Ebook: Liquidity risk measurement and management: Basel III and beyond

What went wrong: an organized review of follies and failures -- Impact of the financial crisis on liquidity risk management -- Conceptual underpinnings -- Liquidity risk rules -- Scenario analysis -- Cash flow forecasts -- Practical stress testing -- Quantifying stress tests variables -- Managing FCE and buffers -- Contigency planning -- Governance -- Liquidity costs and pricing -- Liquidiy risk and regulation: between a rock and a hard place -- The future of liquidity risk management.