Measuring and managing liquidity risk
by Castagna, Antonio, Fede, Francesco
fromFinanzas (E-libro--2014/09)
Liquidity risk has become as important in running the banking business as credit and market risks.Increased systemic and firm specific factors not only make liquidity management and the funding activity more difficult, but add a new dimension to the problem. In the past liquidit…
Measuring and managing liquidity risk
by Castagna, Antonio, Fede, Francesco
fromWiley finance
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 manag…
Measuring and managing liquidity risk
by Castagna, Antonio, Fede, Francesco
fromWiley finance
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, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk manage…
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 manag…