Liquidity Risk Management in Banks
Author | : Roberto Ruozi |
Publisher | : Springer Science & Business Media |
Total Pages | : 59 |
Release | : 2012-09-21 |
ISBN-10 | : 9783642295805 |
ISBN-13 | : 3642295800 |
Rating | : 4/5 (800 Downloads) |
Download or read book Liquidity Risk Management in Banks written by Roberto Ruozi and published by Springer Science & Business Media. This book was released on 2012-09-21 with total page 59 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.​