About this title
Liquidity numbers are easy to produce and hard to defend. Balances, ratios, spreadsheets, policy documents and systems can each look reasonable while the chain between them remains difficult to challenge.
Treasury Liquidity: From Policy to Proof treats liquidity as an operating capability, not a single ratio. It connects treasury economics — position, timing, access, currency, collateral and stress — to ownership, policy, data, calculation and evidence, so a reviewer can ask of any material figure: why is this number what it is?
The discussion moves from the daily cash-flow ladder and available liquidity through LCR, NSFR, FX liquidity, collateral, intraday control and contingency funding, then into deterministic implementation, auditability and institutional deployment. A reference implementation demonstrates the underlying methodology. It is intentionally illustrative rather than a production banking platform.
Written for bank treasury, ALM and liquidity-risk professionals — and for the technology, reporting, validation and audit colleagues who must implement or challenge the same numbers.
Nothing hidden. Everything checkable.
Published by Rondanini Publishing Ltd.