عنوان

Liquidity risk measurement and management :

0470821825

9780470821824

dltt

Liquidity risk measurement and management :

[Book]

a practitioner's guide to global best practices /

edited by Leonard Matz and Peter Neu

[S.l.] :

John Wiley & Sons (Asia) Pte Ltd.,

2007

xiv, 395 p. :

ill. ;

27 cm

[Wiley finance]

Includes bibliographical references (p. 357-359) and index

Liquidity risk measurement / Peter Neu -- Scenario analysis and stress testing / Leonard Matz -- Monitoring and controlling liquidity risk / Leonard Matz -- Liquidity risk management strategies and tactics / Leonard Matz and Peter Neu -- Contingency planning / Leonard Matz -- Market developments in banks' funding markets / Peter Neu ... [et al.] -- A concept for cash flow and funding liquidity risk / Robert Fiedler -- The liquidity impact of derivatives collateral / Louis D. Raffis -- Modeling non-maturing products / Martin M. Bardenhewer -- The net cash capital tool in bank liquidity management / Louis D. Raffis -- Managing a funding crisis : Citizens First Bancorp, a case study 1989-1994 / Bruce W. Mason -- Liquidity management at UBS / Bruce McLean Forrest -- Sound liquidity management as an investment criterion / Dierk Brandenburg -- Dynamic modeling and optimization of non-maturing accounts / Karl Frauendorfer and Michael Schürle -- View from the mountaintop / Leonard Matz and Peter Neu

0

Bank liquidity

Risk management

Matz, Leonard M

Neu, Peter

20070824000000.0

[Book]

Y