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Intro; Foreword; Contents; About the Author; Acronyms and Abbreviations; List of Figures; List of Tables; Chapter 1 Introduction; Chapter 2 The Concept of Bank Liquidity and Its Risk; 2.1 Definition of Bank Liquidity; 2.1.1 Central Bank Liquidity; 2.1.2 Funding Liquidity; 2.1.3 Market Liquidity; 2.2 Liquidity Risk: Definition and Multidimensionality; 2.2.1 Central Bank Liquidity Risk; 2.2.2 Funding Liquidity Risk; 2.2.3 Market Liquidity Risk; 2.3 Liquidity Interconnections in Normal and Turbulent Periods; 2.4 The Linkages Between Liquidity and Solvency
2.5 The Relationships Between Liquidity Risk and Other Typical Bank Risks2.6 The Aggravating Factors of Liquidity Risk; References; Chapter 3 The Bank Liquidity Issues During the Subprime Crisis; 3.1 The Subprime Crisis; 3.1.1 The Origin; 3.1.2 Triggering Factors; 3.2 Bank Liquidity Problems During the Subprime Crisis; 3.2.1 The Characteristics of the Banks Most Affected by the Liquidity Crisis of 2007-2009; 3.2.2 The Relationship Between Liquidity and Solvency Problems and Their Impact on Bank Stability; 3.2.3 The Main Lessons from the GFC with Particular Reference to Bank Liquidity
3.3 Liquidity Crises: Common Features and Some Prevention and Management PoliciesReferences; Chapter 4 The Role of Central Banks and the Interbank Market in Managing Bank Liquidity During the Global Financial Crisis; 4.1 Central Banks, the Interbank Market and Bank Liquidity Management; 4.2 The Liquidity Management Instruments of Leading Central Banks; 4.3 The Monetary Policy Actions Used by Leading Central Banks in Response to the GFC; 4.4 The Role of the Interbank Market in Financial Crises: Theories and Empirical Evidence
4.5 The Functioning of the Interbank Market During the Financial CrisisReferences; Chapter 5 Bank Liquidity Regulation Before the Global Financial Crisis; 5.1 Liquidity Risk Management: Regulation Before the Financial Crisis; 5.2 The Building Blocks of the Liquidity Risk Management Process; 5.2.1 The Liquidity Governance Model; 5.2.2 The Operating Limits System; 5.2.3 Liquidity Risk Measurement; 5.2.4 Policies and Operational Levers; 5.2.5 Control Activities; 5.2.6 Internal Communication and Disclosure; 5.3 The Role of the Supervisors; References
Chapter 6 The New International Liquidity Regulatory Framework for Banks6.1 Liquidity Risk: Regulatory Issues; 6.2 Common Principles for Sound Liquidity Management and Supervision; 6.3 The Minimum Liquidity Standards of Basel III; 6.3.1 The Liquidity Coverage Ratio; 6.3.2 The Net Stable Funding Ratio; 6.4 Monitoring Tools to Assess Liquidity Risk; References; Chapter 7 The Implications of Basel III Liquidity Regulatory Reform; 7.1 Introduction; 7.2 Possible Strategies for Banks to Meet Basel III Liquidity Ratios: Costs and Benefits
2.5 The Relationships Between Liquidity Risk and Other Typical Bank Risks2.6 The Aggravating Factors of Liquidity Risk; References; Chapter 3 The Bank Liquidity Issues During the Subprime Crisis; 3.1 The Subprime Crisis; 3.1.1 The Origin; 3.1.2 Triggering Factors; 3.2 Bank Liquidity Problems During the Subprime Crisis; 3.2.1 The Characteristics of the Banks Most Affected by the Liquidity Crisis of 2007-2009; 3.2.2 The Relationship Between Liquidity and Solvency Problems and Their Impact on Bank Stability; 3.2.3 The Main Lessons from the GFC with Particular Reference to Bank Liquidity
3.3 Liquidity Crises: Common Features and Some Prevention and Management PoliciesReferences; Chapter 4 The Role of Central Banks and the Interbank Market in Managing Bank Liquidity During the Global Financial Crisis; 4.1 Central Banks, the Interbank Market and Bank Liquidity Management; 4.2 The Liquidity Management Instruments of Leading Central Banks; 4.3 The Monetary Policy Actions Used by Leading Central Banks in Response to the GFC; 4.4 The Role of the Interbank Market in Financial Crises: Theories and Empirical Evidence
4.5 The Functioning of the Interbank Market During the Financial CrisisReferences; Chapter 5 Bank Liquidity Regulation Before the Global Financial Crisis; 5.1 Liquidity Risk Management: Regulation Before the Financial Crisis; 5.2 The Building Blocks of the Liquidity Risk Management Process; 5.2.1 The Liquidity Governance Model; 5.2.2 The Operating Limits System; 5.2.3 Liquidity Risk Measurement; 5.2.4 Policies and Operational Levers; 5.2.5 Control Activities; 5.2.6 Internal Communication and Disclosure; 5.3 The Role of the Supervisors; References
Chapter 6 The New International Liquidity Regulatory Framework for Banks6.1 Liquidity Risk: Regulatory Issues; 6.2 Common Principles for Sound Liquidity Management and Supervision; 6.3 The Minimum Liquidity Standards of Basel III; 6.3.1 The Liquidity Coverage Ratio; 6.3.2 The Net Stable Funding Ratio; 6.4 Monitoring Tools to Assess Liquidity Risk; References; Chapter 7 The Implications of Basel III Liquidity Regulatory Reform; 7.1 Introduction; 7.2 Possible Strategies for Banks to Meet Basel III Liquidity Ratios: Costs and Benefits