Research Catalog
Liquidity risk measurement and management : a practitioner's guide to global best practices
- Title
- Liquidity risk measurement and management : a practitioner's guide to global best practices / edited by Leonard Matz and Peter Neu.
- Publication
- [Place of publication not identified] : John Wiley & Sons (Asia) Pte Ltd., 2007.
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | HG1656.A3 L57 2007 | Off-site |
Holdings
Details
- Additional Authors
- Description
- xiv, 395 pages : illustrations; 27 cm.
- Series Statement
- [Wiley finance]
- Uniform Title
- Wiley finance series.
- Subject
- Bibliography (note)
- Includes bibliographical references (p. 357-359) and index.
- Contents
- 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.
- ISBN
- 0470821825
- 9780470821824
- LCCN
- 2007295873
- OCLC
- 72655598
- ocm72655598
- SCSB-8412618
- Owning Institutions
- Columbia University Libraries