The Resource Measuring and managing liquidity risk, Antonio Castagna and Francesco Fede
Measuring and managing liquidity risk, Antonio Castagna and Francesco Fede
Resource Information
The item Measuring and managing liquidity risk, Antonio Castagna and Francesco Fede represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Biddle Law Library - University of Pennsylvania Law School.This item is available to borrow from 1 library branch.
Resource Information
The item Measuring and managing liquidity risk, Antonio Castagna and Francesco Fede represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Biddle Law Library - University of Pennsylvania Law School.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- Extent
- 1 online resource
- Contents
-
- PART I LIQUIDITY AND BANKING ACTIVITY. Banks as lemons?
- A journey into liquidity
- Too big to fail
- The new framework
- Know thyself!
- PART II TOOLS TO MANAGE LIQUIDITY RISK. Monitoring liquidity
- Liquidity buffer and term structure of funding
- Models for market risk factors
- Behavioural models
- PART III PRICING LIQUIDITY RISK. The links between credit risk and funding cost
- Cost of liquidity and fund transfer pricing
- Liquidity risk and the cost of funding in derivative contracts
- A sort of conclusion: towards a new treasury?
- Isbn
- 9781299738522
- Label
- Measuring and managing liquidity risk
- Title
- Measuring and managing liquidity risk
- Statement of responsibility
- Antonio Castagna and Francesco Fede
- Language
- eng
- 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
- Cataloging source
- EBLCP
- http://library.link/vocab/creatorName
- Castagna, Antonio
- Index
- index present
- LC call number
- HG178
- LC item number
- .C37 2013
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- http://library.link/vocab/relatedWorkOrContributorName
- Fede, Francesco
- Series statement
- The Wiley finance series
- http://library.link/vocab/subjectName
-
- Liquidity (Economics)
- Bank liquidity
- Financial risk
- Risk management
- Label
- Measuring and managing liquidity risk, Antonio Castagna and Francesco Fede
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- mixed
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- PART I LIQUIDITY AND BANKING ACTIVITY. Banks as lemons? -- A journey into liquidity -- Too big to fail -- The new framework -- Know thyself! -- PART II TOOLS TO MANAGE LIQUIDITY RISK. Monitoring liquidity -- Liquidity buffer and term structure of funding -- Models for market risk factors -- Behavioural models -- PART III PRICING LIQUIDITY RISK. The links between credit risk and funding cost -- Cost of liquidity and fund transfer pricing -- Liquidity risk and the cost of funding in derivative contracts -- A sort of conclusion: towards a new treasury?
- Dimensions
- unknown
- Extent
- 1 online resource
- Form of item
- online
- Isbn
- 9781299738522
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Specific material designation
- remote
- System control number
- (OCoLC)853363001
- Label
- Measuring and managing liquidity risk, Antonio Castagna and Francesco Fede
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- mixed
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- PART I LIQUIDITY AND BANKING ACTIVITY. Banks as lemons? -- A journey into liquidity -- Too big to fail -- The new framework -- Know thyself! -- PART II TOOLS TO MANAGE LIQUIDITY RISK. Monitoring liquidity -- Liquidity buffer and term structure of funding -- Models for market risk factors -- Behavioural models -- PART III PRICING LIQUIDITY RISK. The links between credit risk and funding cost -- Cost of liquidity and fund transfer pricing -- Liquidity risk and the cost of funding in derivative contracts -- A sort of conclusion: towards a new treasury?
- Dimensions
- unknown
- Extent
- 1 online resource
- Form of item
- online
- Isbn
- 9781299738522
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Specific material designation
- remote
- System control number
- (OCoLC)853363001
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.law.upenn.edu/portal/Measuring-and-managing-liquidity-risk-Antonio/EkCSDzj-FGs/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.law.upenn.edu/portal/Measuring-and-managing-liquidity-risk-Antonio/EkCSDzj-FGs/">Measuring and managing liquidity risk, Antonio Castagna and Francesco Fede</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.law.upenn.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.law.upenn.edu/">Biddle Law Library - University of Pennsylvania Law School</a></span></span></span></span></div>
