Managing Liquidity in Banks (ePub)
A Top Down Approach
(Sprache: Englisch)
"Liquidity 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...
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...
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"Liquidity 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."
--Peter NEU, European Risk Team Leader, The Boston
Consulting Group, and co author of Liquidity Risk Measurement
and Management
"Mr 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."
--Leonard Matz, International Solution Manager, Liquidity
Risk and co-author of Liquidity Risk Measurement and
Management
Liquidity Risk Management has gained importance over
recent years and particularly in the last year, as major bank
failures have led to a re-evaluation of the significance of
liquidity in stressed market conditions. Liquidity risk is closely
related to market risk and solvency, suggesting its significance in
times of volatile and 'bear' markets, where a single bank's
failure can have dramatic effects on market liquidity.
The term liquidity is not well-define, and a comprehensive
understanding of its common elements is often missing within a
banking organisation. In too many cases, liquidity risk management
has not been developed with a coherent framework and generally
accepted terms and methods, creating weaknesses in its structure
and vulnerability to market risk. In this title, Duttweiler
advances the study of quantitative liquidity risk management with
the concept of the 'Liquidity Balance Sheet', which allocates
portfolios into a specific structure, and consequently is able to
account for potentially negative surprises so that the necessary
buffers can be quantified.
The book begins with an overview of liquidity as part of
financial policy and highlights the importance of liquidity as part
of a general business concept and as protector and supporter of a
business as a going concern. The author examines the role o
liquidity in helping managers to achieve high-level liquidity aims
to support operating units to achieve business goals. He looks at
quantitative methods of assessing a banks liquidity levels,
including LaR and VaR, to establish an integrated concept in which
liquidity is incorporated into the framework of financial policies.
He also presents methods, tools, scenarios and concepts to create a
policy framework for liquidity and to support contingency
planning.
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."
--Peter NEU, European Risk Team Leader, The Boston
Consulting Group, and co author of Liquidity Risk Measurement
and Management
"Mr 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."
--Leonard Matz, International Solution Manager, Liquidity
Risk and co-author of Liquidity Risk Measurement and
Management
Liquidity Risk Management has gained importance over
recent years and particularly in the last year, as major bank
failures have led to a re-evaluation of the significance of
liquidity in stressed market conditions. Liquidity risk is closely
related to market risk and solvency, suggesting its significance in
times of volatile and 'bear' markets, where a single bank's
failure can have dramatic effects on market liquidity.
The term liquidity is not well-define, and a comprehensive
understanding of its common elements is often missing within a
banking organisation. In too many cases, liquidity risk management
has not been developed with a coherent framework and generally
accepted terms and methods, creating weaknesses in its structure
and vulnerability to market risk. In this title, Duttweiler
advances the study of quantitative liquidity risk management with
the concept of the 'Liquidity Balance Sheet', which allocates
portfolios into a specific structure, and consequently is able to
account for potentially negative surprises so that the necessary
buffers can be quantified.
The book begins with an overview of liquidity as part of
financial policy and highlights the importance of liquidity as part
of a general business concept and as protector and supporter of a
business as a going concern. The author examines the role o
liquidity in helping managers to achieve high-level liquidity aims
to support operating units to achieve business goals. He looks at
quantitative methods of assessing a banks liquidity levels,
including LaR and VaR, to establish an integrated concept in which
liquidity is incorporated into the framework of financial policies.
He also presents methods, tools, scenarios and concepts to create a
policy framework for liquidity and to support contingency
planning.
Autoren-Porträt von Rudolf Duttweiler
Rudolf Duttweiler is an economist. He gained his Ph.D. fromthe University of St Gallen, Switzerland.
Liquidity has played an important part in his professional life.
His first practical experience in banking was gained in Zurich and
London as Treasurer of Swiss Bank corporation (now UBS) and Credit
Suisse. From 1993 until 2006 he headed the Group Treasury of
Commerzbank at their Headquarters in Frankfurt. This was the
formative period during which his comprehensive understanding of
liquidity policy and concepts to manage liquidity were developed.
Throughout his professional life he has continued to publish and
lecture on market and liquidity related subjects. His last
publication in 2008 refers to liquidity as part of banking related
financial policy, and laid the basis for the integration of
liquidity into the framework of business policy for banking.
Mr Duttweiler is a lecturer on Bank Treasury Management at the
University of St Gallen, Switzerland.
Bibliographische Angaben
- Autor: Rudolf Duttweiler
- 2011, 1. Auflage, 304 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 1119991099
- ISBN-13: 9781119991090
- Erscheinungsdatum: 09.11.2011
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- Größe: 2.33 MB
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Sprache:
Englisch
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