| Description |
1 online resource (xxii, 577 pages) |
| Physical Medium |
polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 |
| Description |
text file rdaft http://rdaregistry.info/termList/fileType/1002 |
| Series |
Wiley finance. |
|
Wiley finance series.
|
| Bibliography |
Includes bibliographical references and index. |
| Contents |
PART I LIQUIDITY AND BANKING ACTIVITY. Banks as lemons? -- A journey into liquidity -- Too big to fail -- The new framework -- Know thyself! -- PART II TOOLS TO MANAGE LIQUIDITY RISK. Monitoring liquidity -- Liquidity buffer and term structure of funding -- Models for market risk factors -- Behavioural models -- PART III PRICING LIQUIDITY RISK. The links between credit risk and funding cost -- Cost of liquidity and fund transfer pricing -- Liquidity risk and the cost of funding in derivative contracts -- A sort of conclusion: towards a new treasury? |
| Summary |
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 liquidity risk. |
| Subject |
Liquidity (Economics)
|
|
Bank liquidity.
|
|
Financial risk.
|
|
Risk management.
|
|
Risk Management |
|
Liquidité (Économie politique) |
|
Banques -- Liquidité. |
|
Risque financier. |
|
Gestion du risque. |
|
risk management. |
|
Bank liquidity |
|
Financial risk |
|
Liquidity (Economics) |
|
Risk management |
| Added Author |
Fede, Francesco, author.
|
| Other Form: |
Print version: Castagna, Antonio. Measuring and managing liquidity risk. Chichester, West Sussex : John Wiley & Sons Ltd, 2013 1119990246 (OCoLC)849498280 |
| ISBN |
9781118652251 (electronic bk.) |
|
1118652258 (electronic bk.) |
|
9781118818466 (electronic bk.) |
|
1118818466 (electronic bk.) |
|
1299738524 |
|
9781299738522 |
|
(hardback) |
|
(hardback) |
|
(ebk) |
|
9781119990673 (ebk) |
|
111999067X |
|
1119990661 |
|
9781119990666 |
|
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