Risk and liquidity
Enregistré dans:
| Auteur principal: | |
|---|---|
| Support: | Livre |
| Langue: | Anglais |
| Publié: |
Oxford ; New York (N.Y.) :
Oxford University Press,
2010.
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| Collection: | Clarendon lectures in finance
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| Sujets: | |
| Autres localisations: | Voir dans le Sudoc |
Table des matières:
- 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 8, Cases of northern rock 9, Securitization and the financial system 10, A fresh start