TY  - BOOK
AU  - Castagna,Antonio
AU  - Fede,Francesco
TI  - Measuring and managing liquidity risk
SN  - 9781119990246
U1  - 332.1 
KW  - Bank liquidity
KW  - Mathematical models
KW  - Asset-liability management
KW  - Banks and banking
KW  - Risk management
N1  - Includes bibliographical references (pages [547]-551) and index
N2  - 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 practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, though thoroughly grounded in theory, the book begins with the basics of liquidity risks and, using examples pulled from the recent financial crisis, how they manifest themselves in financial institutions. The book then goes on to look at tools which can be used to measure liquidity risk, discussing risk monitoring and the different models used, notably financial variables models, credit variables models, and behavioural variables models, and then at managing these risks. As well as looking at the tools necessary for effective measurement and management, the book also looks at and discusses current regulation and the implication of new Basel regulations on management procedures and tools
UR  - https://uowd.box.com/s/z8n92t05i80md1j4rangc3c0yydf3rt4
ER  -