Quantification of Structural Liquidity Risk in Banks
(Bog, Paperback / softback, Engelsk)
Forlag:
Springer Fachmedien Wiesbaden
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9783658395926
- Se flere detaljer ▼
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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| Forlag | Springer Fachmedien Wiesbaden |
| 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 |
| Originalsprog | Germany |
| Sideantal | 68 |
| Indbinding | Paperback / softback |
| Forlag | Springer Fachmedien Wiesbaden |
| Sideoplysninger | 68 pages, 23 Illustrations, black and white |
| Mål | 210 x 148 |
| ISBN-13 / EAN-13 | 9783658395926 |