000			01652nam a22002173a 4500
999			_c24993 _d24993
001			58688
020			_a9781906348465
020			_a1906348464 (pbk.)
040			_aUK-WkNB
082			_a332.1 FI LI
100	1		_aFiedler, Robert _948293
245	1	0	_aLiquidity modelling / _cRobert Fiedler
260			_aLondon : _bRisk Books, _b[distributor] Risk Books : _b[distributor] Risk Books, _cc2011.
300			_axiv, 290 p. : _bill. ; _c24 cm.
520			_aLiquidity 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.
650		7	_aBank liquidity _xEconometric models _948294
650		7	_aRisk management _xEconometric models _948295
650		7	_aBank liquidity _948284
856			_uhttps://uowd.box.com/s/z8n92t05i80md1j4rangc3c0yydf3rt4 _zLocation Map
942			_cREGULAR _2ddc