Bank Liquidity Risk Management and Measurement Current Liquidity Risk Measurement and Management Techniques
-
- Englisch ausgewählt
Fr. 67.90
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
09.11.2011
Verlag
LAP LAMBERT Academic PublishingSeitenzahl
80
Maße (L/B/H)
22/15/0.6 cm
Gewicht
137 g
Auflage
1. Auflage
Sprache
Englisch
ISBN
978-3-8465-4359-7
The recent market turmoil caused by the sub-prime crisis highlighted how several key factors can strongly affect the banks' capability to preserve their financial equilibrium under stress. Current liquidity risk models demonstrated to undervalue extreme events affecting funding and market risk in global scenarios. There was not an integrated measurement tool able to cover all the dimensions of liquidity risk and commonly adopted by the majority of institutions. This work, therefore, intends to highlight the most significant features to consider in order to implement an effective liquidity risk measurement and management.
Kundinnen und Kunden meinen
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kund*innen durch Ihre Meinung