In July 2007, the combination of a seemingly unstoppable rise in house prices and bullish banks swimming in liquidity meant that almost anyone could get a mortgage in the UK or US. Little more than a month later the supply of credit dried up practically overnight, leaving the wo…
In July 2007, the combination of a seemingly unstoppable rise in house prices and bullish banks swimming in liquidity meant that almost anyone could get a mortgage in the UK or US. Little more than a month later the supply of credit dried up practically overnight, leaving the wo…
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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…
The ultimate guide for bank management: how to survive and thrive throughout the business cycle An essential guide for bankers and students of finance everywhere, The Principles of Banking reiterates that the primary requirement of banking-sound capital and liquidity risk manage…
The ultimate guide for bank management: how to survive and thrive throughout the business cycle An essential guide for bankers and students of finance everywhere, The Principles of Banking reiterates that the primary requirement of banking & mdash;sound capital and liquidity ris…
How to implement consistently successful asset-liability management (ALM) practice, the cornerstone of every bank business model.
The ultimate guide for bank management: how to survive and thrive throughout the business cycle. An essential guide for bankers and students of finance everywhere, The Principles of Banking reiterates that the primary requirement of banking -- sound capital and liquidity risk ma…
A primer on bank business and balance sheet risk -- Bank regulatory capital -- Banking and credit risk -- A primer on securitisation -- Yield curve -- Asset-liability management I -- Asset-liability management II -- Asset-liability management III: Trading and hedging principles …