Chapter 1: Introduction
Shyam Venkat and Stephen Baird
Part I: Measuring and Managing Liquidity Risk
Chapter 2: A New Era of Liquidity Risk Management
Shyam Venkat
Chapter 3: Liquidity Stress Testing
Stephen Baird
Chapter 4: Intraday Liquidity Risk Management
Barry Barretta
Chapter 5: The Convergence of Collateral and Liquidity
Thomas Ciulla, Bala Annadorai, and Gaurav Joshi
Chapter 6: Early Warning Indicators
Bruce Choy and Girish Adake
Chapter 7: Contingency Funding Planning
Chi Lai and Richard Tuosto
Chapter 8: Liquidity Risk Management Information Systems
Saroj Das
Chapter 9: Recovery and Resolution Planning—Liquidity
Pranjal Shukla
Part II: The Regulatory Environment of Liquidity Risk Supervision
Chapter 10: Supervisory Perspectives on Liquidity Risk Management
Kevin Clarke
Chapter 11: LCR, NSFR, and Their Challenges
Claire Rieger and John Elliott
Part III: Optimizing Business Practices
Chapter 12: Strategic and Tactical Implications of the New Requirements
Hortense Huez
Chapter 13: Funds Transfer Pricing and the Basel III Framework
Stephen Baird, Bruce Choy, and Daniel Delean
Chapter 14: Liquidity and Funding Disclosures
Alejandro Johnston
Author Bios
Index
