Liquidity risk management in the banking book: a practical framework approach to Basel III regulations

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dc.contributor.authorNkou Mananga, Pierre Celestin
dc.date.accessioned2013-08-26T12:00:11Z
dc.date.available2013-08-26T12:00:11Z
dc.date.issued2013-08-26
dc.descriptionThesis (M.M. (Finance & Investment))--University of the Witwatersrand, Faculty of Commerce, Law and Management, Graduate School of Business Administration, 2013.en_ZA
dc.description.abstractThe recent market turmoil caused by the subprime crisis highlighted the fact that an inappropriate liquidity risk management process may strongly affect the capacity of banks to maintain their financial equilibrium and economic performance under stress conditions. In addition, it has been observed that the most significant challenge facing banks when they are adopting new regulations such as Basel I, Basel II and now Basel III is the imminent threat of imbalances between the interests of the shareholders and those of the regulator (Chabanel, 2011). This thesis proposes a framework on liquidity risk management in the banking book that a bank may adopt so as to improve the way in it could manage the anticipated changes within tits regulatory environment.en_ZA
dc.identifier.urihttp://hdl.handle.net/10539/13072
dc.language.isoenen_ZA
dc.subjectBank managementen_ZA
dc.subjectLiquidityen_ZA
dc.subjectRisk managementen_ZA
dc.subjectBasel IIIen_ZA
dc.subjectFund transfer pricingen_ZA
dc.titleLiquidity risk management in the banking book: a practical framework approach to Basel III regulationsen_ZA
dc.typeThesisen_ZA
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