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Managing Liquidity In Banks "A Top Down Approach"

A Top Down Approach

Managing Liquidity In Banks "A Top Down Approach". A Top Down Approach

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  • ISBN:9780470740460
  • Editorial: Wiley & Sons Ltd.
  • Fecha de la edición:
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  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:304
  • Idiomas:Ingles,Inglés

Materias:

Due to the current credit crisis, liquidity is at the top of a bank's agenda. Under severe liquidity stress, a bank is challenged in many ways and on different levels, and simply focusing on liquidity management at the business unit or product level does not address the problem. Here is a practical reference that details how the whole business can be protected by creating a financial policy and liquidity framework that protects the organization from liquidity risk at all levels with a top-down approach. The book includes the case of Commerzbank, under stress in late 2002, and shows which measures and actions were successful or not and why.

1 Liquidity and Risk: Some Basics 1
l.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
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

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