Liquidity Risk Measurement and Management

A Practitioner's Guide to Global Best Practices, Wiley Finance Editions

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Bibliografische Daten
ISBN/EAN: 9780470821824
Sprache: Englisch
Umfang: 350 S.
Auflage: 1. Auflage 2006
Einband: gebundenes Buch

Beschreibung

Inhaltsangabe* Introduction - Basic Concepts * Part I Measuring and Monitoring Liquidity Risk * Part II Managing Liquidity Risk * Part III Case Studies * Part IV Cutting Edge

Autorenportrait

Leonard Matz is an author, consultant, and bank trainer. He graduated from Case Western Reserve University in Cleveland, Ohio in 1973. After spending five years with the Federal Reserve as a bank examiner, he spent 14 years in various bank management positions. Mr. Matz is the author of numerous books as well as magazine and journal articles. His other books include Interest Rate Risk Management and the Self Paced Guide to Asset/Liability Management Training. He is a frequent speaker and industry conferences and training programs and has been a member of the National Asset/Liability Management Association since 1989. Peter Neu is an author, consultant and former banker living with his wife in Frankfurt, Germany. He graduated in 1994 with a PhD from the University of Heidelberg in Theoretical Physics. After completing a post-doctorate position at MIT, Cambridge M.A., Peter Neu joined Group Risk Control of Dresdner Bank AG in 1997. As a member of Group Strategic Risk & Treasury Control, he worked on various market and credit risk projects and was involved in building Dresdner's economic capital model before taking over the responsibility for liquidity risk control. In 2005, Peter Neu joined the Boston Consulting Group as its European head of a risk expert team. He frequently speaks at industry conferences and training courses and has published articles on credit risk and operational risk measurement.