Language: en
Pages: 21
Pages: 21
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
Language: en
Pages: 350
Pages: 350
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
Language: en
Pages: 300
Pages: 300
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
Language: en
Pages: 216
Pages: 216
Liquidity risk is in the spotlight of both regulators andmanagement teams across the banking industry. The European bankingregulator has introduced and implemen
Language: en
Pages: 200
Pages: 200
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
Language: en
Pages: 600
Pages: 600
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
Language: en
Pages: 304
Pages: 304
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
Language: en
Pages: 200
Pages: 200
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
Language: en
Pages: 216
Pages: 216
Robust management of liquidity risk within the changing regulatory framework Liquidity Management applies current risk management theory, techniques, and proces
Language: en
Pages: 598
Pages: 598
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