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Quantification Of Structural Liquidity Risk In Banks

by Christoph Wieser
language: english
Publisher: Springer Fachmedien Wiesbaden, October of 2022 ‧
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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.

Quantification Of Structural Liquidity Risk In Banks

by Christoph Wieser

Property Description
ISBN: 9783658395926
Publisher: Springer Fachmedien Wiesbaden
Release Date: October of 2022
Language: English
Dimensions: 148 x 210 x 20 mm
Cover: Softcover
Pages: 68
Format: Book
Collection: Bestmasters
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Management > Management and Organization
Books in English > Others
EAN: 9783658395926