ENGLISH

Liquidity risk measurement and management: Basel III and beyond

By Matz , Leonard M

Book information

Publisher
Xlibris Corp
Year
2011
ISBN
9781462892457, 9781462892440, 1462892442, 1462892450
Language
english
Format
EPUB
Filesize
3 MB (2811904 bytes)
Pages
614 páginas : ilustraciones ; 23 cm\0
Time added
2020-07-26 19:24:52
Administración de riesgos;Riesgo (Finanzas);Riesgo

Description

What went wrong: an organized review of follies and failures -- Impact of the financial crisis on liquidity risk management -- Conceptual underpinnings -- Liquidity risk rules -- Scenario analysis -- Cash flow forecasts -- Practical stress testing -- Quantifying stress tests variables -- Managing FCE and buffers -- Contigency planning -- Governance -- Liquidity costs and pricing -- Liquidiy risk and regulation: between a rock and a hard place -- The future of liquidity risk management.

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