Risk and liquidity

By: Song Shin, HyunMaterial type: TextTextOriginal language: Spanish Publisher: New York ; Oxford University Press ; 2010Description: 192 p; il., tblsISBN: 978-0-19-954636-7Subject(s): Risk | Capital | Credit risk | Liquidity | SecuritiesLOC classification: HB/615/S49/2010
Contents:
Contiene: 1. Nature of financial risk.- 2. Value-at-risk-and capital.- 3. Boom and bust driven by value-at-risk.- 4. Dynamic hedging.- 5. Asset-liability management.- 6. Financial system.- 7. Lending booms.- 8. Case of Northern Rock.- 9. Securitization and the financial system.- 10. A fresh start.
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HB/615/S49/2010 (Browse shelf) Available 003063

Contiene: 1. Nature of financial risk.- 2. Value-at-risk-and capital.- 3. Boom and bust driven by value-at-risk.- 4. Dynamic hedging.- 5. Asset-liability management.- 6. Financial system.- 7. Lending booms.- 8. Case of Northern Rock.- 9. Securitization and the financial system.- 10. A fresh start.

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