The Liquidity Risk Management Guide - From Policy to Pitfalls, Adalsteinsson

Автор: Banks Erik
Название: Dark Pools
ISBN: 1137449535 ISBN-13(EAN): 9781137449535
Издательство: Springer
Рейтинг:
Цена: 63880.00 T
Наличие на складе: Поставка под заказ.
Описание: This book deals with the topic of dark trading, or non-displayed, off-exchange trading execution. It discusses the development, importance and practice of dark equity trading in an environment dominated by high frequency, program, block and algorithmic trading, and considers its future prospects in a world of mobile capital and changing regulation.

Автор: Schmidt
Название: Pricing and Liquidity of Complex and Structured Derivatives
ISBN: 3319459694 ISBN-13(EAN): 9783319459691
Издательство: Springer
Рейтинг:
Цена: 46570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book introduces the “strike of default” (SOD) benchmark concept. The author determines the SOD through cross-sectional pricing between the credit market and the option market, considering the same underlying. The idea of the SOD is to combine the implied probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available.

Название: Liquidity Risk, Efficiency and New Bank Business Models
ISBN: 3319308181 ISBN-13(EAN): 9783319308180
Издательство: Springer
Рейтинг:
Цена: 107130.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides insight into current research topics in finance and banking in the aftermath of the financial crisis. In this volume, authors present empirical research on liquidity risk discussed in the context of Basel III and its implications. Chapters also investigate topics such as bank efficiency and new bank business models from a business diversification perspective, the effects on financial exclusion and how liquidity mismatches are related with the bank business model. This book will be of value to those with an interest in how Basel III has had a tangible impact upon banking processes, particularly with regard to maintaining liquidity, and the latest research in financial business models.

Автор: Leonard Matz
Название: Liquidity Risk Measurement and Management
ISBN: 1462892442 ISBN-13(EAN): 9781462892440
Издательство: Неизвестно
Рейтинг:
Цена: 27570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.

Автор: Iwan J. Azis; Hyun Song Shin
Название: Managing Elevated Risk
ISBN: 9811013799 ISBN-13(EAN): 9789811013799
Издательство: Springer
Рейтинг:
Цена: 46570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: "Managing Elevated Risk: Global Liquidity, Capital Flows, and Macroprudential Policy-An Asian Perspective" also explores the range of policy options that may be deployed to address the impact of global liquidity on domestic financial and socio-economic conditions including income inequality.

Автор: Chiaramonte
Название: Bank Liquidity and the Global Financial Crisis
ISBN: 3319943995 ISBN-13(EAN): 9783319943992
Издательство: Springer
Рейтинг:
Цена: 130430.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:

One of the lessons learned from the Global Financial Crisis of 2007-9 is that minimum capital requirements are a necessary but inadequate safeguard for the stability of an intermediary. Despite the high levels of capitalization of many banks before the crisis, they too experienced serious difficulties due to insufficient liquidity buffers. Thus, for the first time, after the GFC regulators realized that liquidity risk can jeopardize the orderly functioning of a bank and, in some cases, its survival. Previously, the risk did not receive the same attention by regulators at the international level as other types of risk including credit, market, and operational risks. The GFC promoted liquidity risk to a significant place in regulatory reform, introducing uniform international rules and best practices. The literature has studied the potential effects of the new liquidity rules on the behaviour of banks, the financial system, and the economy as a whole.

This book provides a comprehensive understanding of the bank liquidity crisis that occurred during the GFC, of the liquidity regulatory reform introduced by the Basel Committee with the Basel III Accord, and its implications both at the micro and macroeconomic levels. Universit
Cattolica del Sacro Cuore contributed to the funding of this research project and its publication.

Автор: E. Banks
Название: Dark Pools
ISBN: 1349315281 ISBN-13(EAN): 9781349315284
Издательство: Springer
Рейтинг:
Цена: 130430.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Dark Pools is a practical text dealing with the increasingly important topic of dark pools, or non-displayed, off-exchange trading and liquidity. It discusses the development of the equity trading marketplace over the past two decades and how dark pools may evolve in a post-financial crisis world.

Автор: Chadha
Название: Interest Rates, Prices and Liquidity
ISBN: 1107480035 ISBN-13(EAN): 9781107480032
Издательство: Cambridge Academ
Рейтинг:
Цена: 40120.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The recent financial crisis forced central banks to resort to a wholly new set of largely untested instruments to restore order, including quantitative easing and the purchase of toxic financial assets. This book assesses the effectiveness of these policy instruments and explores what lessons have so far been learned.

Автор: Shin Hyun Song
Название: Risk and Liquidity
ISBN: 0198847068 ISBN-13(EAN): 9780198847069
Издательство: Oxford Academ
Рейтинг:
Цена: 58230.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents the Clarendon Lectures in Finance by one of the leading exponents of financial booms and crises. It explains why the global financial crisis erupted in an era when risk management was at the core of the most sophisticated financial institutions.

Автор: Venkat
Название: Liquidity Risk Management - A Practitioner`s Perspective
ISBN: 1118881923 ISBN-13(EAN): 9781118881927
Издательство: Wiley
Рейтинг:
Цена: 83430.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.

Автор: Erik Banks
Название: Liquidity Risk
ISBN: 113737439X ISBN-13(EAN): 9781137374394
Издательство: Springer
Рейтинг:
Цена: 60550.00 T
Наличие на складе: Поставка под заказ.
Описание: Liquidity Management is now a core consideration for banks and other financial institutions following the collapse of numerous well-known banks in 2007-8. This timely new edition will provide practical guidance on liquidity risk and its management - now mandatory under new regulation.

Автор: Iwan J. Azis; Hyun Song Shin
Название: Managing Elevated Risk
ISBN: 9812872833 ISBN-13(EAN): 9789812872838
Издательство: Springer
Рейтинг:
Цена: 46570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: "Managing Elevated Risk: Global Liquidity, Capital Flows, and Macroprudential Policy-An Asian Perspective" also explores the range of policy options that may be deployed to address the impact of global liquidity on domestic financial and socio-economic conditions including income inequality.