Measuring and managing liquidity risk /
This is 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, it provides the ground-level knowledge, tools and techniques for effective liquidity risk management. Written with a...
| Κύριος συγγραφέας: | |
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| Άλλοι συγγραφείς: | |
| Μορφή: | Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Chichester, West Sussex, U.K. :
Wiley,
2013.
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| Σειρά: | Wiley finance series.
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
| Περίληψη: | This is 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, it provides the ground-level knowledge, tools and techniques for effective liquidity risk management. Written with a highly practical cut, 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 l. |
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| Περιγραφή τεκμηρίου: | 8.1 Introduction. |
| Φυσική περιγραφή: | 1 online resource (xxii, 577 pages). |
| Βιβλιογραφία: | Includes bibliographical references and index. |
| ISBN: | 9781118652251 1118652258 9781118818466 1118818466 1299738524 9781299738522 1119990246 9781119990246 |
| DOI: | 10.1002/9781118818466 |
