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

Baranyai, Eszter

 
9783639110470: Liquidity Risk Management: with special interest to the Hungarian banking sector
Couverture souple
ISBN 10 : 3639110471 ISBN 13 : 9783639110470
Editeur : VDM Verlag Dr. Müller, 2008

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Biographie de l'auteur

Eszter Baranyai was born on 19/08/1984 in Budapest. She was awarded 1st Class Honours in her Master¿s Degree in Economics from Corvinus University of Budapest. Eszter majored in Capital Markets and Corporate Finance. Currently, due to a regional grant of the French Government, she continues her studies in Banking at ESSCA, France.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
VDM Verlag Dr. Müller
Date d'édition
2008
Langue
anglais
ISBN 10 
3639110471
ISBN 13 
9783639110470
Reliure
Broché
Nombre de pages
80
Coordonnées du fabricant
non disponible
Personne responsable
non disponible