Liquidity Risk Measurement and Management: A practitioner's guide to global best practices

Liquidity Risk Measurement and Management: A practitioner's guide to global best practices

Editor(s): Leonard Matz, Peter Neu

Published Online: 20 MAR 2012 12:59PM EST

Print ISBN: 9780470821824

Online ISBN: 9781118390399

DOI: 10.1002/9781118390399

About this Book

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Major events such as the Asian crisis in 1997, the Russian default on short-term debt in 1998, the downfall of the hedge fund long-term capital management in 1998 and the disruption in payment systems following the World Trade Center attack in 2001, all resulted in increased management's attention to liquidity risk.

Banks have realized that adequate systems and processes for identifying, measuring, monitoring and controlling liquidity risks help them to maintain a strong liquidity position, which in turn will increase the confidence of investors and rating agencies as well as improve funding costs and availability.

Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices provides the best practices in tools and techniques for bank liquidity risk measurement and management. Experienced bankers and highly regarded liquidity risk experts share their insights and practical experiences in this book.

Table of contents

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  1. Part I: Measuring and Monitoring Liquidity Risk

  2. Part II: Managing Liquidity Risk

    1. Chapter 7

      Market Developments in Banks' Funding Markets (pages 146–169)

      Peter Neu, Armin Leistenschneider, Bernhard Wondrak and Martin Knippschild

  3. Part III: Case Studies and Alternative Views

  4. Part IV: Cutting Edge

  5. Part V: Conclusion

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