TY  - BOOK
AU  - Duttweiler,Rudolf
TI  - Managing liquidity in banks : : a top down approach / 
SN  - 978047074046
U1  - 332.10681 22
PY  - 2009///
CY  - Chichester : 
PB  - Wiley, 
KW  - Liquidez bancaria
KW  - Administración bancaria
N1  - Incluye referencias bibliográficas (páginas 267-270) e índice; 1. Liquidity and risk: some basics: 1.1. Some understanding of liquidity ; 1.2. The meaning of liquidity risk -- 2. Liquidity in the Context of Business and Financial Policy: 2.1. Introduction ; 2.2. Equilibrium as a tool within financial policy ; 2.3. The concept enlarged to fit banks -- 3. Liquidity as an Element of Banking Risk: 3.1. Some clarifications ; 3.2. The concept of downside risk (VAR) and its circle of relationships ; 3.3. LAR: liquidity risk and the missing theoretical concept ; 3.4. An attempt at an integrated concept for LAR ; 3.5. Summary -- 4. A Policy Framework for Liquidity: 4.1. Some thoughts and considerations ; 4.2. An overview of elements regarding liquidity policy ; 4.3. The elements of a liquidity policy in detail ; 4.4. Contingency planning ; 4.5. A technical framework supporting liquidity policy ; 4.6. The link to liquidity management -- 5. Conceptual Considerations on Liquidity Management: 5.1. Introduction ; 5.2. From accounting presentation to defining the liquidity balance sheet ; 5.3. The liquidity balance sheet and liquidity flows   -- 6. Quantitative Aspects of Liquidity Management: 6.1. General consideration ; 6.2. Liquidity at risk as one determinant of the buffers  ; 6.3. Defining and quantifying the buffers ; 6.4. Limit-related input for liquidity policy ; 6.5. Transfer pricing and an alternative concept -- 7. The Concept in Practice: 7.1. Introduction ; 7.2. Establishing the base ; 7.3. Case 1: a shock event (9/11) ; 7.4. Case 2: a name-related stress (Commerzbank in autumn 2002) ; 7.5. 'Subprime' crisis: a stress in progress ; 7.6. Final remarks and considerations -- 8. Acting Within the Supervisory Frame : 8.1. High-level risks ; 8.2. The regulatory focus set by supervisors ; 8.3. Considerations and conclusions for bank management."
ER  -