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Soprano, Aldo - Liquidity Management: A Funding Risk Handbook, e-bok

Liquidity Management: A Funding Risk Handbook

Soprano, Aldo


Robust management of liquidity risk within the changing regulatory framework
Liquidity Management applies current risk management theory, techniques, and processes to liquidity risk control and management to help organizations prepare in case of

Castagna, Antonio - Measuring and Managing Liquidity Risk, e-bok

Measuring and Managing Liquidity Risk

Castagna, Antonio


This is a fully up-to-date, cutting edge guide to the measurement and management of liquidity risk. Written for front and middle office risk management and quantitative practitioners, it provides the ground-level knowledge, tools and techniques for effective

Falzon, Joseph - Bank Performance, Risk and Securitization, e-bok

Bank Performance, Risk and Securitization

Falzon, Joseph


The Impact of the New Structural Liquidity Rules on the Profitability of EU Banks
Laura Chiaramonte, Barbara Casu, Roberto Bottiglia
3. Basel III and Banking Efficiency
Ted Lindblom, Magnus Willesson
4. Estimating the Probability of Financial Distress

Dionne, Georges - Corporate Risk Management: Theories and Applications, e-bok

Corporate Risk Management: Theories and Applications

Dionne, Georges


The author—a noted expert on the topic—presents several theoretical models appropriate for various industries and empirically verifies theoretical propositions. The book also proposes statistical modeling that can evaluate the importance of different risks and

Veronesi, Pietro - Handbook of Fixed-Income Securities, e-bok

Handbook of Fixed-Income Securities

Veronesi, Pietro


Well-organized to cover critical topics in fixed income, Handbook of Fixed-Income Securities is divided into eight main sections that feature: An introduction to fixed-income markets such as Treasury bonds, inflation-protected securities, money markets, mortgage-backed securities, and the basic analytics

Bucchianico, A. - Progress in Industrial Mathematics at ECMI 2004, e-bok

Progress in Industrial Mathematics at ECMI 2004

Bucchianico, A.


Simulation and Measurement of Interconnects and On-Chip Passives: Gauge Fields and Ghosts as Numerical Tools
Wim Schoenmaker, Peter Meuris, Erik Janssens, Michael Verschaeve, Ehrenfried Seebacher, Walter Pflanzl, Michele Stucchi, Bamal Mandeep, Karen Maex, Wil