PART I LIQUIDITY AND BANKING ACTIVITY
2.8 The role of the central bank, supervision and regulation
4.2 Some basic liquidity risk measures
4.4 Basel III: The new framework for liquidity risk measurement and monitoring
4.4.1 The liquidity coverage ratio
4.5 Inside the liquidity coverage ratio
5.2 Some changes on the liabilities side
5.4 The originate-to-distribute business model
5.6 Stress-testing and contingency funding plan
5.9 Appendix: The CEBS Identity Card Annex (CEBS)
PART II TOOLS TO MANAGE LIQUIDITY RISK
6.4 Quantitative liquidity risk measures
6.4.2 Liquidity generation capacity
6.4.3 The term structure of available assets
6.5 The term structure of expected liquidity
6.6 Cash flows at risk and the term structure of liquidity at risk
7 Liquidity buffer and term structure of funding
7.2 Liquidity buffer and counterbalancing capacity
7.3 The first cause of the need for a liquidity buffer: Maturity mismatch
7.3.1 Some or all stressed scenarios do not occur
7.3.2 The cost of the liquidity buffer for maturity mismatch
7.3.3 Liquidity buffer costs when stressed scenarios do not occur
7.3.4 A more general formula for liquidity buffer costs
7.4 Funding assets with several liabilities
7.5 Actual scenarios severer than predicted
7.6 The term structure of available funding and the liquidity buffer
7.6.1 The term structure of forward cumulated funding and how to use it
7.7.1 Pricing of NML and cost of the liquidity buffer
7.8 The second cause of the liquidity buffer: Collateral margining
7.8.1 A method to set the liquidity buffer for derivative collateral
7.8.2 The cost of the liquidity buffer for derivative collateral
7.9 The third cause of the liquidity buffer: Off-balance-sheet commitments
7.10 Basel III regulation and liquidity buffer
8 Models for market risk factors
8.3.1 One-factor models for the zero rate
8.3.5 The basic affine jump diffusion model
8.3.6 Numerical implementations
8.3.7 Discrete version of the CIR model
8.4 Default probabilities and credit spreads
8.5 Expected and minimum liquidity generation capacity of available bonds
8.5.1 Value of the position in a defaultable coupon bond
8.5.2 Expected value of the position in a coupon bond
8.5.4 Future value of a bond portfolio
8.5.5 Calculating the quantile: a Δ − Γ approximation of the portfolio
8.5.6 Estimation of the CIR++ model for interest rates
8.5.7 Estimation of the CIR++ model for default intensities
8.5.8 Future liquidity from a single bond
8.5.9 Future liquidity from more bonds
8.6 Fair haircut for repo transactions and collateralized loans
8.7 Adjustments to the value of illiquid bonds
8.7.1 Liquid equivalent adjustment
8.7.2 Price volatility adjustment
8.A Expectation value of the bond with selling probability and spread
9.2.1 Common approaches to modelling prepayments
9.2.2 Hedging with an empirical model
9.2.3 Effective hedging strategies of prepayment risk
9.2.4 Conclusions on prepayment models
9.2.5 Modelling prepayment decisions
9.2.6 Modelling the losses upon prepayment
9.2.7 Analytical approximation for ELoP1
9.2.8 Valuing the ELoP using a VaR approach
9.2.9 Extension to double rational prepayment
9.2.12 Mortgage pricing including prepayment costs
9.3 Sight deposit and non-maturing liability modelling
9.3.2 The stochastic factor approach
9.3.3 Economic evaluation and risk management of deposits
9.4.1 Measures to monitor usage of credit lines
9.4.2 Modelling withdrawal intensity
9.4.3 Liquidity management of credit lines
9.4.6 Adding the probability of default
9.A General decomposition of hedging swaps
9.B Accuracy of mortgage rate approximation
9.B.1 Internal model simulation engine
9.C Accuracy of the approximated formula for correlated mortgage rate and prepayment intensity
9.D Characteristic function of the integral 
PART III PRICING LIQUIDITY RISK
10 The links between credit risk and funding cost
10.3 Cash flow fair values and discounting
10.4 Critique of debit value adjustment
10.4.3 DVA as a funding benefit
10.5 DVA for derivative contracts
10.6 Extension to positive recovery and liquidity risk
10.7 Dynamic replication of DVA
10.7.2 Dynamic replication of a defaultable claim
10.7.3 Objections to the statement “no long position in a bank's own bonds is possible”
10.7.4 DVA replication by the funding benefit
10.7.5 DVA replication and bank's franchise
10.8 Recapitulation of results
10.9 Accounting standard and DVA
10.10 Distinction between price and value
11 Cost of liquidity and fund transfer pricing
11.2 Principles of transfer pricing
11.2.2 Bank's profits and losses
11.3 Funding and banking activity
11.5 Including the funding cost in loan pricing
11.5.1 Pricing of a fixed rate bullet loan
11.6 Monitoring funding costs and risk control of refunding risk
11.7 Funding costs and asset/liability management
11.8 Internal fund transfer pricing system
11.8.3 Implementation of funding policies
11.9 Best practices and regulation
12 Liquidity risk and the cost of funding in derivative contracts
12.1 Pricing of derivative contracts under collateral agreements
12.1.1 Pricing in a simple discrete setting
12.1.2 The replicating portfolio in continuous time
12.1.3 Pricing with a funding rate different from the investment rate
12.1.4 Funding rate different from investment rate and repo rate
12.1.5 Interest rate derivatives
12.2 Pricing of collateralized derivative contracts when more than one currency is involved
12.2.1 Contracts collateralized in a currency other than the payoff currency
12.2.3 Interest rate derivatives
12.3 Valuation of non-collateralized interest rate swaps including funding costs
12.3.2 Hedging swap exposures and cash flows
12.3.3 Funding spread modelling
12.3.4 Strategy 1: Funding all cash flows at inception
12.3.5 Strategy 2: Funding negative cash flows when they occur
12.3.6 Including counterparty credit risk
13 A sort of conclusion: towards a new treasury?