This book gives you the guidance and the tools you require to take control of your bank’s liquidity risk. No other resource takes you from the general principles of liquidity management to the specific financial strategies and gives you the tools you need to implement them. Specific recommendations for liquidity management help you determine the actions you need to take. Bank-specific case studies and examples (including actual balance sheet data) make it easy to apply the methods. Sample liquidity policies and contingency plans provides a useful template. Worksheets, ratios, formulas, and checklists help you to save time and get the numbers right.
Book Details:
- Author: Leonard Matz
- ISBN: 9781118390399
- Year Published: 2007
- Pages: 400
- BISAC: BUS027000, BUSINESS & ECONOMICS/Finance
About the Book and Topic:
This book gives you the guidance and the tools you require to take control of your bank’s liquidity risk. No other resource takes you from the general principles of liquidity management to the specific financial strategies and gives you the tools you need to implement them. Specific recommendations for liquidity management help you determine the actions you need to take. Bank-specific case studies and examples (including actual balance sheet data) make it easy to apply the methods. Sample liquidity policies and contingency plans provides a useful template. Worksheets, ratios, formulas, and checklists help you to save time and get the numbers right.
Liquidity means being able to get access to the cash you need, when you need it. It also means that others must recognize that you can do this, so that cash remains available to you. In many banks, liquidity is taken for granted until some crisis makes it a focal point for bankers, regulators, and the public. Too often liquidity plans and policies are put in place in response to such events with little consideration of the real questions bankers need to address.
Well established authors and acknowledged experts in the field of Risk Management Recent regulatory changes in US & UK are covered Other work in this area is out of date. This major work will offers comprehensive, up-to-date coverage on all aspects of liquidity risk management. The book will be actively promoted through the Kamakura website
About the Author
Leonard Matz is an author, consultant, and bank trainer. He graduated from Case Western Reserve University in Cleveland, Ohio in 1973. After spending five years with the Federal Reserve as a bank examiner, he spent 14 years in various bank management positions. Mr. Matz is the author of numerous books as well as magazine and journal articles. His other books include Interest Rate Risk Management and the Self Paced Guide to Asset/Liability Management Training. He is a frequent speaker and industry conferences and training programs and has been a member of the National Asset/Liability Management Association since 1989. Peter Neu is an author, consultant and former banker living with his wife in Frankfurt, Germany. He graduated in 1994 with a PhD from the University of Heidelberg in Theoretical Physics. After completing a post-doctorate position at MIT, Cambridge M.A., Peter Neu joined Group Risk Control of Dresdner Bank AG in 1997. As a member of Group Strategic Risk s economic capital model before taking over the responsibility for liquidity risk control. In 2005, Peter Neu joined the Boston Consulting Group as its European head of a risk expert team. He frequently speaks at industry conferences and training courses and has published articles on credit risk and operational risk measurement.