liquidity risk management framework training video session covering the origins of a liquidity crisis
Finance Training Courses: ICAAP: Win a seat at the ICAAP Treasury Risk Workshop, Langkawi at your price!
Purchase a copy of the “Risk Frameworks and Applications – 2nd Edition” and avail a novel opportunity to win via an auction a discounted seat at Alchemy’s upcoming workshop on ICAAP and Treasury Risk being held in tropical Langkawi, Malaysia on the 28th of March 2011.
Ever since we started preparing ICAAP (Internal Capital Adequacy Assessment Process) submission reports the two areas where clients had the most questions dealt with estimation of internal capital for strategic and liquidity risk. One client went as far as saying that I don’t want to
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
Liquidity Risk Management: Bear Stearns Liquidity Run Case Study Timelines 20 December 2007: BS records 4th quarter loss, writes down mortgage assets of $1.9 billion. Sued by Barclays for misleading hedge fund performance 28 December 2007: Employees sell BS stock worth $ 20 million Early
Liquidity Risk management: Bear Stearns Liquidity crisis Case Study: The Liquidity Run cycle When property values began to plummet in 2006-2007, subprime mortgage payers defaulted on their payments which initiated a chain reaction whereby there was a significant drop in the cash inflows from these