Liquidity and Banking Activity
Presented by Francesco Fede, Head of Treasury, Banca IMI and Antonio Castagna, Partner, IASON
- The origin of the new financial environment
- A Journey into Liquidity: Liquidity interrelations between banks and G-SIFI RegulationLiquidity interrelations between banks and G-SIFI Regulation:
Different types of liquidity
Vicious and virtuous effects
The role of central banks
- Liquidity interrelations between banks and G-SIFI Regulation
- New Regulation on Liquidity Risk
Monitoring Liquidity Risk
- A Taxonomy of Cash-Flows
- Liquidity Options
- Quantitative Liquidity Risk Measures
- The Term Structure of Expected Liquidity
- Cash-flows-at-Risk
Liquidity Buffer and Term Structure of Funding
- Liquidity Buffer and Counterbalancing Capacity . . . . . . 183
- Causes of the Liquidity Buffer: Maturity Mismatch, Derivative Collateral, Off-Balance Sheet Commitments
- Basel III Regulation and Liquidity Buffer