LEADER 00816nam0-22003011i-450- 001 990000290020403321 005 20001010 035 $a000029002 035 $aFED01000029002 035 $a(Aleph)000029002FED01 035 $a000029002 100 $a20001010d--------km-y0itay50------ba 101 0 $aita 105 $ay-------001yy 200 1 $aAnnular two-phase flow$fBy G.F. Hewitt and N.S. Hall-Taylor. 210 $aOxford$cPergamon Press$d1970 215 $aIX,310 p., 26 cm 676 $a660 700 1$aHewitt,$bGeoffrey Frederick$0151698 702 1$aHall-Taylor,$bN. S. 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990000290020403321 952 $a04 162-95$bPIC 3930$fDINCH 959 $aDINCH 996 $aAnnular two-phase flow$9127648 997 $aUNINA DB $aING01 LEADER 02870nam 2200589 450 001 9910830801203321 005 20140204145259.0 010 $a1-118-65225-8 010 $a1-118-81846-6 010 $a1-119-99066-1 035 $a(CKB)4330000000002629 035 $a(MiAaPQ)EBC1295023 035 $a(MiAaPQ)EBC4043501 035 $a(OCoLC)853363001 035 $a(CaSebORM)9781119990246 035 $a(EXLCZ)994330000000002629 100 $a20160329h20132013 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 10$aMeasuring and managing liquidity risk /$fAntonio Castagna and Francesco Fede 205 $a1st edition 210 1$aChichester, [England] :$cWiley,$d2013. 210 4$dİ2013 215 $axxii, 577 p. $cill 225 1 $aWiley finance series 311 $a1-299-73852-4 311 $a1-119-99024-6 320 $aIncludes bibliographical references and index. 327 $apt. I. Liquidity and banking activity -- pt. II. Tools to manage liquidity risk -- pt. III. Pricing liquidity risk. 330 $aA fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk Written for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, though thoroughly grounded in theory, the book begins with the basics of liquidity risks and, using examples pulled from the recent financial crisis, how they manifest themselves in financial institutions. The book then goes on to look at tools which can be used to measure liquidity risk, discussing risk monitoring and the different models used, notably financial variables models, credit variables models, and behavioural variables models, and then at managing these risks. As well as looking at the tools necessary for effective measurement and management, the book also looks at and discusses current regulation and the implication of new Basel regulations on management procedures and tools. The book is accompanied by web-based tools, including example spreadsheets to illustrate many of the more complex topics in the book. 410 0$aWiley finance series. 606 $aLiquidity (Economics) 606 $aBank liquidity 606 $aFinancial risk 606 $aRisk management 615 0$aLiquidity (Economics) 615 0$aBank liquidity. 615 0$aFinancial risk. 615 0$aRisk management. 676 $a339.53 700 $aCastagna$b Antonio$01633053 702 $aFede$b Francesco 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910830801203321 996 $aMeasuring and managing liquidity risk$93972607 997 $aUNINA