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Books > Business & Economics > Industry & industrial studies > Service industries > Financial services industry

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Quantification of Structural Liquidity Risk in Banks (Paperback, 1st ed. 2022) Loot Price: R1,493

Discovery Miles 14 930

Repayment Terms: R140 pm x 12*

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Quantification of Structural Liquidity Risk in Banks (Paperback, 1st ed. 2022): Christoph Wieser

Quantification of Structural Liquidity Risk in Banks (Paperback, 1st ed. 2022)

Christoph Wieser

Series: BestMasters

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Loot Price R1,493 Discovery Miles 14 930 | Repayment Terms: R140 pm x 12*

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Structural liquidity risk is a material risk resulting from the core banking business of taking in short-term deposits and lending out long-term loans, thus allowing a maturity mismatch between assets and liabilities. At some point the long-term loans will require refinancing and the institution is at risk of an adverse development of refinancing costs.This book proposes a model for the quantification of structural liquidity risk and describes the underlying methodology and assumptions for stressing the refinancing costs. The change in present value between closing open liquidity positions under stressed refinancing costs compared to current costs is the calculated impact on risk-bearing capacity.

General

Imprint:	Springer Gabler
Country of origin:	Germany
Series:	BestMasters
Release date:	October 2022
First published:	2022
Authors:	Christoph Wieser
Dimensions:	210 x 148mm (L x W)
Format:	Paperback
Pages:	68
Edition:	1st ed. 2022
ISBN-13:	978-3-658-39592-6
Categories:	Books > Business & Economics > Business & management > Management & management techniques > General Books > Business & Economics > Industry & industrial studies > Service industries > Financial services industry Promotions
LSN:	3-658-39592-3
Barcode:	9783658395926