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The Liquidity Risk Management Guide: From Policy to Pitfalls
book

The Liquidity Risk Management Guide: From Policy to Pitfalls

by Gudni Adalsteinsson
July 2014
Intermediate to advanced
216 pages
7h 59m
English
Wiley
Content preview from The Liquidity Risk Management Guide: From Policy to Pitfalls

Bibliography

  1. Accenture (2012) Basel III Handbook, Accenture. Available at: www.accenture.com.
  2. Acharya, V. (2009) A Theory of Systemic Risk and Design of Prudential Bank Regulation, Journal of Financial Stability, 5, 224–255.
  3. Adrian, T. and Shin, H. (2008) Liquidity and Financial Contagion, Banque de France, Financial Stability Review – Special Issue on Liquidity, No. 11, February 2008, pp. 1–7.
  4. Adrian, T. and Shin, H. (2009) Money, Liquidity, and Monetary Policy, Federal Reserve Bank of New York, Staff Report No. 360, January 2009.
  5. Adrian, T. and Shin, H. (2010) Liquidity and Leverage, Federal Reserve Bank of New York, Staff Report No. 328, December 2010.
  6. Akerlof, G. (1970) The Market for ‘Lemons’: Quality Uncertainty and the Market Mechanism, The Quarterly Journal of Economics, 84 (3), August 1970, 488–500.
  7. Allen, F. and Santomero, A. (1998) The Theory of Financial Intermediation, Journal of Banking and Finance, 21, 1461–1485.
  8. Allen, F. and Santomero, A. (2001) What Do Financial Intermediaries Do? Journal of Banking and Finance, 25, 271–294.
  9. Asian Development Bank, Risk Management and Asset and Liability Management in Banks, Technical Assistance Consultant's Report (date not disclosed).
  10. Australian Prudential Regulation Authority (APRA) (2013) Draft Prudential Practice Guide, APG 210 – Liquidity, May 2013.
  11. Australian Prudential Regulation Authority (APRA) (2013) Implementing Basel III Liquidity Reforms in Australia, May 2013.
  12. Bagehot, W. (1873) Lombard Street: A Description ...
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Publisher Resources

ISBN: 9781118858011Purchase book