Measuring and Managing Liquidity Risk (BOK)

Measuring and Managing Liquidity Risk (BOK)

Antonio Castagna

979,00 97900
Sendes vanligvis innen 5-15 dager
A fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk Written for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, though thoroughly grounded in theory, the book begins with the basics of liquidity risks and, using examples pulled from the recent financial crisis, how they manifest themselves in financial institutions. The book then goes on to look at tools which can be used to measure liquidity risk, discussing risk monitoring and the different models used, notably financial variables models, credit variables models, and behavioural variables models, and then at managing these risks. As well as looking at the tools necessary for effective measurement and management, the book also looks at and discusses current regulation and the implication of new Basel regulations on management procedures and tools.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2013 Forfatter Antonio Castagna
Forlag
Wiley
ISBN 9781119990246
Antall sider 598 Dimensjoner 17,7cm x 25,3cm x 4,5cm
Vekt 1169 gram Leverandør Bertram Trading Ltd
Emner og form Finance