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Liquidity risk measurement and management : a practitioner's guide to global best practices

Liquidity risk measurement and management : a practitioner's guide to global best practices (3회 대출)

자료유형
단행본
개인저자
Matz, Leonard M. Neu, Peter.
서명 / 저자사항
Liquidity risk measurement and management : a practitioner's guide to global best practices / edited by Leonard Matz and Peter Neu.
발행사항
Singapore :   John Wiley & Sons (Asia) Pte Ltd. ,   2007.  
형태사항
xiv, 395 p. : ill. ; 27 cm.
총서사항
[Wiley finance]
ISBN
0470821825 9780470821824
서지주기
Includes bibliographical references (p. 357-359) and index.
일반주제명
Bank liquidity. Risk management.
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260 ▼a Singapore : ▼b John Wiley & Sons (Asia) Pte Ltd. , ▼c 2007.
300 ▼a xiv, 395 p. : ▼b ill. ; ▼c 27 cm.
490 1 ▼a [Wiley finance]
504 ▼a Includes bibliographical references (p. 357-359) and index.
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650 0 ▼a Risk management.
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700 1 ▼a Neu, Peter.
830 0 ▼a Wiley finance series.
945 ▼a KINS

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.10681 L767 등록번호 111563731 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

Acknowledgments.

About the Contributors.

1. Introduction (Peter Neu and Leonard Matz).

PART 1. MEASURING AND MONITORING LIQUIDITY RISK.

2. Liquidity Risk Measurement (Peter Neu).

3. Scenario Analysis and Stress Testing (Leonard Matz).

PART 2. MANAGING LIQUIDITY RISK.

4. Monitoring and Controlling Liquidity Risk (Leonard Matz).

5. Liquidity Risk Management Strategies and Tactics (Leonard Matz and Peter Neu).

6. Contingency Planning (Leonard Matz).

7. Market Developments in Banks’ Funding Markets (Peter Neu, Armin Leistenschneider, Bernhard Wondrak and Martin Knippschild).

PART 3. CASE STUDIES AND ALTERNATIVE VIEWS.

8. A Concept for Cash Flow and Funding Liquidity Risk (Robert Fiedler).

9. The Liquidity Impact of Derivatives Collateral (Louis D. Raffis).

10. Modeling Non-maturing Products (Martin M. Bardenhewer).

11. The Net Cash Capital Tool in Bank Liquidity Management (Louis D. Raffis).

12. Managing a Funding Crisis: Citizens First Bancorp, a case Study 1989-1994 (Bruce W. Mason).

13. Liquidity Management at UBS (Bruce Mclean Forrest).

14. Sound Liquidity Management as an Investment Criterion (Dierk Brandenburg).

PART 4. CUTTING EDGE.

15. Dynamic Mdoeling and Optimization of Non-maturing Accounts (Karl Frauendorfer and Micahel Schürle).

16. Liquidity Risk and Classical Option Pricing Theory (Robert A. Jarrow).

PART 5. CONCLUSION.

17. View from the Mountaintop (Leonard Matz and Peter Neu).

Index.


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