Measuring and Managing Liquidity Risk
| Author | : | |
| Rating | : | 4.40 (794 Votes) |
| Asin | : | B00F1BWTQQ |
| Format Type | : | |
| Number of Pages | : | 289 Pages |
| Publish Date | : | 2014-05-19 |
| Language | : | English |
DESCRIPTION:
"One of the finest reads on the topic I have gone through" according to Ranj. One of the finest reads on the topic I have gone through. Authors demonstrate solid grasp on the subject and the content is very up to date. Sentences could have been shorter but net net is an enjoyable and informative read. It can cover liquidity risk 101, 201 and One of the finest reads on the topic I have gone through One of the finest reads on the topic I have gone through. Authors demonstrate solid grasp on the subject and the content is very up to date. Sentences could have been shorter but net net is an enjoyable and informative read. It can cover liquidity risk 101, 201 and 301.. 01.
F.F: Head of Structured Products at Banca Profilo, Milan, Italy. Prior to this, he was head of FX Volatility trading at Banca IMI and has also held positions as Interest Rate options trader, FX options Trader in Milan and Financial Risk Analyst at IMI Luxemburg. Antonio holds chartered accountant and certified public accountant qualifications and is very active on the conference circuit and teaching at Masters level on FX topics. He graduated in Finance from LUISS University, Rome, in 1995 with a thesis on American options and the numerical procedures for their valuation. Francesco Fede (Milan, Italy), Head of Treasury at Banca IMI, Milan, Italy, one of the major European investment banks, and is also involved in redefining the liquidity policy for the IntesaSanPaolo Bank, the parent company of Banca IMI and the second largest Italian bank.
Highly practical, though thoroughly grounded in theory, the book begins with the basics of liquidity risks and, using examples pulled from the recent financial crisis, how they manifest themselves in financial institutions. A fully up-to-date, cutting-edge guide to the measurement and management of liquidity riskWritten for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. The book then goes on to look at tools which can be used to measure liquidity risk, discussing risk monitoring and the different models used, notably financial variables models, credit variables models, and behavioural variables models, and then at managing these risks. As well as looking at the tools necessary for effective measurement and management, the book also looks at and discusses current regulation and the implication of
F.F: Head of Structured Products at Banca Profilo, Milan, Italy. Prior to this, he was head of FX Volatility trading at Banca IMI and has also held positions as Interest Rate options trader, FX options Trader in Milan and Financial Risk Analyst at IMI Luxemburg. Antonio holds chartered accountant and certified public accountant qualifications and is