Browse By

Tag Archives: Liquidity Risk Management

No Thumbnail

Liquidity Risk Management Case Study: Lehman Brothers

Between 2003 and 2004 Lehman Brothers acquired five mortgage lenders including the subprime originator BNC Mortgage LLC and Alt- A mortgage originator Aurora Loan Services. During the house price bubble these acquisitions contributed to Lehman achieving record revenues and becoming the fastest growing investment bank

Stop loss limits review triggers - volatility, breaches, capital, profitability, liquidity

Liquidity Risk Management – A framework for estimating liquidity risk capital for a bank

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