Coverart for item
The Resource Measuring and managing liquidity risk, Antonio Castagna and Francesco Fede

Measuring and managing liquidity risk, Antonio Castagna and Francesco Fede

Label
Measuring and managing liquidity risk
Title
Measuring and managing liquidity risk
Statement of responsibility
Antonio Castagna and Francesco Fede
Creator
Contributor
Author
Subject
Genre
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
Member of
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
Instantiates
Publication
Copyright
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
Publication
Copyright
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

Library Locations

    • Biddle Law LibraryBorrow it
      3400 Chestnut Street, Philadelphia, Pennsylvania, 19104, US
      39.954941 -75.193362
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