» » Managing Liquidity in Banks: A Top Down Approach

Fb2 Managing Liquidity in Banks: A Top Down Approach ePub

by Rudolf Duttweiler

Category: Economics
Subcategory: Business and Work
Author: Rudolf Duttweiler
ISBN: 0470740469
ISBN13: 978-0470740460
Language: English
Publisher: Wiley; 1 edition (May 26, 2009)
Pages: 304
Fb2 eBook: 1174 kb
ePub eBook: 1292 kb
Digital formats: txt lrf mobi txt

Managing Liquidity in Banks widens the scope of its examination, to the process of setting up the structural elements for a. .Rudolf Duttweiler is an economist. from the University of St Gallen, Switzerland.

Managing Liquidity in Banks widens the scope of its examination, to the process of setting up the structural elements for a framework of effective liquidity management and to schemes employed by the supervisory framework for liquidity management, to evaluate the rationality of the concepts and processes introduced where they exceed supervisory and regulatory requirements.

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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.

Managing Liquidity in Banks : A Top Down Approach. By (author) Rudolf Duttweiler.

Managing Liquidity in Banks About the Author Rudolf Duttweiler is an economist by training with a PhD from the University of St Gallen, Switzerland

Managing Liquidity in Banks. For other titles in the Wiley Finance series please see ww. iley. Managing Liquidity in Banks A Top Down Approach. In his book, Rudolf Duttweiler presents the sum of 24 years of professional experience, gathered in positions of responsibility at several banks, 14 years of which include working for Commerzbank. He is definitely no theoretical analyst, but a practitioner with high standards for logical and structured thinking. About the Author Rudolf Duttweiler is an economist by training with a PhD from the University of St Gallen, Switzerland. Liquidity has played an important part in all his professional life.

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Mr Duttweiler's book is a welcome addition to the literature on liquidity risk measurement and management. In addition to his contributions to liquidity risk theory and liquidity pricing, the author provides a good overview of all of the critical elements. Leonard Matz, International Solution Manager, Liquidity Risk and co-author of Liquidity Risk Measurement and Management. Liquidity Risk Management has gained importance over recent years and particularly in the last year, as major bank failures have led to a re-evaluation of the significance of liquidity in stressed market.

Автор: Duttweiler Название: Managing Liquidity in Banks - A top down approach Издательство: Wiley .

This book tells 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.

"Liquidity risk is a topic growing immensely in importance in riskmanagement. It has been much neglected by financial institutionsand regulators in recent years and receives, in the course of thesub-prime crisis, sudden and great attention. This book iswell-structured and provides a comprehensive and systematicapproach to the topic. It will help risk controllers tosystematically set up a liquidity risk framework in theirbank."—Peter NEU, European Risk Team Leader, The BostonConsulting Group, and co author of Liquidity Risk Measurementand Management

"Mr Duttweiler's book is a welcome addition to the literature onliquidity risk measurement and management. In addition to hiscontributions to liquidity risk theory and liquidity pricing, theauthor provides a good overview of all of the criticalelements."—Leonard Matz, International Solution Manager, LiquidityRisk and co-author of Liquidity Risk Measurement andManagement

Liquidity Risk Management has gained importance overrecent years and particularly in the last year, as major bankfailures have led to a re-evaluation of the significance ofliquidity in stressed market conditions. Liquidity risk is closelyrelated to market risk and solvency, suggesting its significance intimes of volatile and 'bear' markets, where a single bank'sfailure can have dramatic effects on market liquidity.

The term liquidity is not well-define, and a comprehensiveunderstanding of its common elements is often missing within abanking organisation. In too many cases, liquidity risk managementhas not been developed with a coherent framework and generallyaccepted terms and methods, creating weaknesses in its structureand vulnerability to market risk. In this title, Duttweileradvances the study of quantitative liquidity risk management withthe concept of the 'Liquidity Balance Sheet', which allocatesportfolios into a specific structure, and consequently is able toaccount for potentially negative surprises so that the necessarybuffers can be quantified.

The book begins with an overview of liquidity as part offinancial policy and highlights the importance of liquidity as partof a general business concept and as protector and supporter of abusiness as a going concern. The author examines the role oliquidity in helping managers to achieve high-level liquidity aimsto support operating units to achieve business goals. He looks atquantitative methods of assessing a banks liquidity levels,including LaR and VaR, to establish an integrated concept in whichliquidity is incorporated into the framework of financial policies.He also presents methods, tools, scenarios and concepts to create apolicy framework for liquidity and to support contingencyplanning.

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