Can Liquidity Risk be Subsumed in Credit Risk?
Language: en
Pages: 21
Authors: Henri Pagès
Categories: Brady bonds
Type: BOOK - Published: 2001 - Publisher:

The paper applies a reduced-form model to uncover from secondary market's Brady bond prices, together with Libor interest rates, how the risk of sovereign defau
Liquidity Risk Measurement and Management
Language: en
Pages: 350
Authors: Leonard Matz
Categories: Business & Economics
Type: BOOK - Published: 2006-11-10 - Publisher: John Wiley & Sons

Major events such as the Asian crisis in 1997, the Russian default on short-term debt in 1998, the downfall of the hedge fund long-term capital management in 19
Liquidity Risk
Language: en
Pages: 300
Authors: E. Banks
Categories: Business & Economics
Type: BOOK - Published: 2013-11-06 - Publisher: Springer

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
The Liquidity Risk Management Guide
Language: en
Pages: 216
Authors: Gudni Adalsteinsson
Categories: Business & Economics
Type: BOOK - Published: 2014-05-08 - Publisher: John Wiley & Sons

Liquidity risk is in the spotlight of both regulators andmanagement teams across the banking industry. The European bankingregulator has introduced and implemen
Market Liquidity Risk
Language: en
Pages: 200
Authors: Andria van der Merwe
Categories: Business & Economics
Type: BOOK - Published: 2016-01-12 - Publisher: Springer

Andria van der Merwe provides a thorough guide to the critical tools needed to navigate liquidity markets and value security pricing in the presence of market f
Measuring and Managing Liquidity Risk
Language: en
Pages: 600
Authors: Antonio Castagna
Categories: Business & Economics
Type: BOOK - Published: 2013-09-03 - Publisher: John Wiley & Sons

A fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk Written for front and middle office risk management and quantitative
Liquidity Risk Management
Language: en
Pages: 304
Authors: Shyam Venkat
Categories: Business & Economics
Type: BOOK - Published: 2016-03-28 - Publisher: John Wiley & Sons

The most up-to-date, comprehensive guide on liquidity risk management—from the professionals Written by a team of industry leaders from the Price Waterhouse C
Bank Liquidity and the Global Financial Crisis
Language: en
Pages: 200
Authors: Laura Chiaramonte
Categories: Business & Economics
Type: BOOK - Published: 2018-07-09 - Publisher: Springer

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 st
Liquidity Management
Language: en
Pages: 216
Authors: Aldo Soprano
Categories: Business & Economics
Type: BOOK - Published: 2015-04-06 - Publisher: John Wiley & Sons

Robust management of liquidity risk within the changing regulatory framework Liquidity Management applies current risk management theory, techniques, and proces
Measuring and Managing Liquidity Risk
Language: en
Pages: 598
Authors: Antonio Castagna
Categories: Business & Economics
Type: BOOK - Published: 2013-09-03 - Publisher: John Wiley & Sons

A fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk Written for front and middle office risk management and quantitative
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