LEADER 00000nam a22004813i 4500 
001    EBC4443207 
003    MiAaPQ 
005    20200713055432.0 
006    m     o  d |       
007    cr cnu|||||||| 
008    200713s2016    xx      o     ||||0 eng d 
020    9781118918791|q(electronic bk.) 
020    |z9781118898130 
035    (MiAaPQ)EBC4443207 
035    (Au-PeEL)EBL4443207 
035    (CaPaEBR)ebr11171669 
035    (CaONFJC)MIL909308 
035    (OCoLC)937999474 
040    MiAaPQ|beng|erda|epn|cMiAaPQ|dMiAaPQ 
050  4 HG1656.A3 -- .V46 2016eb 
082 0  332.10681 
100 1  Venkat, Shyam 
245 10 Liquidity Risk Management :|bA Practitioner's Perspective 
250    1st ed 
264  1 New York :|bJohn Wiley & Sons, Incorporated,|c2016 
264  4 |c©2016 
300    1 online resource (287 pages) 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
490 1  Wiley Finance Ser 
505 0  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 
505 8  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 
505 8  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 
588    Description based on publisher supplied metadata and other
       sources 
590    Electronic reproduction. Ann Arbor, Michigan : ProQuest 
       Ebook Central, 2020. Available via World Wide Web. Access 
       may be limited to ProQuest Ebook Central affiliated 
       libraries 
650  0 Bank liquidity--Management 
655  4 Electronic books 
700 1  Baird, Stephen 
776 08 |iPrint version:|aVenkat, Shyam|tLiquidity Risk Management
       : A Practitioner's Perspective|dNew York : John Wiley & 
       Sons, Incorporated,c2016|z9781118898130 
830  0 Wiley Finance Ser 
856 40 |uhttps://ebookcentral.proquest.com/lib/sinciatw/
       detail.action?docID=4443207|zClick to View