Measuring and Managing Liquidity Risk(The Wiley Finance Series)

衡量与管理流动性风险(丛书)

货币银行学

售   价:
826.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2013年06月17日
装      帧
精装
ISBN
9781119990246
复制
页      码
598
语      种
英文
综合评分
暂无评分
我 要 买
- +
库存 30 本
  • 图书详情
  • 目次
  • 买家须知
  • 书评(0)
  • 权威书评(0)
图书简介
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, discussing risk monitoring and the different models used, notably financial variables models, credit variables models and behavioural variables models, and then at managing these risks. As well as looking at the tools necessary for effective measurement and management, the book also looks at and discusses current regulation and the implication of new Basel regulations on management procedures and tools.The book is accompanied by web based tools including example spreadsheets to illustrate many of the more complex topics in the book.
馆藏图书馆
Harvard Library
本书暂无推荐
本书暂无推荐
看了又看
  • 上一个
  • 下一个