The Liquidity Risk Book


Go to the website of Incisive Media (RiskBooks)

Why Engage With LRC?  -   Because We Focus On Liquidity Risk!

We understand liquidity risk from first principles to practical implementation of solutions.

We have worked in liquidity risk for over 20 years gaining a wealth of experience.

We have a developed a body of intellectual property through proprietary research and development.

We Can Help You:

  • Kick-start your liquidity risk measurement and management process or move it to the next level.
  • Understand liquidity risk from basic concepts to the most sophistic methodologies.
  • Gather a picture of the different types of liquidity risk and how they relate to other risk types.
  • Write a position paper that documents your organisation’s exposure to liquidity risk.
  • Formulate and document the liquidity risk policy.
  • Develop strategies for correctly measuring and quantifying the risk.
  • Develop strategies for the application of correct pricing and exposure limiting.
  • Meet the current and future regulatory requirements
  • Develop a risk mitigating strategy such as Counterbalancing Capacity.
  • Engage with technology departments to construct a roadmap for liquidity risk.
  • Develop system requirements and specifications.
  • Plan and build rapid prototypes that can quickly provide results.
  • Assist in the implementation of the prototypes and help build the bank’s bespoke solution.

We Have Advised or Built Liquidity Risk Solutions for

BNPP Fortis Brussels / Dexia Brussels / KBC Brussels / Den Danske Copenhagen / Commerzbank Frankfurt / Deka Frankfurt / Deutsche Bank Frankfurt / Deutsche Bundesbank Frankfurt / Deutsche Verkehrsbank Frankfurt / DZ Bank Frankfurt / European Central Bank (ECB) Frankfurt / HeLaBa Frankfurt / ING DiBa Frankfurt / Sparkasse 1822 Frankfurt / HSH Nordbank Hamburg / NordLB Hannover / Barclays London / CEBS London / Financial Stability Authority London / HBoS London / HSBC London / Lloyds Bank London / RBoS - Royal Bank of Scotland London / Deka Luxembourg / European Investment Bank Luxembourg / Santander Madrid / Bayerische Landesbank Munich / Glitnir Reykjavic / Kaupthing Reykjavic / Bausparkasse Wuestenrot Schwaebisch Hall / Erste Bank Vienna Bank / BPH Warszawa / BRE Bank Warszawa / PKO Bank Warszawa / Credit Suisse Zurich / ZKB Zurich