Liquidity risk measurement and management : a practitioner's guide to global best practices / edited by Leonard Matz and Peter Neu.
Series: Wiley finance seriesPublication details: [Place of publication not identified] : John Wiley & Sons (Asia) Pte Ltd., 2007.Description: xiv, 395 pages : illustrations ; 27 cmContent type:- text
- computer
- online resource
- 9781118390399
- 1118390393
- HG1656.A3 L57 2007
eBooks
Includes bibliographical references (pages 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 [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.
Electronic reproduction. Hoboken, N.J. : Wiley InterScience, 2012. Mode of access: World Wide Web. System requirements: Web browser. Title from title screen (viewed on Mar. 27, 2012). Access may be restricted to users at subscribing institutions.
John Wiley and Sons Wiley eBooks