{"product_id":"managing-liquidity-in-banks-9780470740460","title":"Managing Liquidity in Banks","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eLiquidity risk is a topic growing immensely in importance in risk management. It has been much neglected by financial institutions and regulators in recent years and receives, in the course of the sub-prime crisis, sudden and great attention. This book is well-structured and provides a comprehensive and systematic approach to the topic. It will help risk controllers to systematically set up a liquidity risk framework in their bank.\u003cbr\u003e \u003cb\u003ePeter NEU, European Risk Team Leader, The Boston Consulting Group, and co author of \u003ci\u003eLiquidity Risk Measurement and Management\u003c\/i\u003e\u003c\/b\u003e  \u003cp\u003eMr Duttweiler''s book is a welcome addition to the literature on liquidity risk measurement and management. In addition to his contributions to liquidity risk theory and liquidity pricing, the author provides a good overview of all of the critical elements.\u003cbr\u003e \u003cb\u003eLeonard Matz, International Solution Manager, Liquidity Risk and co-author of \u003ci\u003eLiquidity Risk Measurement and Management\u003c\/i\u003e\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003ci\u003eLiquid\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cb\u003eForeword.\u003c\/b\u003e  \u003c\/i\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003ePreface.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eAcknowledgements.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eAbout the Author.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e1\u003c\/b\u003e \u003cb\u003eLiquidity and Risk: Some Basics.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e1.1 Some understanding of liquidity.\u003c\/p\u003e \u003cp\u003e1.2 The meaning of liquidity risk.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e2\u003c\/b\u003e \u003cb\u003eLiquidity in the Context of Business and Financial Policy.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e2.1 Introduction.\u003c\/p\u003e \u003cp\u003e2.2 Equilibrium as a tool within financial policy.\u003c\/p\u003e \u003cp\u003e2.3 The concept enlarged to fit banks.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e3\u003c\/b\u003e \u003cb\u003eLiquidity as an Element of Banking Risk.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e3.1 Some clarifications.\u003c\/p\u003e \u003cp\u003e3.2 The concept of downside risk (VAR) and its circle of relationships.\u003c\/p\u003e \u003cp\u003e3.3 LAR: liquidity risk and the missing theoretical concept.\u003c\/p\u003e \u003cp\u003e3.4 An attempt at an integrated concept for LAR.\u003c\/p\u003e \u003cp\u003e3.5 Summary.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e4\u003c\/b\u003e \u003cb\u003eA Policy Framework for Liquidity.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e4.1 Some thoughts and considerations.\u003c\/p\u003e \u003cp\u003e4.2 An overview of elements regarding liquidity policy.\u003c\/p\u003e \u003cp\u003e4.3 The elements of a liquidity policy in detail.\u003c\/p\u003e \u003cp\u003e4.4 Contingency planning.\u003c\/p\u003e \u003cp\u003e4.5 A technical framework supporting liquidity policy.\u003c\/p\u003e \u003cp\u003e4.6 The link to liquidity management.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e5\u003c\/b\u003e \u003cb\u003eConceptual Considerations on Liquidity Management.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e5.1 Introduction.\u003c\/p\u003e \u003cp\u003e5.2 From accounting presentation to defining the liquidity balance sheet.\u003c\/p\u003e \u003cp\u003e5.3 The liquidity balance sheet and liquidity flows.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e6\u003c\/b\u003e \u003cb\u003eQuantitative Aspects of Liquidity Management.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e6.1 General consideration.\u003c\/p\u003e \u003cp\u003e6.2 Liquidity at risk as one determinant of the buffers.\u003c\/p\u003e \u003cp\u003e6.3 Defining and quantifying the buffers.\u003c\/p\u003e \u003cp\u003e6.4 Limit-related input for liquidity policy.\u003c\/p\u003e \u003cp\u003e6.5 Transfer pricing and an alternative concept.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e7\u003c\/b\u003e \u003cb\u003eThe Concept in Practice.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e7.1 Introduction.\u003c\/p\u003e \u003cp\u003e7.2 Establishing the base.\u003c\/p\u003e \u003cp\u003e7.3 Case 1: a shock event (9\/11).\u003c\/p\u003e \u003cp\u003e7.4 Case 2: a name-related stress (Commerzbank in autumn 2002).\u003c\/p\u003e \u003cp\u003e7.5 ‘Subprime’ crisis: a stress in progress.\u003c\/p\u003e \u003cp\u003e7.6 Final remarks and considerations.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e8\u003c\/b\u003e \u003cb\u003eActing Within the Supervisory Frame.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e8.1 High-level risks.\u003c\/p\u003e \u003cp\u003e8.2 The regulatory focus set by supervisors.\u003c\/p\u003e \u003cp\u003e8.3 Considerations and conclusions for bank management.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eBibliography.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eIndex.\u003c\/b\u003e\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":51455984304471,"sku":"9780470740460","price":37.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780470740460.jpg?v=1755033321","url":"https:\/\/bookcurl.com\/products\/managing-liquidity-in-banks-9780470740460","provider":"Book Curl","version":"1.0","type":"link"}