Liquidity modelling:
Liquidity risk is hard to understand. It needs to be broken down into its components and drivers in order to manage and model it successfully. The market turmoil that began in mid-2007 re-emphasised the importance of liquidity to the functioning of financial markets and the banking sector. In advanc...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Risk Books
2012
|
| Ausgabe: | Repr. with corrections |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Zusammenfassung: | Liquidity risk is hard to understand. It needs to be broken down into its components and drivers in order to manage and model it successfully. The market turmoil that began in mid-2007 re-emphasised the importance of liquidity to the functioning of financial markets and the banking sector. In advance of the turmoil, asset markets were buoyant and funding was readily available at low cost. The reversal in market conditions illustrated how quickly liquidity can evaporate and that illiquidity can last for an extended period of time. Financial regulators across the globe, are urging institutions to address this dimension of financial risk more comprehensively. In this guide to modelling liquidity risk, Robert Fiedler provides a coherent model which allows the reader to understand the components of illiquidity risk and how they interact and as a result enable you to build a quantitative model to display, measure and limit risk |
| Beschreibung: | Includes index |
| Beschreibung: | XIV, 290 S. graph. Darst. |
| ISBN: | 1906348464 9781906348465 |
Internformat
MARC
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| 300 | |a XIV, 290 S. |b graph. Darst. | ||
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| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes index | ||
| 520 | |a Liquidity risk is hard to understand. It needs to be broken down into its components and drivers in order to manage and model it successfully. The market turmoil that began in mid-2007 re-emphasised the importance of liquidity to the functioning of financial markets and the banking sector. In advance of the turmoil, asset markets were buoyant and funding was readily available at low cost. The reversal in market conditions illustrated how quickly liquidity can evaporate and that illiquidity can last for an extended period of time. Financial regulators across the globe, are urging institutions to address this dimension of financial risk more comprehensively. In this guide to modelling liquidity risk, Robert Fiedler provides a coherent model which allows the reader to understand the components of illiquidity risk and how they interact and as a result enable you to build a quantitative model to display, measure and limit risk | ||
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Datensatz im Suchindex
| _version_ | 1804150204506570753 |
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| any_adam_object | |
| author | Fiedler, Robert |
| author_facet | Fiedler, Robert |
| author_role | aut |
| author_sort | Fiedler, Robert |
| author_variant | r f rf |
| building | Verbundindex |
| bvnumber | BV040912733 |
| classification_rvk | SK 980 |
| ctrlnum | (OCoLC)835693904 (DE-599)BVBBV040912733 |
| discipline | Mathematik |
| edition | Repr. with corrections |
| format | Book |
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| id | DE-604.BV040912733 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:35:12Z |
| institution | BVB |
| isbn | 1906348464 9781906348465 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025892029 |
| oclc_num | 835693904 |
| open_access_boolean | |
| owner | DE-858 DE-384 |
| owner_facet | DE-858 DE-384 |
| physical | XIV, 290 S. graph. Darst. |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Risk Books |
| record_format | marc |
| spelling | Fiedler, Robert Verfasser aut Liquidity modelling by Robert Fiedler Repr. with corrections London Risk Books 2012 XIV, 290 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes index Liquidity risk is hard to understand. It needs to be broken down into its components and drivers in order to manage and model it successfully. The market turmoil that began in mid-2007 re-emphasised the importance of liquidity to the functioning of financial markets and the banking sector. In advance of the turmoil, asset markets were buoyant and funding was readily available at low cost. The reversal in market conditions illustrated how quickly liquidity can evaporate and that illiquidity can last for an extended period of time. Financial regulators across the globe, are urging institutions to address this dimension of financial risk more comprehensively. In this guide to modelling liquidity risk, Robert Fiedler provides a coherent model which allows the reader to understand the components of illiquidity risk and how they interact and as a result enable you to build a quantitative model to display, measure and limit risk Bank liquidity / Econometric models Risk management / Econometric models Bank liquidity Bank gnd Cash Management gnd Risikomanagement gnd Ökonometrisches Modell Liquiditätsrisiko (DE-588)4314333-7 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Bank (DE-588)4004436-1 gnd rswk-swf Bank (DE-588)4004436-1 s Liquiditätsrisiko (DE-588)4314333-7 s DE-604 Finanzmathematik (DE-588)4017195-4 s http://aleph.unisg.ch/hsgscan/hm00405316.pdf download (pdf) Inhaltsverzeichnis |
| spellingShingle | Fiedler, Robert Liquidity modelling Bank liquidity / Econometric models Risk management / Econometric models Bank liquidity Bank gnd Cash Management gnd Risikomanagement gnd Ökonometrisches Modell Liquiditätsrisiko (DE-588)4314333-7 gnd Finanzmathematik (DE-588)4017195-4 gnd Bank (DE-588)4004436-1 gnd |
| subject_GND | (DE-588)4314333-7 (DE-588)4017195-4 (DE-588)4004436-1 |
| title | Liquidity modelling |
| title_auth | Liquidity modelling |
| title_exact_search | Liquidity modelling |
| title_full | Liquidity modelling by Robert Fiedler |
| title_fullStr | Liquidity modelling by Robert Fiedler |
| title_full_unstemmed | Liquidity modelling by Robert Fiedler |
| title_short | Liquidity modelling |
| title_sort | liquidity modelling |
| topic | Bank liquidity / Econometric models Risk management / Econometric models Bank liquidity Bank gnd Cash Management gnd Risikomanagement gnd Ökonometrisches Modell Liquiditätsrisiko (DE-588)4314333-7 gnd Finanzmathematik (DE-588)4017195-4 gnd Bank (DE-588)4004436-1 gnd |
| topic_facet | Bank liquidity / Econometric models Risk management / Econometric models Bank liquidity Bank Cash Management Risikomanagement Ökonometrisches Modell Liquiditätsrisiko Finanzmathematik |
| url | http://aleph.unisg.ch/hsgscan/hm00405316.pdf |
| work_keys_str_mv | AT fiedlerrobert liquiditymodelling |