Risk and liquidity
Na minha lista:
| Autor principal: | |
|---|---|
| Formato: | Livre |
| Idioma: | Anglais |
| Publicado em: |
Oxford ; New York (N.Y.) :
Oxford University Press,
2010.
|
| Colecção: | Clarendon lectures in finance
|
| Assuntos: | |
| Autres localisations: | Voir dans le Sudoc |
Sumário:
- 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