Liquidity Risk Management: with special interest to the Hungarian banking sector - Softcover

Baranyai, Eszter

Softcover

ISBN 10: 3639110471 ISBN 13: 9783639110470

Verlag: VDM Verlag Dr. Müller, 2008

Inhaltsangabe

The book focuses on the different liquidity risk measurement and management techniques and models, with the objective of giving an overview of the possibilities Hungarian banks may opt for. The proper management of liquidity risk is receiving growing attention lately primarily due to the increase in risk factors and to the effect of recently experienced crises. Numerous changes in market trends have augmented liquidity risk exposure, for example the growing loan/deposit ratio and wholesale funding, the fact that banks are becoming more and more lenders of second resort, etc. The different types of liquidity risk and a possible liquidity risk management process and structure are discussed. It is impossible to examine liquidity risk management techniques without getting familiarized with the framework in Hungary. This framework includes regulations and recommendations of the Hungarian Financial Supervisory Authority (PSZÁF), the second pillar of Basel II, central bank (MNB) tools, interbank market characteristics and market trends. Finally, the book offers practical advice in relation with liquidity management strategies, techniques, systems and controls.

Details zur Ausgabe

• Verlag: VDM Verlag Dr. Müller
• Erscheinungsdatum: 2008
• Sprache: Englisch
• ISBN 10: 3639110471
• ISBN 13: 9783639110470
• Einband: Taschenbuch
• Anzahl der Seiten: 80
• Kontakt zum Hersteller: Nicht verfügbar
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