Liquidity risk measurement and management : a practitioner's guide to global best practices /
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
[Place of publication not identified] :
John Wiley & Sons (Asia) Pte Ltd.,
2007.
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| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of 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 [and others]
- 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.