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Liquidity Risk Management: A Practitioner's Perspective

AUTHOR Baird, Stephen; Venkat, Shyam
PUBLISHER Wiley (03/28/2016)
PRODUCT TYPE Hardcover (Hardcover)

Description

While the credit profile of a loan portfolio can take months or years to deteriorate, liquidity can disappear in just hours, which is why effectively managing liquidity risk takes a specialized body of knowledge and an up-to-date skillset. Now, Liquidity Risk Management gives bankers, asset managers, regulators, and academics in-depth access to subject matter specialists at the global professional services firm of PricewaterhouseCoopers (PwC) on several aspects of this critical component of financial risk management.

Each chapter is written by a partner or director in PwC's Financial Services Advisory practice with significant, hands-on expertise in liquidity risk management. Collectively, these highly focused, in-depth treatments create an essential reference that describes evolving industry practices and advanced approaches to liquidity risk management in the post-financial crisis environment. Written for serious practitioners who want to understand how liquidity risk management should operate in today's environment and where their institutions are leading or falling behind the pack, this reliable guidebook looks at the latest regulatory agenda and details how a well-conceived and robustly implemented liquidity risk management framework aligns with, and can even inform, supervisory expectations.

Enhance and optimize your institution's liquidity risk management capabilities through:

  • A comprehensive, end-to-end framework on which to build a forward-looking improvement agenda and future state design comprising liquidity stress testing, intraday liquidity risk management, collateral management, early warning indicators, contingency funding planning, liquidity risk technology, and liquidity implications for recovery and resolution planning
  • A big-picture road map of the regulatory environment, including the latest on Basel III and other developments anticipated in areas of liquidity stress testing and reporting
  • Industry approaches to including liquidity considerations in product design, funds transfer pricing, management incentives, and other mechanisms to meet the challenge of aligning business activities with regulatory oversight

It isn't too late to fully upgrade your framework design, process, management and oversight, and technology capabilities with Liquidity Risk Management.

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Product Format
Product Details
ISBN-13: 9781118881927
ISBN-10: 1118881923
Binding: Hardback or Cased Book (Sewn)
Content Language: English
More Product Details
Page Count: 304
Carton Quantity: 24
Product Dimensions: 6.10 x 1.20 x 9.10 inches
Weight: 1.20 pound(s)
Feature Codes: Index, Price on Product, Illustrated
Country of Origin: US
Subject Information
BISAC Categories
Business & Economics | Banks & Banking
Dewey Decimal: 332.106
Library of Congress Control Number: 2016001879
Descriptions, Reviews, Etc.
jacket back

While the credit profile of a loan portfolio can take months or years to deteriorate, liquidity can disappear in just hours, which is why effectively managing liquidity risk takes a specialized body of knowledge and an up-to-date skillset. Now, Liquidity Risk Management gives bankers, asset managers, regulators, and academics in-depth access to subject matter specialists at the global professional services firm of PricewaterhouseCoopers (PwC) on several aspects of this critical component of financial risk management.

Each chapter is written by a partner or director in PwC's Financial Services Advisory practice with significant, hands-on expertise in liquidity risk management. Collectively, these highly focused, in-depth treatments create an essential reference that describes evolving industry practices and advanced approaches to liquidity risk management in the post-financial crisis environment. Written for serious practitioners who want to understand how liquidity risk management should operate in today's environment and where their institutions are leading or falling behind the pack, this reliable guidebook looks at the latest regulatory agenda and details how a well-conceived and robustly implemented liquidity risk management framework aligns with, and can even inform, supervisory expectations.

Enhance and optimize your institution's liquidity risk management capabilities through:

  • A comprehensive, end-to-end framework on which to build a forward-looking improvement agenda and future state design comprising liquidity stress testing, intraday liquidity risk management, collateral management, early warning indicators, contingency funding planning, liquidity risk technology, and liquidity implications for recovery and resolution planning
  • A big-picture road map of the regulatory environment, including the latest on Basel III and other developments anticipated in areas of liquidity stress testing and reporting
  • Industry approaches to including liquidity considerations in product design, funds transfer pricing, management incentives, and other mechanisms to meet the challenge of aligning business activities with regulatory oversight

It isn't too late to fully upgrade your framework design, process, management and oversight, and technology capabilities with Liquidity Risk Management.

Show More
jacket front

While the credit profile of a loan portfolio can take months or years to deteriorate, liquidity can disappear in just hours, which is why effectively managing liquidity risk takes a specialized body of knowledge and an up-to-date skillset. Now, Liquidity Risk Management gives bankers, asset managers, regulators, and academics in-depth access to subject matter specialists at the global professional services firm of PricewaterhouseCoopers (PwC) on several aspects of this critical component of financial risk management.

Each chapter is written by a partner or director in PwC's Financial Services Advisory practice with significant, hands-on expertise in liquidity risk management. Collectively, these highly focused, in-depth treatments create an essential reference that describes evolving industry practices and advanced approaches to liquidity risk management in the post-financial crisis environment. Written for serious practitioners who want to understand how liquidity risk management should operate in today's environment and where their institutions are leading or falling behind the pack, this reliable guidebook looks at the latest regulatory agenda and details how a well-conceived and robustly implemented liquidity risk management framework aligns with, and can even inform, supervisory expectations.

Enhance and optimize your institution's liquidity risk management capabilities through:

  • A comprehensive, end-to-end framework on which to build a forward-looking improvement agenda and future state design comprising liquidity stress testing, intraday liquidity risk management, collateral management, early warning indicators, contingency funding planning, liquidity risk technology, and liquidity implications for recovery and resolution planning
  • A big-picture road map of the regulatory environment, including the latest on Basel III and other developments anticipated in areas of liquidity stress testing and reporting
  • Industry approaches to including liquidity considerations in product design, funds transfer pricing, management incentives, and other mechanisms to meet the challenge of aligning business activities with regulatory oversight

It isn't too late to fully upgrade your framework design, process, management and oversight, and technology capabilities with Liquidity Risk Management.

Show More
List Price $100.00
Your Price  $97.00
Hardcover