Store besparelser
Hurtig levering
Fri fragt over 499,-
Gemte
Log ind
0
Kurv
Kurv
Quantification of Structural Liquidity Risk in Banks
Engelsk
Bogcover for Quantification of Structural Liquidity Risk in Banks af Christoph Wieser, 9783658395926
Specifikationer
Sprog:
Engelsk
Sider:
68
ISBN-13:
9783658395926
Indbinding:
Paperback
ISBN-10:
3658395923
Udg. Dato:
21 okt 2022
Størrelse i cm:
21,0 x 14,8
Serie:
BestMasters
Oplagsdato:
21 okt 2022
Forfatter(e):

Quantification of Structural Liquidity Risk in Banks

Engelsk
Paperback 2022
Format:

Bog beskrivelse
Structural liquidity risk is a material risk resulting from the core banking business of taking in short-term deposits and lending out long-term loans, thus allowing a maturity mismatch between assets and liabilities. At some point the long-term loans will require refinancing and the institution is at risk of an adverse development of refinancing costs.
This book proposes a model for the quantification of structural liquidity risk and describes the underlying methodology and assumptions for stressing the refinancing costs. The change in present value between closing open liquidity positions under stressed refinancing costs compared to current costs is the calculated impact on risk-bearing capacity.

... Vis mere

Hos Booktok
444 kr
Læg i kurv nu
Sikker betaling
23 - 25 hverdage

Specifikationer
Sprog:
Engelsk
Sider:
68
ISBN-13:
9783658395926
Indbinding:
Paperback
ISBN-10:
3658395923
Udg. Dato:
21 okt 2022
Størrelse i cm:
21,0 x 14,8
Serie:
BestMasters
Oplagsdato:
21 okt 2022
Forfatter(e):
Finder produkter...
Kategori sammenhænge