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...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Chichester, West Sussex, United Kingdom
John Wiley & Sons Ltd.
2013
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| Series: | Wiley finance
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| Subjects: | |
| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
| 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 |
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| Physical Description: | xxii, 577 pages |
| ISBN: | 9781119990673 9781118818466 1119990661 1118818466 9781299738522 9781118652251 1118652258 111999067X 1299738524 |