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  Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices (Wiley Finance (Hardcover)) (Hardback) Edited by Leonard Matz, Edited by Peter Neu

  

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  Short Description for Liquidity Risk Measurement and ManagementMajor events such as the Asian crisis in 1997, the Russian default on short-term debt in 1998, the downfall of the hedge fund long-term capital management in 1998 and the disruption in payment systems following the World Trade Center attack in 2001, all resulted in increased management's attention to liquidity risk.
  Full description

  • Publisher: John Wiley & Sons Ltd
  • Published: 08 December 2006
  • Format: Hardback 412 pages
  • See: Full bibliographic data
  • Categories: Finance | Budgeting & Financial Management
  • ISBN 13: 9780470821824 ISBN 10: 0470821825
  • Sales rank: 417,699

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Full description for Liquidity Risk Measurement and Management

• Major events such as the Asian crisis in 1997, the Russian default on short-term debt in 1998, the downfall of the hedge fund long-term capital management in 1998 and the disruption in payment systems following the World Trade Center attack in 2001, all resulted in increased management's attention to liquidity risk. Banks have realized that adequate systems and processes for identifying, measuring, monitoring and controlling liquidity risks help them to maintain a strong liquidity position, which in turn will increase the confidence of investors and rating agencies as well as improve funding costs and availability. Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices provides the best practices in tools and techniques for bank liquidity risk measurement and management. Experienced bankers and highly regarded liquidity risk experts share their insights and practical experiences in this book.