13. Liquidity Management at UBS

  1. Leonard Matz and
  2. Peter Neu
  1. Bruce McLean Forrest

Published Online: 20 MAR 2012

DOI: 10.1002/9781118390399.ch13

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

How to Cite

Forrest, B. M. (2006) Liquidity Management at UBS, in Liquidity Risk Measurement and Management: A practitioner's guide to global best practices (eds L. Matz and P. Neu), John Wiley & Sons (Asia) Pte Ltd, 2 Clementi Loop, #02-01, Singapore 129809. doi: 10.1002/9781118390399.ch13

Publication History

  1. Published Online: 20 MAR 2012
  2. Published Print: 27 OCT 2006

ISBN Information

Print ISBN: 9780470821824

Online ISBN: 9781118390399

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Keywords:

  • global asset management;
  • liquidity management;
  • funding risk;
  • liquidity risk measurement;
  • daily liquidity management

Summary

This chapter contains sections titled:

  • UBS's General Approach to Liquidity Management

  • Definition of Liquidity and Funding Risk

  • Organization and Responsibilities

  • Liquidity Risk Measurement and Monitoring

  • Daily Liquidity Management

  • Short-Term Framework

  • The Global Liquidity Sheet

  • Liquidity Stress Testing

  • Contingency Planning and Crisis Management

  • Group Funding Management

  • The Role of Collateral

  • Conclusion