Quantification of Structural Liquidity Risk in Banks (Bog, Paperback / softback, Engelsk) af Christoph Wieser

Quantification of Structural Liquidity Risk in Banks

(Bog, Paperback / softback, Engelsk)
Forfatter: Christoph Wieser

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Beskrivelse

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.

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Alle detaljer

Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Forfatter Christoph Wieser
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 1st ed. 2022
Udgivelsesdato 21-10-2022
Første udgivelsesår 2022
Serie BestMasters
Illustrationer 23 Illustrations, black and white; XV, 68 p. 23 illus. Textbook for German language market.
Originalsprog Germany
Sideantal 68
Indbinding Paperback / softback
Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Sideoplysninger 68 pages, 23 Illustrations, black and white; XV, 68 p. 23 illus. Textbook for German language market
Mål 210 x 148
ISBN-13 / EAN-13 9783658395926