Liquidity Risk Management: A Practitioner's Perspective

  • 4h 49m
  • Shyam Venkat, Stephen Baird
  • John Wiley & Sons (US)
  • 2016

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.

In this Book

  • Liquidity Risk Management—A Practitioner’s Perspective
  • Introduction
  • A New Era of Liquidity Risk Management
  • Liquidity Stress Testing
  • Intraday Liquidity Risk Management
  • The Convergence of Collateral and Liquidity
  • Early Warning Indicators
  • Contingency Funding Planning
  • Liquidity Risk Management—Information Systems
  • Recovery and Resolution Planning—Liquidity
  • Supervisory Perspectives on Liquidity Risk Management
  • LCR, NSFR, and Their Challenges
  • Strategic and Tactical Implications of the New Requirements
  • Funds Transfer Pricing and the Basel III Framework
  • Liquidity and Funding Disclosures
  • Biographies
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