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Quantification of Structural Liquidity Risk in Banks

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In Stock (976)

£ 53.99

Description

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.

Book Details
EAN:
9783658395926
Binding:
Paperback / softback
Dimensions(mm):
210 x 148
Publication Date:
2022-10-21
Series:
Publication Country:
Germany