Liquidity Risk Management Case Study: American International Group (AIG): Timeline
3 mins read August 2007 – October 2007: Goldman Sachs asks AIG to post additional collateral in view of the falling market value
Liquidity Risk Management Case Study: American International Group (AIG)
6 mins read AIG Financial Productions Corporation (AIG FP) a subsidiary of AIG issued and traded credit default swaps. These non-traditional insurance instruments
Lehman Brothers Liquidity Run
3 mins read Timeline February 2007: Lehman share price reaches all-time high of $86. 13th March 2007: Stock market suffers largest one-day drop
Liquidity Risk Management Case Study: Lehman Brothers
5 mins read Between 2003 and 2004 Lehman Brothers acquired five mortgage lenders including the subprime originator BNC Mortgage LLC and Alt- A
Liquidity Risk Training online video course – Episode one
< 1 min read liquidity risk management framework training video session covering the origins of a liquidity crisis
Liquidity Risk Management – Framework for Capital estimation
7 mins read Capital estimation for Liquidity Risk Management is a difficult exercise. It comes up as part of the internal liquidity risk management process as well as the internal capital adequacy assessment process (ICAAP). This post and the liquidity risk management series that follows suggests a framework for ongoing discussion based on the work done by our team with a number of regional banking customers