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Quantification of Structural Liquidity Risk in Banks - BestMasters Christoph Wieser 1st ed. 2022 edition
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Quantification of Structural Liquidity Risk in Banks - BestMasters
Christoph Wieser
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.
68 pages, 23 Illustrations, black and white; XV, 68 p. 23 illus. Textbook for German language market
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 21 de octubre de 2022 |
| ISBN13 | 9783658395926 |
| Editores | Springer Fachmedien Wiesbaden |
| Páginas | 68 |
| Dimensiones | 150 × 220 × 10 mm · 127 g |
| Lengua | Alemán |
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