Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices
Leonard Matz, Peter Neu
Major events such as the Asian crisis in 1997, the Russian default on short-term debt in 1998, the downfall of the hedge fund long-term capital management in 1998 and the disruption in payment systems following the World Trade Center attack in 2001, all resulted in increased management’s attention to liquidity risk.
Banks have realized that adequate systems and processes for identifying, measuring, monitoring and controlling liquidity risks help them to maintain a strong liquidity position, which in turn will increase the confidence of investors and rating agencies as well as improve funding costs and availability.
Liquidity Risk Measurement and Management: A Practitioner’s Guide to Global Best Practices provides the best practices in tools and techniques for bank liquidity risk measurement and management. Experienced bankers and highly regarded liquidity risk experts share their insights and practical experiences in this book
კატეგორია:
წელი:
2006
გამოცემა:
1
გამომცემლობა:
Wiley
ენა:
english
გვერდები:
350
ISBN 10:
0470821825
ISBN 13:
9780470821824
სერია:
Wiley Finance
ფაილი:
PDF, 4.17 MB
IPFS:
,
english, 2006
Amazon 
Barnes & Noble 
Bookshop.org
გსურთ დაამატოთ წიგნის მაღაზია? დაგვიკავშირდით support@z-lib.do-ით
ფაილების კონვერტაცია
ძიების მეტი შედეგი
სხვა უპირატესობები 
