rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Measuring and managing liquidity risk
  name:
    name part: Castagna, Antonio
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Fede, Francesco
    role:
      role term: author.
  type of resource: text
  genre: bibliography
  origin info:
    place:
      place term: enk
    date issued: 2013
    copyright date: 2013
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xxii, 577 pages)
  abstract: This is a 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, it provides the ground-level knowledge, tools and techniques for effective liquidity risk management. Written with a highly practical cut, 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.
  table of contents: PART I LIQUIDITY AND BANKING ACTIVITY. Banks as lemons? -- A journey into liquidity -- Too big to fail -- The new framework -- Know thyself! -- PART II TOOLS TO MANAGE LIQUIDITY RISK. Monitoring liquidity -- Liquidity buffer and term structure of funding -- Models for market risk factors -- Behavioural models -- PART III PRICING LIQUIDITY RISK. The links between credit risk and funding cost -- Cost of liquidity and fund transfer pricing -- Liquidity risk and the cost of funding in derivative contracts -- A sort of conclusion: towards a new treasury?
  note: Antonio Castagna and Francesco Fede.
  note: Includes bibliographical references and index.
  subject:
    topic: Liquidity (Economics)
  subject:
    topic: Bank liquidity
  subject:
    topic: Financial risk
  subject:
    topic: Risk management
  subject:
    topic: Risk Management
  classification: HG178 .C37 2013
  classification: 332
  related item:
    title info:
      title: Measuring and managing liquidity risk
    name:
      name part: Castagna, Antonio.
    origin info:
      publisher: Chichester, West Sussex : John Wiley & Sons Ltd, 2013
  related item:
    title info:
      title: Wiley finance series
  identifier: 9781118652251
  identifier: 1118652258
  identifier: 9781118818466
  identifier: 1118818466
  identifier: 1299738524
  identifier: 9781299738522
  identifier: 1119990246
  identifier: 9781119990246
  identifier: 9781119990666
  identifier: 9781119990673
  identifier: 111999067X
  identifier: 1119990661
  identifier: CL0500000375 Safari Books Online
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: NhCcYBP
    record creation date: 130720
    record change date: 20260214203756.9
    record identifier: in00004682169
    language of cataloging:
      language term: eng