March 2002
Intermediate to advanced
176 pages
3h 48m
English
book
Asset and Liability Management: The Banker’s Guide to Value Creation and Risk Control, Second Edition
by Jean Dermine, Youssef F. Bissada
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Cash flow for ‘stress scenarios’
As was the case for the management of interest rate risk, liquidity risk has to be analysed for the case of a banking crisis. In such a ‘stress’ case, there will be a ‘run’ on the bank with many depositors rushing to cash in their deposits and, possibly, some borrowers being unable to meet their loan repayment.
The net cash outflow arising from such a crisis situation has to be estimated, and banks have to make sure that they have a contingency funding plan; that is, enough liquid assets to sell for survival.
Typically, banks need to be able to cope with the crisis for a few days or a week, the time needed for ...
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.