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Liquid Regionalism in the Americas: An Analysis of Contemporary Regional Developments (United Nations University Series on Regionalism #29)
by Karina L. Pasquariello Mariano Regiane Nitsch Bressan Bruno Theodoro LucianoThis book develops a comprehensive analysis of contemporary regionalism in the Americas, which the authors characterise as Liquid Regionalism, given its unstable, flexible and loose characteristics. It innovates by introducing a new concept to assess regional initiatives in the American continents, contributing to Latin American and comparative regionalism research agendas. The book analyses major regional projects in the Americas and develops these into a novel typology of consultation, cooperation and integration. This typology helps explain the level of commitments and institutional depth of regional initiatives across the continent. The book is for scholars, postgraduate and undergraduate students interested in the regional and political dynamics of the Americas across the social sciences, including international relations, political science, sociology, international political economy, international trade, and history.
Liquid Thinking: Inspirational lessons from the world's great achievers
by Damian HughesStuck in a rut? Know what you want but don't know how to get it? Feel like life is passing you by? Sick of getting mediocre results? Then enter the wonderful world of Liquid Thinking... A practical, jargon-free and easily accessible self-help book drawing on a diverse range of experiences and containing digestible lessons and exercises used by sports captains, charity leaders and business leaders. It is the only self-help book which has ever been endorsed by Sir Richard Branson, Angelo Dundee, Muhammad Ali, and Jonny Wilkinson. It is a brave man who starts his book on self development by quoting Jerry Springer and discussing the literary merits of the Joy of Sex; however, this is Damian Hughes to a tee. Combining his own experiences as a Manchester United football coach, HR Director and youth club leader with exclusive insights from Sir Richard Branson, Angelo Dundee, Muhammad Ali and Jonny Wilkinson, Hughes will help you to step forward to achieve your own special hopes, dreams and ambition. The books have been credited with helping people build their own houses, fight cancer and run marathons, so come on and be a fellow Liquid Thinker!
Liquidated: An Ethnography of Wall Street
by Karen HoFinancial collapses--whether of the junk bond market, the Internet bubble, or the highly leveraged housing market--are often explained as the inevitable result of market cycles: What goes up must come down. In Liquidated, Karen Ho punctures the aura of the abstract, all-powerful market to show how financial markets, and particularly booms and busts, are constructed. Through an in-depth investigation into the everyday experiences and ideologies of Wall Street investment bankers, Ho describes how a financially dominant but highly unstable market system is understood, justified, and produced through the restructuring of corporations and the larger economy. Ho, who worked at an investment bank herself, argues that bankers' approaches to financial markets and corporate America are inseparable from the structures and strategies of their workplaces. Her ethnographic analysis of those workplaces is filled with the voices of stressed first-year associates, overworked and alienated analysts, undergraduates eager to be hired, and seasoned managing directors. Recruited from elite universities as "the best and the brightest," investment bankers are socialized into a world of high risk and high reward. They are paid handsomely, with the understanding that they may be let go at any time. Their workplace culture and networks of privilege create the perception that job insecurity builds character, and employee liquidity results in smart, efficient business. Based on this culture of liquidity and compensation practices tied to profligate deal-making, Wall Street investment bankers reshape corporate America in their own image. Their mission is the creation of shareholder value, but Ho demonstrates that their practices and assumptions often produce crises instead. By connecting the values and actions of investment bankers to the construction of markets and the restructuring of U. S. corporations, Liquidated reveals the particular culture of Wall Street often obscured by triumphalist readings of capitalist globalization.
Liquidated: An Ethnography of Wall Street
by Rodolfo MaggioLiquidated is a work of anthropology that treats an unusual, despised subculture – that of the Wall Street banker – much as anthropologists have traditionally treated remote ‘savage’ tribes. But using the techniques of ethnography, including interviews, analysis of daily lives, and fieldwork to investigate a modern western culture is not original; what sets Ho's work apart and gives it value is her mastery of the critical thinking skills of problem-solving and creative thinking to reconceptualize the way in which we understand the bankers' mindset. Ho's great achievement is to ask productive questions, most obviously in drawing a distinction between bankers' self-image as capitalist warriors, freeing up value for themselves and shareholders by increasing the liquidity of the assets they invest in, and the social consequences of what they do. As Ho points out, not only is Wall Street institutionally inclined to embrace risk, in order to maximise profit; it is also prone to assume that increased liquidity (most often achieved by breaking up and selling off the parts of a large corporation) is a good in itself, irrespective of the outcomes for the workers actually involved in these disposals. Considering alternative possibilities, and generating fresh solutions, Ho determines that the capitalist principles that underpin Wall Street are myths, not the expression of some natural economic law..
Liquidity Dynamics and Risk Modeling: Navigating Trading and Investment Portfolios Frontiers with Machine Learning Algorithms
by Mazin A. Al JanabiThis book presents a high-quality contribution to the applications of modern financial algorithms for liquidity risk management and its practical uses and applications to investable portfolios and mutual funds. It brings together the latest thinking on the emerging topic of contemporary liquidity risk estimations and management and includes principles, reviews, examples, and concrete financial markets applications to trading and investment portfolios. Furthermore, it explores research directions of liquidity risk management using modified Liquidity-Adjusted Value-at-Risk (L-VaR) models with the application of machine learning optimization algorithms. The book presents specific self-contained use-cases throughout, showing practical applications of the concepts discussed and providing further directions for researchers and financial markets participants. The book draws practical insights from personal experiences and applies specific examples (with the use of real-world case studies and analysis) about how the modeling techniques and machine learning optimization algorithms could address specific theoretical and practical issues of liquidity risk management and coherent asset allocation in trading and investment portfolios. It will be of interest to researchers, students, and practitioners of risk management, portfolio management, and machine learning.
Liquidity Management
by Aldo SopranoRobust management of liquidity risk within the changing regulatory framework Liquidity Management applies current risk management theory, techniques, and processes to liquidity risk control and management to help organizations prepare in case of future economic crisis and changing regulatory framework. Based on extensive research conducted on banks' datasets, this book addresses the practical challenges and critical issues that frequently go unmentioned, and discusses the recent impact of sovereign crises on banks' liquidity processes and approaches. Market practices and regulatory stances are reviewed and compared to bank treasuries' response to liquidity crunches, refinancing risks are explored in the context of Basel 3, and alternative funding is analyzed in terms of resilience and allocation. Coverage includes the recent crisis, new regulations, and the techniques, processes, and strategies banks use in managing liquidity risk. The 2008 and 2010 crises brought liquidity risk out of the shadows as even profitable and well-capitalized banks were swept away with breathtaking speed. This book reviews modeling and internal process design in the context of the structural change in market conditions on banks' refinancing and control requirements, helping readers rethink and re-design their organization's approach to liquidity risk. Understand the new liquidity regulatory framework and the implications for banks Study the latest liquidity measurement models, with stress testing and scenario analysis Discover the effect of illiquid financing markets and possible lasting impacts Compare market liquidity and warning signals that detect further deterioration With much of the world still reeling from history, it's important that liquidity risk become a major focus going forward. This practical guide provides valuable information, but also real, actionable steps that can be taken today to forecast and mitigate risks with an eye toward greater stability and security. Liquidity Management is a thorough, comprehensive guide to a more robust management of liquidity risk.
Liquidity Preference and Monetary Economies (Routledge Critical Studies in Finance and Stability)
by Fernando J. CarvalhoThe 2008 international crisis has revived the interest in Keynes’s theories and, in particular, on Minsky’s models of financial fragility. The core proposition of these theories is that money plays an essential role in modern economies, which is usually neglected in other approaches. This is Keynes’s liquidity preference theory, which is also the foundation for Minsky’s model, a theory that has been largely forgotten in recent years. This book looks at liquidity preference theory and its most important problems, showing how one should understand the role of money in modern monetary economies. It develops Keynes’s and Minsky’s financial view of money, relating it to the process of capital accumulation, the determination of effective demand and the theory of output, and employment as a whole. Building on the author’s significant body of work in the field, this book delves into a broad range of topics allowing the general reader to understand propositions that have been mistreated in the literature including Keynes and the concept of monetary production economy; uncertainty, expectations and money; short and long period; liquidity preference theory as a theory of asset pricing under uncertainty; asset prices and capital accumulation; Keynes’s version of the principle of effective demand; and the role of macroeconomic policy. It will be essential reading for all students and scholars of Post-Keynesian economics.
Liquidity Ratios - Can We Pay Our Bills?: Learning What the Numbers Are Really Telling You
by Karen Berman Joe KnightLiquidity ratios tell you about your company's ability to meet all its financial obligations. These ratios are particularly important to small businesses because small businesses are often in the most danger of running out of cash. The two most common ratios, and the ones examined in this chapter, are current ratios and quick ratios. This chapter is excerpted from "Financial Intelligence for Entrepreneurs: What You Really Need to Know About the Numbers."
Liquidity Ratios: Can We Pay Our Bills?
by John Case Karen Berman Joe KnightLiquidity ratios tell you about a company's ability to meet all its financial obligations-not just debt but payroll, payments to vendors, taxes, and so on. This chapter looks at two of the most common liquidity ratios.
Liquidity Risk
by Erik BanksLiquidity Management is now a core consideration for banks and other financial institutions following the collapse of numerous well-known banks in 2007-8. This timely new edition will provide practical guidance on liquidity risk and its management - now mandatory under new regulation.
Liquidity Risk Management in Banks: Economic and Regulatory Issues
by Pierpaolo Ferrari Roberto RuoziThe recent turmoil on financial markets has made evident the importance of efficient liquidity risk management for the stability of banks. The measurement and management of liquidity risk must take into account economic factors such as the impact area, the timeframe of the analysis, the origin and the economic scenario in which the risk becomes manifest. Basel III, among other things, has introduced harmonized international minimum requirements and has developed global liquidity standards and supervisory monitoring procedures. The short book analyses the economic impact of the new regulation on profitability, on assets composition and business mix, on liabilities structure and replacement effects on banking and financial products.
Liquidity Risk Management: A Practitioner's Perspective
by Shyam Venkat Stephen BairdThe most up-to-date, comprehensive guide on liquidity risk management--from the professionals Written by a team of industry leaders from the Price Waterhouse Coopers Financial Services Regulatory Practice, Liquidity Risk Management is the first book of its kind to pull back the curtain on a global approach to liquidity risk management in the post-financial crisis. Now, as a number of regulatory initiatives emerge, this timely and informative book explores the real-world implications of risk management practices in today's market. Taking a clear and focused approach to the operational and financial obligations of liquidity risk management, the book builds upon a foundational knowledge of banking and capital markets and explores in-depth the key aspects of the subject, including governance, regulatory developments, analytical frameworks, reporting, strategic implications, and more. The book also addresses management practices that are particularly insightful to liquidity risk management practitioners and managers in numerous areas of banking organizations. Each chapter is authored by a Price Waterhouse Coopers partner or director who has significant, hands-on expertise Content addresses key areas of the subject, such as liquidity stress testing and information reporting Several chapters are devoted to Basel III and its implications for bank liquidity risk management and business strategy Includes a dedicated, current, and all-inclusive look at liquidity risk management Complemented with hands-on insight from the field's leading authorities on the subject, Liquidity Risk Management is essential reading for practitioners and managers within banking organizations looking for the most current information on liquidity risk management.
Liquidity Risk, Efficiency and New Bank Business Models
by Santiago Carbó Valverde Francisco Rodríguez Fernández Pedro Jesús Cuadros SolasThis bookprovides insight into current research topics in finance and banking in theaftermath of the financial crisis. In this volume, authors present empiricalresearch on liquidity risk discussed in the context of Basel III and itsimplications. Chapters also investigate topics such as bank efficiency and newbank business models from a business diversification perspective, the effectson financial exclusion and how liquidity mismatches are related with the bankbusiness model. This book willbe of value to those with an interest in how Basel III has had a tangibleimpact upon banking processes, particularly with regard to maintainingliquidity, and the latest research in financial business models.
Liquidity, Markets and Trading in Action: An Interdisciplinary Perspective (Classroom Companion: Business)
by Robert A. Schwartz Bruce W. Weber Deniz Ozenbas Michael S. PaganoThis open access book addresses four standard business school subjects: microeconomics, macroeconomics, finance and information systems as they relate to trading, liquidity, and market structure. It provides a detailed examination of the impact of trading costs and other impediments of trading that the authors call “frictions”. It also presents an interactive simulation model of equity market trading, TraderEx, that enables students to implement trading decisions in different market scenarios and structures. Addressing these topics shines a bright light on how a real-world financial market operates, and the simulation provides students with an experiential learning opportunity that is informative and fun.Each of the chapters is designed so that it can be used as a stand-alone module in an existing economics, finance, or information science course. Instructor resources such as discussion questions, Powerpoint slides and TraderEx exercises are available online.
Liquidity: How to Find it, Regulate it, Get it (Zicklin School of Business Financial Markets Series)
by Robert A. Schwartz John Aidan Byrne Eileen StempelIn market structure, we tend to be equity focused, but one of the challenges is liquidity creation. This book examines liquidity creation and regulation. Based on the Baruch College Financial Markets Conference, Liquidity: How to Find it, Regulate it, Get it, this book examines the following questions: Where does liquidity come from? How should liquidity be supplied? What is needed when creating a new platform to provide an environment of liquidity? How do you prepare for liquidity provision concerning market investors, regulatory infrastructure, and technical infrastructure? How do you create liquidity in different asset classes? What is the role of the alternative trading system (ATS) structure within the exchange regulatory framework? What global trends are affecting liquidity creation? Also covered are the popularity of indexing, exchange-traded funds (ETFs) and Robo-advisers (Robos); how technology is transforming liquidity provision, mid and small-cap liquidity provision and new approaches to liquidity creation. An interview with Former Commissioner of the U.S. Securities and Exchange Commission, Michael S. Piwowar is also featured. The Zicklin School of Business Financial Markets Series presents the insights emerging from a sequence of conferences hosted by the Zicklin School at Baruch College for industry professionals, regulators, and scholars. Much more than historical documents, the transcripts from the conferences are edited for clarity, perspective and context; material and comments from subsequent interviews with the panellists and speakers are integrated for a complete thematic presentation. Each book is focused on a well delineated topic, but all deliver broader insights into the quality and efficiency of the U.S. equity markets and the dynamic forces changing them.
Liquidität sichern in der Personaldienstleistung: Credit- und Forderungsmanagement in Zeiten multipler Krisen (BestMasters)
by Thomas BravoDas Credit- und Forderungsmanagement ist für Unternehmen aller Branchen essenziell, um die langfristige Finanzstabilität zu sichern. Für österreichische Personaldienstleistungsunternehmen ist es jedoch von besonders zentraler Bedeutung, da sie spezifische branchenabhängige Herausforderungen bewältigen müssen und sich Konjunkturentwicklungen rascher auf ihre Unternehmenstätigkeit auswirken als bei anderen Unternehmen. Die Ergebnisse dieser Analyse zeigen eindeutig, dass die Geldpolitik der EZB in den letzten Jahren stark gefordert war, um die Preisstabilität zu sichern. In Verbindung mit Krisen wie der COVID-19-Pandemie, dem Ukraine-Krieg und Handelskonflikten führte dies zu wirtschaftlichen Verwerfungen, wodurch das Kreditrisiko bei der Vergabe von Handelskrediten deutlich gestiegen ist. Der Autor belegt, dass gezielte Maßnahmen das Credit- und Forderungsmanagement in der Branche deutlich stärken und die Resilienz im Krisenumfeld steigern können.
Liquiditätsplanung: Das Steuerungstool für zukunftssicheres unternehmerisches Handeln – ein Praxisleitfaden
by Thomas SchmidtDieses Buch fokussiert auf die Liquiditätsplanung, die die zukunftssichere und wirtschaftliche Fortführung eines Unternehmens und seine Zahlungsfähigkeit an erste Stelle stellt. Es widmet sich einer möglichst prognosegenauen Abbildung der zukünftigen Zahlungsströme des laufenden operativen Geschäftsmodells. Aufgrund der Zusammenführung von Planungsrechnungen, rechtlichen Vereinbarungen des Debitoren- und Kreditorenmanagements und Prognoseverfahren ist der Liquiditätsplan im Planungsuniversum einzigartig und sichert bei konsequenter und richtiger Anwendung die Unternehmensexistenz. Ziel dieses Praxisleitfadens ist ein konzeptionell stringentes und gleichzeitig praktisch orientiertes Planungsmodell, das mit einer beherrschbaren Toleranz Aufschluss über die Entwicklung der Liquidität des Unternehmens gibt – sowohl dem Management als auch den Finanzverantwortlichen –, um es erfolgreich in die Zukunft zu führen.
Lisa Benton (A)
by Linda A. Hill Katherine S. WeberLisa Benton is in her fourth month as an assistant product manager at Houseworld, a leading consumer products company. She has been on the job since graduating from the Harvard Business School, and she has been frustrated from the start by a lack of responsibility, by her poor relationship with her boss and a colleague, and recently, by the negative performance review she received. Concerned about her future at Houseworld, Benton is considering calling her former boss from her summer job to inquire about a position. An updated version of an earlier case.
Lisa Sherman (A)
by William W. George Jens AudenaertThe case of Lisa Sherman (A) describes a highly successful executive at Verizon struggling with whether to reveal her sexual identity. Having attended a diversity training workshop in which participants expressed extremely negative views of gays and lesbians, Sherman must decide whether to leave the company, reveal her identity as a lesbian and work within the system, meet with the CEO to share what has happened, or continue to remain in the closet while working at Verizon.
Liss 2014
by Juliang Zhang Runtong Zhang Zhenji Zhang Zuojun Max ShenThe proceedings of the 2014 International Conference on Logistics, Informatics and Services Sciences (LISS'2014) gather 259 papers on the latest fundamental advances in the state of the art and practice of logistics, informatics, service operations and service science. The books is divided into four main sections focusing on different aspects: Service Management, Logistics Management, Information Management, and Engineering Management. It also covers ten special sessions: Advanced Management Decision Making Techniques and Application; Freight Transportation and Information Technology; Free Trade Zone (FTZ) and Supply Chain Management; Innovation in Service Science; Comprehensive Service; International Trade and Investment of Service Industries Theories and Practices, Trends and Strategies; Supply Chain Management, Industrial Economy and Urban Logistics; Management Process Optimization Modeling & Data Analysis; Logistics Management & IOT Technology Application; and Digital Publishing & Media. The papers in each section describe state-of-art research works that are often oriented towards real-world applications and highlight the benefits of related methods and techniques for developing the emerging field of service science, logistics and informatics.
List Building Techniques: A Step by Step Guide to Building Your Very First Email List
by Brian GravesWe are going to be covering the basics of how to build a successful list for email marketing, as well as a couple of other things that go along with list building, such as conversion optimization and so on. <p><p> By the end of the course you will know all the important stuff you’ll need to start your own email marketing campaigns. this course is aimed at people who understand the importance of having a list but have no idea where to begin.
Listed Volatility and Variance Derivatives: A Python-based Guide
by Yves HilpischLeverage Python for expert-level volatility and variance derivative trading<P><P> Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products, and has the distinction of being both the first to cover European volatility and variance products provided by Eurex and the first to offer Python code for implementing comprehensive quantitative analyses of these financial products. For those who want to get started right away, the book is accompanied by a dedicated Web page and a Github repository that includes all the code from the book for easy replication and use, as well as a hosted version of all the code for immediate execution.<P> Python is fast making inroads into financial modelling and derivatives analytics, and recent developments allow Python to be as fast as pure C++ or C while consisting generally of only 10% of the code lines associated with the compiled languages. This complete guide offers rare insight into the use of Python to undertake complex quantitative analyses of listed volatility and variance derivatives.<P> * Learn how to use Python for data and financial analysis, and reproduce stylised facts on volatility and variance markets<P> * Gain an understanding of the fundamental techniques of modelling volatility and variance and the model-free replication of variance<P> * Familiarise yourself with micro structure elements of the markets for listed volatility and variance derivatives<P> * Reproduce all results and graphics with IPython/Jupyter Notebooks and Python codes that accompany the book<P> Listed Volatility and Variance Derivatives is the complete guide to Python-based quantitative analysis of these Eurex derivatives products.<P> Advisory: Bookshare has learned that this book offers only partial accessibility. We have kept it in the collection because it is useful for some of our members. To explore further access options with us, please contact us through the Book Quality link on the right sidebar. Benetech is actively working on projects to improve accessibility issues such as these.