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Anglický jazyk
Bank Liquidity Risk Management and Measurement
Autor: Mario Di Carlo
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... Viac o knihe
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O knihe
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.
- Vydavateľstvo: LAP LAMBERT Academic Publishing
- Rok vydania: 2011
- Formát: Paperback
- Rozmer: 220 x 150 mm
- Jazyk: Anglický jazyk
- ISBN: 9783846543597
