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""A great write-up on the art of banking. Essential reading for anyone working in finance.""Dan Cunningham, Senior Euro Cash & OBS Dealer, KBC Bank NV, London ""Focused and succinct review of the key issues in bank risk management.""Graeme Wolvaardt, Head of Market Risk Control, Europe Arab Bank plc, London The importance of banks to the world's economic system cannot be overstated. The foundation of consistently successful banking practice remains efficient asset-liability management and liquidity risk management. This book introduces the key concepts of banking,

Private finance --- Banks and banking. --- Bank liquidity --- Asset-liability management. --- Management. --- AA / International- internationaal --- 333.130.0 --- 333.605 --- 333.741.0 --- Private banken: algemeen. Studies over de organisatie en de techniek van de banken --- Nieuwe financiële instrumenten. --- krediet op korte termijn. geldmarkt: Algemeenheden. --- Bank liquidity - Management. --- Bank liquidity -- Management. --- Banks and banking --- Asset-liability management --- Finance --- Business & Economics --- Banking --- Management --- Asset-liability management (Banking) --- Funds management --- Agricultural banks --- Banking industry --- Commercial banks --- Depository institutions --- Financial institutions --- Liquidity (Economics) --- Money --- Investments --- Risk management --- E-books --- Nieuwe financiële instrumenten --- krediet op korte termijn. geldmarkt: Algemeenheden --- Insurance --- Banques --- Gestion du risque

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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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The paper discusses the reasons for central bank (CB) issuance of securities, and reasons for choosing different approaches e.g. in maturities and target market. It provides evidence on the range of different approaches taken by those CBs which do issue, as well as suggesting reasons why some CBs do not; and provides operational guidelines on the major building blocks of the issuance of CB securities.

Banks and banking, Central. --- Liquidity (Economics). --- Securities. --- Finance --- Business & Economics --- Banking --- Banks and Banking --- Finance: General --- Investments: General --- Investments: Bonds --- Central Banks and Their Policies --- General Financial Markets: General (includes Measurement and Data) --- Portfolio Choice --- Investment Decisions --- Interest Rates: Determination, Term Structure, and Effects --- Investment & securities --- Securities --- Liquidity management --- Bonds --- Government securities --- Yield curve --- Financial instruments --- Liquidity --- Economics --- Interest rates --- Chile

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This paper assesses the stability of Saudi Arabia’s financial system as a whole. Banks—the core of the Saudi financial system—remain liquid and resilient. Stress tests show that most banks, including all systemically important banks, would be able to continue operating and meeting regulatory capital requirements in the event of additional severe economic shocks, characterized by oil prices falling substantially below current levels. Despite the recent liquidity challenges, all banks would also be able to cope with additional adverse liquidity shocks. The authorities’ ambitious agenda for improving macro- and microprudential financial sector oversight should be fully implemented and, in some cases, enhanced and further refined.

Banks and Banking --- Finance: General --- Macroeconomics --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Portfolio Choice --- Investment Decisions --- Financial Markets and the Macroeconomy --- General Financial Markets: Government Policy and Regulation --- Banking --- Finance --- Liquidity --- Commercial banks --- Liquidity management --- Macroprudential policy --- Asset and liability management --- Financial institutions --- Financial sector policy and analysis --- Financial sector stability --- Banks and banking --- Economics --- Economic policy --- Financial services industry --- Saudi Arabia

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This paper examines the drivers of liquidity shortages in the Mexican government bond market. We use unique transaction- and quote level data with information on end-investors to construct an index of bond market liquidity. We find that liquidity remained stable in recent years, although temporary shortages arose amid domestic and global market stress. The analysis suggests that the largest liquidity squeezes have tended to be driven by foreign investors, whose sell-offs were especially pronounced in less liquid market segments. While domestic banks often absorbed part of the shock, other domestic investors—with the notable inclusion of domestic pension and mutual funds—appeared to take a more opportunistic stance depending on the nature of the shock.

Mexico --- Finance: General --- Investments: General --- Investments: Bonds --- Portfolio Choice --- Investment Decisions --- Information and Market Efficiency --- Event Studies --- Financial Institutions and Services: General --- General Financial Markets: General (includes Measurement and Data) --- Finance --- Investment & securities --- Liquidity --- Securities markets --- Liquidity indicators --- Securities --- Sovereign bonds --- Asset and liability management --- Financial markets --- Liquidity management --- Financial institutions --- Economics --- Capital market --- Financial instruments --- Bonds