Liquidity Risk Management in Banks

Economic and Regulatory Issues

  • Roberto Ruozi
  • Pierpaolo Ferrari
Part of the SpringerBriefs in Finance book series (BRIEFSFINANCE)

Table of contents

  1. Front Matter
    Pages i-v
  2. Roberto Ruozi, Pierpaolo Ferrari
    Pages 1-54

About this book

Introduction

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.​

Keywords

Basel III Funding Liquidity Risk Liquidity Risk Market Liquidity Risk

Authors and affiliations

  • Roberto Ruozi
    • 1
  • Pierpaolo Ferrari
    • 2
  1. 1.Department of FinanceBocconi UniversityMilanItaly
  2. 2.Department of BusinessUniversity of BresciaBresciaItaly

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-29581-2
  • Copyright Information The Author(s) 2013
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Business and Economics
  • Print ISBN 978-3-642-29580-5
  • Online ISBN 978-3-642-29581-2
  • Series Print ISSN 2193-1720
  • Series Online ISSN 2193-1739
  • About this book