitioner's Perspective -- Outline of the Book -- Core Themes -- Acknowledgments -- Part One: Measuring and Managing Liquidity Risk -- Chapter 2: A New Era of Liquidity Risk Management -- Introduction -- Governance and Organization -- Measuring and Managing Liquidity Risk -- Optimizing Business Practices -- Further Considerations for the Path Forward -- Chapter 3: Liquidity Stress Testing -- Measuring Contingent Liquidity Requirements -- Overview of the Model -- Design of the Model -- Testing Techniques -- Baseline Scenario -- Scenario Development -- Development of Assumptions -- Outputs of the Model -- Governance and Controls -- Liquidity Optimization -- Funding Optimization -- Establishing a Sustainable Infrastructure -- Integration of Liquidity Stress Testing with Related Risk Models -- Conclusion -- Chapter 4: Intraday Liquidity Risk Management -- Introduction -- Uses and Sources of Intraday Liquidity -- Risk Management, Measurement and Monitoring Tools for Financial Institutions -- Risk Management, Measurement, Monitoring Tools for FMUs -- Conclusion -- Chapter 5: The Convergence of Collateral and Liquidity -- A Word on Collateral and Collateral Management -- Capital Markets Before 2008 -- Capital Markets Post-2008 -- The Case for Action -- The Sell-Side -- The Buy-Side -- On Collateral Optimization -- Improved Liquidity and Increased Collateral Efficiency: A Case Study -- Conclusion -- References -- Chapter 6: Early Warning Indicators -- Early Warning Indicators: Mechanism to Signal Upcoming Liquidity Crisis -- Conclusion -- Chapter 7: Contingency Funding Planning -- Actions in a Liquidity Crisis -- Evolving Capabilities and Enhancements -- Design Considerations -- Framework and Building Blocks -- Additional Considerations -- Conclusion
References -- Chapter 8: Liquidity Risk Management Information Systems -- Liquidity Risk MIS Reference Architecture -- Liquidity Data Governance and Quality Control Framework -- Design and Implementation Consideration -- Conclusion -- Chapter 9: Recovery and Resolution Planning-Liquidity -- Liquidity Requirements in Recovery Planning -- Liquidity Requirements in Resolution Planning -- Conclusion -- Part Two: The Regulatory Environment of Liquidity Risk Supervision -- Chapter 10: Supervisory Perspectives on Liquidity Risk Management -- Introduction -- Rating Liquidity Risk Management with U.S. Banking Regulators' Rating System -- Foundations Established in BCBS' "Sound Practices for Managing Liquidity in Banking Organizations" -- Strategy Setting and the Oversight Role of Directors and Senior Management -- Foreign Currency Liquidity Management -- Core Internal Controls for Liquidity Risk Management -- The Discipline of Public Disclosure -- Monitoring Adherence to BCBS Standards -- Conclusion -- Chapter 11: LCR, NSFR, and Their Challenges -- Introduction -- Liquidity Coverage Ratio -- NSFR -- Qualitative Requirements and Monitoring Tools -- Tackling the Practical Implementation Challenges -- Part Three: Optimizing Business Practices -- Chapter 12: Strategic and Tactical Implications of the New Requirements -- Introduction -- Strategic Impact of the New Ratios -- Strategies for Optimizing Business Mix and Balance Sheets -- Conclusion -- Chapter 13: Funds Transfer Pricing and the Basel III Framework -- Overview of Funds Transfer Pricing Objectives and Approaches -- Capturing Volatility -- A New Focus on Liquidity Risk and FTP -- Approaches for Integrating Contingent Liquidity Costs and FTP -- Some Practical Considerations -- Conclusion -- Chapter 14: Liquidity and Funding Disclosures -- The Bank View -- The Investor View
Leading Practices for Liquidity and Funding Disclosure -- Conclusion -- Biographies -- Shyam Venkat -- Stephen Baird -- PwC U.S. Financial Services Advisory -- PwC's UK Financial Services Risk and Regulatory Practice -- Index -- End User License Agreement
Description based on publisher supplied metadata and other sources
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2020. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries
Link Print version: Venkat, Shyam Liquidity Risk Management : A Practitioner's Perspective New York : John Wiley & Sons, Incorporated,c2016 9781118898130
Subject Bank liquidity--Management
Electronic books
Alt Author Baird, Stephen