Liquidity Risk: Managing Assets and Funding Risk (Finance and Capital Markets Series)

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Overview

Liquidity risk is the risk of loss arising from an inability to quickly realize asset value or obtain funding and can be damaging if not properly considered or actively managed. Lack of liquidity can lead to large losses in asset/liability portfolios and off balance sheet activities and in extreme cases can trigger financial distress and insolvency. Liquidity Risk is a comprehensive treatment of the topic focusing on the nature of the risk, problems that arise in asset and funding liquidity and mechanisms that ...

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Overview

Liquidity risk is the risk of loss arising from an inability to quickly realize asset value or obtain funding and can be damaging if not properly considered or actively managed. Lack of liquidity can lead to large losses in asset/liability portfolios and off balance sheet activities and in extreme cases can trigger financial distress and insolvency. Liquidity Risk is a comprehensive treatment of the topic focusing on the nature of the risk, problems that arise in asset and funding liquidity and mechanisms that can be developed to monitor, measure and control such risks.

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Product Details

  • ISBN-13: 9781403933997
  • Publisher: Palgrave Macmillan
  • Publication date: 1/1/2005
  • Series: Finance and Capital Markets Series
  • Pages: 250
  • Product dimensions: 6.20 (w) x 9.10 (h) x 0.90 (d)

Meet the Author

Erik Banks has held senior risk management positions at several global financial institutions, including Partner and Chief Risk Officer of Bermuda reinsurer XL Capital's derivatives subsidiary, and Managing Director of Corporate Risk Management at Merrill Lynch.

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Table of Contents

PART 1
• Liquidity risk defined
• Liquidity and financial operations
• Sources of liquidity
• PART 2
• Asset liquidity risk
• Funding liquidity risk
• Combined asset/funding liquidity risk
• Liquidity spiral, distress and bankruptcy
• Case studies in liquidity mismanagement
• PART 3
• Controlling liquidity risk
• Monitoring liquidity profiles
• Crisis management and protection of liquidity
• Summary and conclusions: Towards active liquidity management
• Appendices
• Index

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