"Written by a team of industry leaders from the Price Waterhouse Coopers Financial Services Regulatory Practice, Liquidity Risk Management is the first book of its kind to pull back the curtain on a global approach to liquidity risk management in the post-financial crisis. Now, as a number of regulatory initiatives emerge, this timely and informative book explores the real-world implications of risk management practices in today's market."-- Provided by publisher.
Bibliography, etc. Note
Includes bibliographical references and index.
Formatted Contents Note
Introduction / Shyam Venkat and Stephen Baird A new era of liquidity risk management / Shyam Venkat Liquidity stress testing / Stephen Baird Intraday liquidity risk management / Barry Barretta and Stephen Baird The convergence of collateral and liquidity / Thomas Ciulla, Bala Annadorai, and Gaurav Joshi Early warning indicators / Bruce Choy and Girish Adake Contingency funding planning / Chi Lai and Richard Tuosto Liquidity risk management information systems / Saroj Das, Shyam Venkat, and Chi Lai Recovery and resolution planning : liquidity / Pranjal Shukla and Daniel Shanks Supervisory perspectives on liquidity risk management / Kevin Clarke LCR, NSFR, and their challenges / Claire Rieger and John Elliott Strategic and tactical implications of the new requirements / Hortense Huez Funds transfer pricing and the Basel III framework / Stephen Baird, Bruce Choy, and Daniel Delean Liquidity and funding disclosures / Alejandro Johnston.
Digital File Characteristics
Source of Description
Print version record and CIP data provided by publisher.
Available in Other Form
Print version: Venkat, Shyam, 1962- Liquidity risk management. Hoboken : Wiley, 2016