| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781906348465 |
| INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
1906348464 (pbk.) |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Call number |
332.1 FI LI |
| MAIN ENTRY--PERSONAL NAME |
|---|
| Authors |
Fiedler, Robert |
| TITLE STATEMENT |
|---|
| Title |
Liquidity modelling / |
| Statement of responsibility, etc |
Robert Fiedler |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication |
London : |
| Publisher |
Risk Books, |
| -- |
[distributor] Risk Books : |
| -- |
[distributor] Risk Books, |
| Date |
c2011. |
| PHYSICAL DESCRIPTION |
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| Extent |
xiv, 290 p. : |
| Other Details |
ill. ; |
| Size |
24 cm. |
| SUMMARY |
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| Summary |
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. |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Bank liquidity |
| General |
Econometric models |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Risk management |
| General |
Econometric models |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Bank liquidity |
| ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
https://uowd.box.com/s/z8n92t05i80md1j4rangc3c0yydf3rt4 |
| Public note |
Location Map |
| MAIN ENTRY--PERSONAL NAME |
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| -- |
48293 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| -- |
48294 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| -- |
48295 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| -- |
48284 |