Zur Startseite gehen
0,00 €*
Cover: 9783658395926 | Quantification of Structural Liquidity Risk in Banks | Wieser | Buch
Dekorationsartikel gehören nicht zum Leistungsumfang.
Quantification of Structural Liquidity Risk in Banks
Taschenbuch von Christoph Wieser
Sprache: Englisch

53,49 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Aktuell nicht verfügbar

Kategorien:
Beschreibung
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.
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.
Über den Autor
Christoph Wieser completed his Master's degree in Quantitative Asset and Risk Management at the University of Applied Sciences BFI in Vienna. In parallel to this programme he started his professional career in the liquidity risk management team of an Austrian bank, where he is currently working in the area of balance sheet risk management.
Inhaltsverzeichnis
Introduction.- Liquidity and risk.- Liquidity risk regulation.- Liquidity risk management.- Model for the quantification of structural liquidity risk.- Calculation.- Conclusion.- References.
Details
Erscheinungsjahr: 2022
Fachbereich: Management
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Reihe: BestMasters
Inhalt: xv
68 S.
23 s/w Illustr.
68 p. 23 illus. Textbook for German language market.
ISBN-13: 9783658395926
ISBN-10: 3658395923
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Wieser, Christoph
Auflage: 1st ed. 2022
Hersteller: Springer Fachmedien Wiesbaden
Springer Fachmedien Wiesbaden GmbH
BestMasters
Maße: 210 x 148 x 6 mm
Von/Mit: Christoph Wieser
Erscheinungsdatum: 21.10.2022
Gewicht: 0,122 kg
Artikel-ID: 125012005
Über den Autor
Christoph Wieser completed his Master's degree in Quantitative Asset and Risk Management at the University of Applied Sciences BFI in Vienna. In parallel to this programme he started his professional career in the liquidity risk management team of an Austrian bank, where he is currently working in the area of balance sheet risk management.
Inhaltsverzeichnis
Introduction.- Liquidity and risk.- Liquidity risk regulation.- Liquidity risk management.- Model for the quantification of structural liquidity risk.- Calculation.- Conclusion.- References.
Details
Erscheinungsjahr: 2022
Fachbereich: Management
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Reihe: BestMasters
Inhalt: xv
68 S.
23 s/w Illustr.
68 p. 23 illus. Textbook for German language market.
ISBN-13: 9783658395926
ISBN-10: 3658395923
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Wieser, Christoph
Auflage: 1st ed. 2022
Hersteller: Springer Fachmedien Wiesbaden
Springer Fachmedien Wiesbaden GmbH
BestMasters
Maße: 210 x 148 x 6 mm
Von/Mit: Christoph Wieser
Erscheinungsdatum: 21.10.2022
Gewicht: 0,122 kg
Artikel-ID: 125012005
Warnhinweis

Ähnliche Produkte

Ähnliche Produkte

Buch
Cover: 9780470743836 | The Handbook of Insurance-Linked Securities | Pauline Barrieu (u. a.)
The Handbook of Insurance-Linked Securities
EAN: 9780470743836
Sprache: Englisch
Von/Mit: Pauline Barrieu (u. a.)

168,50 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783658036119 | Chefsache Prävention I | Peter Buchenau | Taschenbuch | Paperback
Chefsache Prävention I
Wie Prävention zum unternehmerischen Erfolgsfaktor wird
EAN: 9783658036119
Sprache: Deutsch
Von/Mit: Peter Buchenau

29,99 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9780521547574 | An Introduction to Financial Option Valuation | Desmond Higham | Buch
An Introduction to Financial Option Valuation
EAN: 9780521547574
Von/Mit: Desmond Higham

65,00 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783668545120 | Schätzung des (Conditional) Value at Risk eines Portfolios mittels...
Schätzung des (Conditional) Value at Risk eines Portfolios mittels der Historischen Simulation
EAN: 9783668545120
Sprache: Deutsch
Von/Mit: Stefan Kuhlmey

18,95 €*

Lieferzeit 4-7 Werktage

Buch
Cover: 9781119417866 | Fundamental Statistical Inference | A Computational Approach | Buch
Fundamental Statistical Inference
A Computational Approach
EAN: 9781119417866
Sprache: Englisch
Von/Mit: Marc S Paolella

125,50 €*

Aktuell nicht verfügbar

Buch
Cover: 9781461477495 | Handbook of Financial Econometrics and Statistics | Lee (u. a.) | Buch
Handbook of Financial Econometrics and Statistics
EAN: 9781461477495
Sprache: Englisch
Von/Mit: John C. Lee (u. a.)

467,95 €*

Lieferzeit 1-2 Wochen

Buch
Cover: 9783030022471 | Banking Business Models | Rym Ayadi | Buch | XVIII | Englisch | 2019
Banking Business Models
Definition, Analytical Framework and Financial Stability Assessment
EAN: 9783030022471
Sprache: Englisch
Von/Mit: Rym Ayadi

128,39 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9781484272138 | Towards Sustainable Artificial Intelligence | Chetsa | Taschenbuch
Towards Sustainable Artificial Intelligence
A Framework to Create Value and Understand Risk
EAN: 9781484272138
Sprache: Englisch
Von/Mit: Ghislain Landry Tsafack Chetsa

58,84 €*

Aktuell nicht verfügbar

Buch
Cover: 9783031134708 | Alternative Lending | Risks, Supervision, and Resolution of Debt Funds
Alternative Lending
Risks, Supervision, and Resolution of Debt Funds
EAN: 9783031134708
Sprache: Englisch
Von/Mit: Promitheas Peridis

106,99 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783347959866 | Eine Einführung in den Aktienhandel - so wirst du zum Profi | Scholz
Eine Einführung in den Aktienhandel - so wirst du zum Profi
EAN: 9783347959866
Sprache: Deutsch
Von/Mit: Anna Scholz

19,99 €*

Lieferzeit 4-7 Werktage

Diese Website verwendet Cookies, um eine bestmögliche Erfahrung bieten zu können. Mehr Informationen ...