Measuring and Managing Liquidity Risk

Note moyenne 4
( 3 avis fournis par Goodreads )
 
9781119990246: Measuring and Managing Liquidity Risk

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

About the Author :

Antonio Castagna (Milan, Italy), is Partner of Consulting Firm Iason ltd. F.F: Head of Structured Products at Banca Profilo, Milan, Italy.  Prior to this, he was head of FX Volatility trading at Banca IMI and has also held positions as Interest Rate options trader, FX options Trader in Milan and Financial Risk Analyst at IMI Luxemburg.  Antonio holds chartered accountant and certified public accountant qualifications and is very active on the conference circuit and teaching at Masters level on FX topics.  He graduated in Finance from LUISS University, Rome, in 1995 with a thesis on American options and the numerical procedures for their valuation.

Francesco Fede (Milan, Italy), Head of Treasury at Banca IMI, Milan, Italy, one of the major European investment banks, and is also involved in redefining the liquidity policy for the IntesaSanPaolo Bank, the parent company of Banca IMI and the second largest Italian bank.  Previously, he has help positions as Head of the Financial Analysis Unit in IMI Banca Luxembourg, and SVP Treasury and SVP structured Bond Dealer, also at Banca IMI.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Meilleurs résultats de recherche sur AbeBooks

1.

Antonio Castagna; Francesco Fede
Edité par John Wiley and Sons
ISBN 10 : 1119990246 ISBN 13 : 9781119990246
Neuf(s) Quantité : > 20
Vendeur
INDOO
(Avenel, NJ, Etats-Unis)
Evaluation vendeur
[?]

Description du livre John Wiley and Sons. État : New. Brand New. N° de réf. du libraire 1119990246

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 50,77
Autre devise

Ajouter au panier

Frais de port : EUR 2,93
Vers Etats-Unis
Destinations, frais et délais

2.

Antonio Castagna
ISBN 10 : 1119990246 ISBN 13 : 9781119990246
Neuf(s) Quantité : 4
Vendeur
Rem Distributors
(NORWALK, CT, Etats-Unis)
Evaluation vendeur
[?]

Description du livre État : New. Etat de la jaquette : New. Shipped promptly and delivered within 3 to 5 working days. For PO BOX, APO, FPO and Puerto Rico addresses delivery done in 20 to 25 working days. Serving customers since 2006. Thousand of satisfied customers!. N° de réf. du libraire EXC_9781119990246_Wiley27022K17_55

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 53,22
Autre devise

Ajouter au panier

Frais de port : EUR 3,31
Vers Etats-Unis
Destinations, frais et délais

3.

Antonio Castagna, Francesco Fede
Edité par John Wiley Sons Inc, United States (2013)
ISBN 10 : 1119990246 ISBN 13 : 9781119990246
Neuf(s) Couverture rigide Quantité : 1
Vendeur
The Book Depository
(London, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley Sons Inc, United States, 2013. Hardback. État : New. New.. Language: English . Brand New Book. 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. N° de réf. du libraire AAB9781119990246

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 58,04
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

4.

Antonio Castagna, Francesco Fede
Edité par John Wiley Sons Inc, United States (2013)
ISBN 10 : 1119990246 ISBN 13 : 9781119990246
Neuf(s) Couverture rigide Quantité : 1
Vendeur
The Book Depository US
(London, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley Sons Inc, United States, 2013. Hardback. État : New. New.. Language: English . Brand New Book. 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. N° de réf. du libraire AAB9781119990246

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 59,23
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

5.

Castagna, Antonio
ISBN 10 : 1119990246 ISBN 13 : 9781119990246
Neuf(s) Quantité : 1
Vendeur
Pbshop
(Wood Dale, IL, Etats-Unis)
Evaluation vendeur
[?]

Description du livre 2013. HRD. État : New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. N° de réf. du libraire IB-9781119990246

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 58,84
Autre devise

Ajouter au panier

Frais de port : EUR 3,34
Vers Etats-Unis
Destinations, frais et délais

6.

Castagna, Antonio
Edité par John Wiley and#38; Sons (2013)
ISBN 10 : 1119990246 ISBN 13 : 9781119990246
Neuf(s) Quantité : > 20
Vendeur
Books2Anywhere
(Fairford, GLOS, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley and#38; Sons, 2013. HRD. État : New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. N° de réf. du libraire FW-9781119990246

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 54,77
Autre devise

Ajouter au panier

Frais de port : EUR 10,23
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

7.

Antonio Castagna
ISBN 10 : 1119990246 ISBN 13 : 9781119990246
Neuf(s) Quantité : 5
Vendeur
firstbookstore
(New Delhi, Inde)
Evaluation vendeur
[?]

Description du livre État : Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. N° de réf. du libraire AIND-95675

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 66,52
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Inde vers Etats-Unis
Destinations, frais et délais

8.

Antonio Castagna
ISBN 10 : 1119990246 ISBN 13 : 9781119990246
Neuf(s) Quantité : 2
Vendeur
Bookshub
(Karol Bagh, Inde)
Evaluation vendeur
[?]

Description du livre État : New. New. US edition. Perfect condition. Customer satisfaction our priority. N° de réf. du libraire ABE-FEB-76526

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 67,27
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Inde vers Etats-Unis
Destinations, frais et délais

9.

Antonio Castagna
ISBN 10 : 1119990246 ISBN 13 : 9781119990246
Neuf(s) Quantité : 2
Vendeur
EBOOKSTORE2010
(New Delhi, ND, Inde)
Evaluation vendeur
[?]

Description du livre État : Brand New. New. US edition. Customer Satisfaction guaranteed!!. N° de réf. du libraire SHUB76526

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 67,32
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Inde vers Etats-Unis
Destinations, frais et délais

10.

Antonio Castagna, Francesco Fede
Edité par Wiley 2013-06-28, Chichester, West Sussex (2013)
ISBN 10 : 1119990246 ISBN 13 : 9781119990246
Neuf(s) Couverture rigide Quantité : > 20
Vendeur
Blackwell's
(Oxford, OX, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre Wiley 2013-06-28, Chichester, West Sussex, 2013. hardback. État : New. N° de réf. du libraire 9781119990246

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 61,44
Autre devise

Ajouter au panier

Frais de port : EUR 6,82
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

autres exemplaires de ce livre sont disponibles

Afficher tous les résultats pour ce livre