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Auteur Antonio CASTAGNA |
Documents disponibles écrits par cet auteur (2)
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Measuring and Managing Liquidity Risk / Antonio CASTAGNA / Chichester (GB) : JOHN WILEY & SONS (2013)
Titre : Measuring and Managing Liquidity Risk Type de document : e-book Auteurs : Antonio CASTAGNA, Auteur ; Francesco FEDE, Auteur Editeur : Chichester (GB) : JOHN WILEY & SONS Année de publication : 2013 Importance : 702 p. (illimité) ISBN/ISSN/EAN : 978-1-119-99066-6 Langues : Anglais (eng) Mots-clés : Management
BANQUE INTERNATIONALE ; OPERATION DE BANQUE ; RISQUE FINANCIERRésumé :
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 risks. As well as looking at the tools necessary for effective measurement and management, the book also looks at and discusses current regulation and the implication of new Basel regulations on management procedures and tools.Nombre d'accès : Illimité En ligne : http://library.ez.neoma-bs.fr/login?url=https://ebookcentral.proquest.com/lib/ne [...] Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=509637
Titre : FX Options and Smile Risk Type de document : e-book Auteurs : Antonio CASTAGNA Editeur : John Wiley & Sons Année de publication : 2009 ISBN/ISSN/EAN : 9780470754191 Note générale : copyrighted Langues : Anglais (eng) Nombre d'accès : Illimité En ligne : http://library.ez.neoma-bs.fr/login?url=https://www.scholarvox.com/book/45007615 Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=461837
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