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The recent turmoil on financial markets has made evident the importance of efficient liquidity risk management for the stability of banks. The measurement and management of liquidity risk must take into account economic factors such as the impact area, the timeframe of the analysis, the origin and the economic scenario in which the risk becomes manifest. Basel III, among other things, has introduced harmonized international minimum requirements and has developed global liquidity standards and supervisory monitoring procedures. The short book analyses the economic impact of the new regulation on profitability, on assets composition and business mix, on liabilities structure and replacement effects on banking and financial products.
Bank liquidity. --- Bank management. --- Banks and banking --- Risk management. --- Agricultural banks --- Banking --- Banking industry --- Commercial banks --- Depository institutions --- Management --- Bank liquidity -- Management. --- Bank liquidity --- Finance. --- Macroeconomics. --- Finance, general. --- Macroeconomics/Monetary Economics//Financial Economics. --- Finance --- Financial institutions --- Money --- Liquidity (Economics) --- Economics --- Funding --- Funds --- Currency question
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A fully up-to-date, cutting-edge guide to the measurement and management of liquidity riskWritten for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, though thoroughly grounded in theory, the book begins with the basics of liquidity risks and, using examples pulled from the recent financial crisis, how they manifest themselves in financial institutions. The book then goes on to look at tools which can be used to measure liquidity risk, discussing risk monitoring and the different models used, notably financial variables models, credit variables models, and behavioural variables models, and then at managing these risks. As well as looking at the tools necessary for effective measurement and management, the book also looks at and discusses current regulation and the implication of new Basel regulations on management procedures and tools.
Liquidity (Economics) --- Bank liquidity --- Financial risk --- Risk management --- Assets, Frozen --- Frozen assets --- Finance --- Insurance --- Management --- Business risk (Finance) --- Money risk (Finance) --- Risk --- E-books --- Private finance
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The drama of the common currency is a hot topic. The Euro was planned for the European Union's member states, bringing economically strong nations like Germany and Holland and weaker nations like Greece, Spain and Italy under one set of currency rules. A dozen years of its implementation has shown that the planning was incomplete at best. Add to this the weight of a deepening debt crisis among western nations, which continues unabated, and Europe has a very deep financial hole to climb out of. In this work, Dimitris N. Chorafas provides the reader with evidence to poor political judgment, then delves into preparation for the foreseeable Euro breakup and confronts the redenomination risk associated to it.
Macroeconomics. --- Regional economics. --- Spatial economics. --- International economics. --- Macroeconomics/Monetary Economics//Financial Economics. --- Regional/Spatial Science. --- International Economics. --- Monetary policy --- Bank liquidity --- Bank reserves --- Eurozone.
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Banks may be unable to refinance short-term liabilities in case of solvency concerns. To manage this risk, banks can accumulate a buffer of liquid assets, or strengthen transparency to communicate solvency. While a liquidity buffer provides complete insurance against small shocks, transparency covers also large shocks but imperfectly. Due to leverage, an unregulated bank may choose insufficient liquidity buffers and transparency. The regulatory response is constained: while liquidity buffers can be imposed, transparency is not verifiable. Moreover, liquidity requirements can compromise banks' transparency choices, and increase refinancing risk. To be effective, liquidity requirements should be complemented by measures that increase bank incentives to adopt transparency.
Bank liquidity --- Risk management --- Insurance --- Management --- Liquidity (Economics) --- Econometric models. --- Econometric models --- E-books --- Banks and Banking --- Finance: General --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Financial Institutions and Services: Government Policy and Regulation --- Financing Policy --- Financial Risk and Risk Management --- Capital and Ownership Structure --- Value of Firms --- Goodwill --- Bankruptcy --- Liquidation --- Financial services law & regulation --- Banking --- Finance --- Liquidity requirements --- Liquidity risk --- Hedging --- Bank solvency --- Banks and banking --- State supervision --- Financial risk management
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