Risk and liquidity

Risk and liquidity

Shin, Hyun Song

47,54 €(IVA inc.)

This book presents the Clarendon Lectures in Finance by one of the leading exponents of financial booms and crises. It explains why the recent global financial crisis erupted in an era when risk management was at the core of the mostsophisticated financial institutions. INDICE: 1: Nature of Financial Risk; 2: Value-at-Risk Capital; 3: Boom and Bust Driven by Value-at-Risk; 4: Dynamic Hedging; 5: Asset-Liability Management; 6: Financial System; 7: Lending Booms; 8: The Case of Northern Rock; 9:Securitisation and the Financial System; 10: A Fresh Start

  • ISBN: 978-0-19-954636-7
  • Editorial: Oxford University
  • Encuadernacion: Cartoné
  • Páginas: 208
  • Fecha Publicación: 27/05/2010
  • Nº Volúmenes: 1
  • Idioma: Inglés