Liquidity risk management in banks economic and regulatory issues

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 t...

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Detalles Bibliográficos
Autor principal: Ruozi, Roberto (-)
Otros Autores: Ferrari, Pierpaolo
Formato: Libro electrónico
Idioma:Inglés
Publicado: New York : Springer 2013.
Edición:1st ed. 2013.
Colección:SpringerBriefs in finance,
SpringerBriefs in Finance,
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009469888806719
Descripción
Sumario: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.
Notas:Description based upon print version of record.
Descripción Física:1 online resource (58 p.)
Bibliografía:Includes bibliographical references.
ISBN:9781283627160
9783642295812
9786613939616