ENGLISH

Liquidity Risk: Managing Asset and Funding Risks

By Erik Banks

Book information

Publisher
Palgrave Macmillan
Year
2005
ISBN
1403933995, 9781403933997, 9780230508118
Open Library ID
OL8399518M
Language
english
Format
PDF
Filesize
948 kB (970414 bytes)
Series
Finance and Capital Markets Series
Pages
253\253
Library
Kolxo3
Scanned
yes
Time added
2010-07-29 05:14:56

Description

Liquidity risk is the risk of loss arising from an inability to quickly realize asset value or obtain funding and can be damaging if not properly considered or actively managed. Lack of liquidity can lead to large losses in asset/liability portfolios and off balance sheet activities and in extreme cases can trigger financial distress and insolvency. Liquidity Risk is a comprehensive treatment of the topic focusing on the nature of the risk, problems that arise in asset and funding liquidity and mechanisms that can be developed to monitor, measure and control such risks.

Similar books