LEADER 02870nam 2200589 450 001 9910208819503321 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(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 608 $aElectronic books. 615 0$aLiquidity (Economics) 615 0$aBank liquidity. 615 0$aFinancial risk. 615 0$aRisk management. 676 $a339.53 700 $aCastagna$b Antonio$0969069 702 $aFede$b Francesco 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910208819503321 996 $aMeasuring and managing liquidity risk$92201552 997 $aUNINA