Поиск по всем магазинам:

malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

Srichander Ramaswamy Managing Credit Risk in Corporate Bond Portfolios. A Practitioner's Guide malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

Srichander Ramaswamy...

Expert guidance on managing credit risk in bond portfolios Managing Cr...

Посмотреть карточку товара

Цена: 6681.63 RUR

Подробнее

Похожие товары...

Lundgren Regina E. Risk Communication. A Handbook for Communicating Environmental, Safety, and Health Risks malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

Lundgren Regina E. R...

A fully updated handbook on effectively communicating environmental, s...

Посмотреть карточку товара

Цена: 5879.43 RUR

Подробнее

Похожие товары...

The Bahamas malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

The Bahamas

Take a trip around the world with the latest from the Enchantment of t...

Посмотреть карточку товара

Цена: 2464 RUR

Подробнее

Похожие товары...

Siguaw Judy Strategic Hospitality Leadership. The Asian Initiative malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

Siguaw Judy Strategi...

Doing business in the tourism and hospitality scene in Asia can be ver...

Посмотреть карточку товара

Цена: 2673.99 RUR

Подробнее

Похожие товары...

Walter Scott The Bride of Lammermoor malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

Walter Scott The Bri...

Walter Scott (1771-1832) was a Scottish historical novelist, poet, and...

Посмотреть карточку товара

Цена: 579 RUR

Подробнее

Похожие товары...

The Jamestown Colony malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

The Jamestown Colony...

What cause the Great Depression? How did the Lewis and Clark Expeditio...

Посмотреть карточку товара

Цена: 1829 RUR

Подробнее

Похожие товары...

The Ministry of Utmost Happiness malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

The Ministry of Utmo...

The Ministry of Utmost Happiness takes us on a journey 1 of many years...

Посмотреть карточку товара

Цена: 979 RUR

Подробнее

Похожие товары...

Otl Aicher The World as Design. Writings of Design malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

Otl Aicher The World...

Otl Aicher's writings are explorations of the world, a substantive par...

Посмотреть карточку товара

Цена: 2403.25 RUR

Подробнее

Похожие товары...

Philipp Meuser, Dimitrij Zadorin Towards a Typology of Soviet Mass Housing: Prefabication in the USSR 1955-1991 malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

Philipp Meuser, Dimi...

Soviet mass housing is a contradictory but unique phenomenon. It is us...

Посмотреть карточку товара

Цена: 5190 RUR

Подробнее

Похожие товары...

Xekalaki Evdokia ARCH Models for Financial Applications malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

Xekalaki Evdokia ARC...

Autoregressive Conditional Heteroskedastic (ARCH) processes are used i...

Посмотреть карточку товара

Цена: 8489.91 RUR

Подробнее

Похожие товары...

Peter Huber J. Data Analysis. What Can Be Learned From the Past 50 Years malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

Peter Huber J. Data...

This book explores the many provocative questions concerning the funda...

Посмотреть карточку товара

Цена: 8824.16 RUR

Подробнее

Похожие товары...

Scenario Logic and Probabilistic Management of Risk in Business and Engineering (Applied Optimization) malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

Scenario Logic and P...

Book DescriptionIn this volume the methodological aspects of the scena...

Посмотреть карточку товара

Цена: 5845 RUR

Подробнее

Похожие товары...

Buick Davison Steel Designers' Manual malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

Buick Davison Steel...

In 2010 the then current European national standards for building and...

Посмотреть карточку товара

Цена: 12835.14 RUR

Подробнее

Похожие товары...

Aldo Soprano Liquidity Management. A Funding Risk Handbook malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

Aldo Soprano Liquidi...

Robust management of liquidity risk within the changing regulatory fra...

Посмотреть карточку товара

Цена: 4010.98 RUR

Подробнее

Похожие товары...

Robert Louis Stevenson The Black Arrow malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

Robert Louis Stevens...

Robert Louis Stevenson (1850-1894) was a Scottish novelist, poet, trav...

Посмотреть карточку товара

Цена: 459 RUR

Подробнее

Похожие товары...

William Priest W. Free Cash Flow and Shareholder Yield. New Priorities for the Global Investor malcolm kemp extreme events robust portfolio construction in the presence of fat tails isbn 9780470976791

William Priest W. Fr...

Praise for Free Cash Flow and Shareholder Yield «Free Cash Flow and Sh...

Посмотреть карточку товара

Цена: 2403.25 RUR

Подробнее

Похожие товары...

Для информации:

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 future economic crisis and changing regulatory framework. Based on extensive research conducted on banks' datasets, this book addresses the practical challenges and critical issues that frequently go unmentioned, and discusses the recent impact of sovereign crises on banks' liquidity processes and approaches. Market practices and regulatory stances are reviewed and compared to bank treasuries' response to liquidity crunches, refinancing risks are explored in the context of Basel 3, and alternative funding is analyzed in terms of resilience and allocation. Coverage includes the recent crisis, new regulations, and the techniques, processes, and strategies banks use in managing liquidity risk. The 2008 and 2010 crises brought liquidity risk out of the shadows as even profitable and well-capitalized banks were swept away with breathtaking speed. This book reviews modeling and internal process design in the context of the structural change in market conditions on banks' refinancing and control requirements, helping readers rethink and re-design their organization's approach to liquidity risk. Understand the new liquidity regulatory framework and the implications for banks Study the latest liquidity measurement models, with stress testing and scenario analysis Discover the effect of illiquid financing markets and possible lasting impacts Compare market liquidity and warning signals that detect further deterioration With much of the world still reeling from history, it's important that liquidity risk become a major focus going forward. This practical guide provides valuable information, but also real, actionable steps that can be taken today to forecast and mitigate risks with an eye toward greater stability and security. Liquidity Management is a thorough, comprehensive guide to a more robust management of liquidity risk.