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Liquidity risk measurement and management: Basel III and beyond
Liquidity risk measurement and management: Basel III and beyond
Matz, Leonard M
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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.
Categories:
Year:
2011
Publisher:
Xlibris Corp
Language:
English
Pages:
614 páginas : ilustraciones ; 23 cm
ISBN 10:
1462892450
ISBN 13:
9781462892440
ISBN:
9781462892457,9781462892440,1462892442,1462892450
Your tags:
Administración de riesgos;Riesgo (Finanzas);Riesgo (Seguros);Biography;Administración de riesgos
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