Liquidity Risk: Managing Funding and Asset Risk, Banks E.
Автор: Erik Banks Название: Liquidity Risk ISBN: 113737439X ISBN-13(EAN): 9781137374394 Издательство: Springer Рейтинг: Цена: 60550.00 T Наличие на складе: Поставка под заказ. Описание: Liquidity Management is now a core consideration for banks and other financial institutions following the collapse of numerous well-known banks in 2007-8. This timely new edition will provide practical guidance on liquidity risk and its management - now mandatory under new regulation.
Автор: Leonard Matz Название: Liquidity Risk Measurement and Management ISBN: 1462892442 ISBN-13(EAN): 9781462892440 Издательство: Неизвестно Рейтинг: Цена: 27570.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Carbу Valverde Santiago, Cuadros Solas Pedro Jesъs, Rodrнguez Fernбndez Francisco Название: Liquidity Risk, Efficiency and New Bank Business Models ISBN: 331980894X ISBN-13(EAN): 9783319808949 Издательство: Springer Рейтинг: Цена: 149670.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Chapters also investigate topics such as bank efficiency and new bank business models from a business diversification perspective, the effects on financial exclusion and how liquidity mismatches are related with the bank business model.
Автор: Banks Название: Liquidity Risk ISBN: 1403933995 ISBN-13(EAN): 9781403933997 Издательство: Springer Рейтинг: Цена: 259950.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: 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.
Автор: Shin Hyun Song Название: Risk and Liquidity ISBN: 0198847068 ISBN-13(EAN): 9780198847069 Издательство: Oxford Academ Рейтинг: Цена: 58230.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book presents the Clarendon Lectures in Finance by one of the leading exponents of financial booms and crises. It explains why the global financial crisis erupted in an era when risk management was at the core of the most sophisticated financial institutions.
Название: Liquidity Risk, Efficiency and New Bank Business Models ISBN: 3319308181 ISBN-13(EAN): 9783319308180 Издательство: Springer Рейтинг: Цена: 107130.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book provides insight into current research topics in finance and banking in the aftermath of the financial crisis. In this volume, authors present empirical research on liquidity risk discussed in the context of Basel III and its implications. Chapters also investigate topics such as bank efficiency and new bank business models from a business diversification perspective, the effects on financial exclusion and how liquidity mismatches are related with the bank business model. This book will be of value to those with an interest in how Basel III has had a tangible impact upon banking processes, particularly with regard to maintaining liquidity, and the latest research in financial business models.
Автор: Amihud, Yakov Mendelson, Haim Pedersen, Lasse H. Название: Liquidity and asset prices ISBN: 1933019123 ISBN-13(EAN): 9781933019123 Издательство: Неизвестно Рейтинг: Цена: 75710.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Reviews the literature that studies the relationship between liquidity and asset prices. The authors review the theoretical literature that predicts how liquidity affects a security`s required return and discuss the empirical connection between the two.
Автор: Howell Michael J. Название: Capital Wars: The Rise of Global Liquidity ISBN: 3030392902 ISBN-13(EAN): 9783030392901 Издательство: Springer Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Economic cycles are driven by financial flows, namely quantities of savings and credits, and not by high street inflation or interest rates. Their sweeping destructive powers are expressed through Global Liquidity, a $130 trillion pool of footloose cash. Global Liquidity describes the gross flows of credit and international capital feeding through the world's banking systems and wholesale money markets. The huge jump in the volume of international financial markets since the mid-1980s has been boosted by deregulation, innovation and easy money, with financial globalisation now surpassing the peaks of integration reached before the First World War. Global Liquidity drives these markets: it is often determinant, frequently disruptive and always fast-moving. Barely one fifth of Wall Street's huge gains over recent decades have come from earnings: rising liquidity and investors' appetite for riskier financial assets have propelled stock prices higher. Similar experiences are shared worldwide and even in emerging markets, such as India, flat earnings have not deterred waves of foreign money and domestic mutual funds from driving-up stock prices. Now with central banks actively pursuing quantitative easing policies, industrial corporations flush with cash and rising wealth levels among emerging market investors, the liquidity theory of investment has never been more important.
International spill-overs of these rapacious cross-border flows sets off capital wars and exposes the unattractive face of liquidity called 'risk.' As the world grows bigger, it becomes ever more volatile. From the early 1960s onwards, the world economy and its financial markets have suffered from three broad types of shocks - labour costs, oil and commodities, and global liquidity. Financial markets spin on fragile axes and the absence of liquidity often provides a warning of upcoming troubles.
Global Liquidity is a much-discussed, but narrowly-researched and vaguely-defined topic. This book deeply explores the subject by clearly defining and measuring liquidity worldwide and by showing its importance for investors. The roles of central banks, shadow banking, the rise of Repo and growth of wholesale money are discussed. Additionally, covering the latest developments in China's increasingly dominant financial economy, this book will appeal to practitioners, policy-makers, economists and academics, as well as those with a general interest in how financial markets work.
Post-crisis capital regulations and new failure-resolution rules increased the funding costs that are borne by bank shareholders, and thus the cost to buy-side firms for access to space on the balance sheets of large banks. A policy implication is the encouragement of market infrastructure and trading methods that reduce the amount of space on bank balance sheets that is needed to conduct a given amount of trade.
Using models and evidence, this book addresses the implications for financial-market liquidity of these regulations for systemically important banks and argues that current rules do not allow for potential levels of market efficiency and financial stability. In this insightful analysis of the impact of regulation on financial market efficiency post-2008, the author argues that bank capital levels could actually be pushed higher while still improving the liquidity of markets for safe assets such as low-risk fixed-income instruments by relaxing the leverage-ratio rule and increasing risk-based capital requirements.
Автор: Vuorenmaa Название: Lit and Dark Liquidity with Lost Time Data ISBN: 1137432608 ISBN-13(EAN): 9781137432605 Издательство: Springer Рейтинг: Цена: 55890.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Since the 2008 financial crisis, researchers and policy makers have been looking to empirical data to distil both what happened and how a similar event can be avoided in the future. In Lit and Dark Liquidity with Lost Time Data, Vuorenmaa analyses liquidity to better understand the crux of the financial crisis.
Автор: Laura Chiaramonte Название: Bank Liquidity and the Global Financial Crisis ISBN: 3030068447 ISBN-13(EAN): 9783030068448 Издательство: Springer Рейтинг: Цена: 74530.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: One of the lessons learned from the Global Financial Crisis of 2007–9 is that minimum capital requirements are a necessary but inadequate safeguard for the stability of an intermediary. Despite the high levels of capitalization of many banks before the crisis, they too experienced serious difficulties due to insufficient liquidity buffers. Thus, for the first time, after the GFC regulators realized that liquidity risk can jeopardize the orderly functioning of a bank and, in some cases, its survival. Previously, the risk did not receive the same attention by regulators at the international level as other types of risk including credit, market, and operational risks. The GFC promoted liquidity risk to a significant place in regulatory reform, introducing uniform international rules and best practices. The literature has studied the potential effects of the new liquidity rules on the behaviour of banks, the financial system, and the economy as a whole. This book provides a comprehensive understanding of the bank liquidity crisis that occurred during the GFC, of the liquidity regulatory reform introduced by the Basel Committee with the Basel III Accord, and its implications both at the micro and macroeconomic levels. Universit?Cattolica del Sacro Cuore contributed to the funding of this research project and its publication.
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