Liquidity Risk
Managing Funding and Asset Risk
2nd Edition
Published on 1. January 2014
Book
Paperback/Softback
XVIII, 300 pages
978-1-349-47692-3 (ISBN)
Description
Liquidity Management is now a core consideration for banks and other financial institutions following the collapse of numerous well-known banks in 2007-8. This timely new edition will provide practical guidance on liquidity risk and its management - now mandatory under new regulation.
More details
Series
Edition
2nd ed. 2014
Language
English
Place of publication
London
United Kingdom
Target group
Professional and scholarly
Edition type
Revised edition
Illustrations
XVIII, 300 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 18 mm
Weight
487 gr
ISBN-13
978-1-349-47692-3 (9781349476923)
DOI
10.1057/9781137374400
Schweitzer Classification
Other editions
Additional editions
Book
11/2013
2nd Edition
Palgrave Macmillan
€80.24
Shipment within 10-20 days
Person
Erik Banks is an experienced practitioner and regular contributor to the literature in the field of financial risk management and regulation. He has spent over 25 years as an international banker, working in market and credit risk roles at major financial institutions in New York, London, Tokyo, Hong Kong and Munich. Up to 2013, he was Senior Risk Advisor for a major European universal bank, and has held senior positions at Merrill Lynch, XL Capital, and Citibank. Erik is the author of over 20 books and numerous articles on financial risk management, insurance and regulation.
Content
PART I: ELEMENTS OF CORPORATE LIQUIDITY 1. Liquidity Risk Defined 2. Liquidity and Financial Operations 3. Sources of Liquidity PART II: LIQUIDITY PROBLEMS 4. Funding Liquidity Risk 5. Asset Liquidity Risk 6. Liquidity Spirals and Financial Distress 7. Case Studies in Liquidity Mismanagement PART III: MANAGING LIQUIDITY RISKS 8. Measuring Liquidity Risk 9. Controlling Liquidity Risk 10. Liquidity Crisis Management 11. New Regulatory Initiatives Summary: The Future of Active Liquidity Risk Management