PDF⋙ Measuring and Managing Liquidity Risk (The Wiley Finance Series) by Antonio Castagna, Francesco Fede
Measuring and Managing Liquidity Risk (The Wiley Finance Series) by Antonio Castagna, Francesco Fede Measuring and Managing Liquidity Risk (The Wiley Finance Series) by Antonio Castagna, Francesco Fede PDF, ePub eBook D0wnl0ad 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, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, 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, discussing risk monitoring and the different models used, notably financial variables models, credit variables models, and behavioural variables models, and then at managing these...