Managing liquidity in banks: a top down approach
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester
Wiley
2009
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references (p. [267]-270) and index |
| Physical Description: | XIII, 286 S. 25 cm |
| ISBN: | 9780470740460 |
Staff View
MARC
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| 245 | 1 | 0 | |a Managing liquidity in banks |b a top down approach |c Rudolf Duttweiler |
| 264 | 1 | |a Chichester |b Wiley |c 2009 | |
| 300 | |a XIII, 286 S. |c 25 cm | ||
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| 650 | 4 | |a Bank | |
| 650 | 4 | |a Bank liquidity | |
| 650 | 4 | |a Bank management | |
| 650 | 4 | |a Banks and banking |x Risk management | |
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Record in the Search Index
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| adam_text | Contents
Foreword
ix
Preface
xi
Acknowledgements
xv
About the Author
xvii
1
Liquidity and Risk: Some Basics
1
1.1
Some understanding of liquidity
1
1.2
The meaning of liquidity risk
9
2
Liquidity in the Context of Business and Financial Policy
31
2.1
Introduction
31
2.2
Equilibrium as a tool within financial policy
32
2.3
The concept enlarged to fit banks
50
3
Liquidity as an Element of Banking Risk
61
3.1
Some clarifications
61
3.2
The concept of downside risk
(VAR)
and its circle of relationships
62
3.3
LAR:
liquidity risk and the missing theoretical concept
71
3.4
An attempt at an integrated concept for
LAR
79
3.5
Summary
83
4
A Policy Framework for Liquidity
87
4.1
Some thoughts and considerations
87
4.2
An overview of elements regarding liquidity policy
89
4.3
The elements of a liquidity policy in detail
89
4.4
Contingency planning
104
4.5
A technical framework supporting liquidity policy
113
4.6
The link to liquidity management
117
Contents
5
Conceptual
Considerations on Liquidity Management
119
5.1
Introduction
119
5.2
From accounting presentation to defining the liquidity balance sheet
120
5.3
The liquidity balance sheet and liquidity flows
127
6
Quantitative Aspects of Liquidity Management
147
6.1
General consideration
148
6.2
Liquidity at risk as one determinant of the buffers
154
6.3
Defining and quantifying the buffers
157
6.4
Limit-related input for liquidity policy
177
6.5
Transfer pricing and an alternative concept
186
7
The Concept in Practice
191
7.1
Introduction
191
7.2
Establishing the base
192
7.3
Case
1 :
a shock event
(9/11) 197
7.4
Case
2:
a name-related stress
(Commerzbank in
autumn
2002) 203
7.5
Subprime
crisis: a stress in progress
227
7.6
Final remarks and considerations
244
8
Acting Within the Supervisory Frame
247
8.1
High-level risks
247
8.2
The regulatory focus set by supervisors
249
8.3
Considerations and conclusions for bank management
260
Bibliography
267
Index
271
|
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T23:22:23Z |
| institution | BVB |
| isbn | 9780470740460 |
| language | English |
| lccn | 2009011960 |
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| physical | XIII, 286 S. 25 cm |
| publishDate | 2009 |
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| spelling | Duttweiler, Rudolf Verfasser aut Managing liquidity in banks a top down approach Rudolf Duttweiler Chichester Wiley 2009 XIII, 286 S. 25 cm txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references (p. [267]-270) and index Bank Bank liquidity Bank management Banks and banking Risk management Bankenliquidität (DE-588)4213508-4 gnd rswk-swf Bankenliquidität (DE-588)4213508-4 s DE-604 Digitalisierung UB Bamberg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=022491842&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Duttweiler, Rudolf Managing liquidity in banks a top down approach Bank Bank liquidity Bank management Banks and banking Risk management Bankenliquidität (DE-588)4213508-4 gnd |
| subject_GND | (DE-588)4213508-4 |
| title | Managing liquidity in banks a top down approach |
| title_auth | Managing liquidity in banks a top down approach |
| title_exact_search | Managing liquidity in banks a top down approach |
| title_full | Managing liquidity in banks a top down approach Rudolf Duttweiler |
| title_fullStr | Managing liquidity in banks a top down approach Rudolf Duttweiler |
| title_full_unstemmed | Managing liquidity in banks a top down approach Rudolf Duttweiler |
| title_short | Managing liquidity in banks |
| title_sort | managing liquidity in banks a top down approach |
| title_sub | a top down approach |
| topic | Bank Bank liquidity Bank management Banks and banking Risk management Bankenliquidität (DE-588)4213508-4 gnd |
| topic_facet | Bank Bank liquidity Bank management Banks and banking Risk management Bankenliquidität |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=022491842&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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