Liquidity black holes: understanding, quantifying and managing financial liquidity risks
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
London
Risk Books
2003
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXII, 272 S. graph. Darst. |
| ISBN: | 1904339131 |
Internformat
MARC
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| 245 | 1 | 0 | |a Liquidity black holes |b understanding, quantifying and managing financial liquidity risks |c ed. by Avinash D. Persaud |
| 264 | 1 | |a London |b Risk Books |c 2003 | |
| 300 | |a XXII, 272 S. |b graph. Darst. | ||
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-010714599 | ||
Datensatz im Suchindex
| _version_ | 1804130534547259392 |
|---|---|
| adam_text | Contents
Foreword vii
William W. Martin
Invesco Asset Management
About the Editor ix
List of Contributors xi
Liquidity Black Holes: An Introduction xv
Avinash D. Persaud
Global Asset Management and Gresham College
SECTION 1:THE BACKGROUND TO MARKET LIQUIDITY
1 Liquidity in the Foreign Exchange Market: An Investment
Manager s Perspective 3
Harriett M. Richmond; Jack Crawford
JPMorgan Fleming Asset Management
2 Liquidity in the Equity Market: A Portfolio Trader s Perspective 21
Sri Moorthy
Credit Suisse First Boston
3 Liquidity in the Fixed Income Market and the
Impact of EMU 41
H. M. Scobie
European Economics and Financial Centre
4 Liquidity from a Central Banker s Perspective 65
Roger Clews; David Lodge
Bank of England
SECTION 2: LIQUIDITY BLACK HOLES
5 Liquidity Black Holes 85
Avinash D. Persaud
Global Asset Management and Gresham College
6 LTCM and the Asian Financial Crisis: Liquidity
Black Holes? 105
Stephen Spratt
University of Sussex
v
LIQUIDITY BLACK HOLES
7 Measuring Liquidity Black Holes 123
Benjamin H. Cohen; Hyun Song Shin
International Monetary Fund; London School of Economics
8 Liquidity Black Holes: Testing the Theory s Predictions 139
Chris McCoy
State Street Fellow and Surrey University
SECTION 3: LIQUIDITY BLACK HOLES AND INSTITUTIONAL
BEHAVIOUR
9 Liquidity and News 151
Hyun Song Shin
London School of Economics
10 Volatility in the Foreign Exchange Market and Disclosure of
Central Bank Reserves 167
Michael Metcalfe
State Street Bank
11 Market Liquidity and Risk Management 177
Avinash D. Persaud
Global Asset Management and Gresham College
12 Financial System Liquidity and Credit Risk Transfers 195
Avinash D. Persaud
Global Asset Management and Gresham College
SECTION 4: LIQUIDITY AND ARCHITECTURE OF THE
FINANCIAL SYSTEM
13 Market Distress and Vanishing Liquidity: Anatomy and
Policy Options 213
Claudio Borio
Bank for International Settlements
14 Beauty Contests, Liquidity and the New International
Financial Architecture 249
John Eatwell
University of Cambridge
Index 269
vi
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| discipline | Mathematik Wirtschaftswissenschaften |
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| spelling | Liquidity black holes understanding, quantifying and managing financial liquidity risks ed. by Avinash D. Persaud London Risk Books 2003 XXII, 272 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Asset-liability management Cash management Liquidity (Economics) Risk management Liquiditätsrisiko (DE-588)4314333-7 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Liquiditätsrisiko (DE-588)4314333-7 s DE-604 Persaud, Avinash Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010714599&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
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| subject_GND | (DE-588)4314333-7 (DE-588)4143413-4 |
| title | Liquidity black holes understanding, quantifying and managing financial liquidity risks |
| title_auth | Liquidity black holes understanding, quantifying and managing financial liquidity risks |
| title_exact_search | Liquidity black holes understanding, quantifying and managing financial liquidity risks |
| title_full | Liquidity black holes understanding, quantifying and managing financial liquidity risks ed. by Avinash D. Persaud |
| title_fullStr | Liquidity black holes understanding, quantifying and managing financial liquidity risks ed. by Avinash D. Persaud |
| title_full_unstemmed | Liquidity black holes understanding, quantifying and managing financial liquidity risks ed. by Avinash D. Persaud |
| title_short | Liquidity black holes |
| title_sort | liquidity black holes understanding quantifying and managing financial liquidity risks |
| title_sub | understanding, quantifying and managing financial liquidity risks |
| topic | Asset-liability management Cash management Liquidity (Economics) Risk management Liquiditätsrisiko (DE-588)4314333-7 gnd |
| topic_facet | Asset-liability management Cash management Liquidity (Economics) Risk management Liquiditätsrisiko Aufsatzsammlung |
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