ISBN 13 : 978-1119990246

Sommaire : Preface
About the authors
Abbreviations and acronyms

Part I Liquidity and banking activity

1 Banks as lemons?
2 A journey into liquidity
3 Too big to fail
4 The new framework
5 Know thyself!

Part II Tools to manage liquidity risk

6 Monitoring liquidity
7 Liquidity buffer and term structure of funding
8 Models for market risk factors
9 Behavioural models

Part III Pricing liquidity risk

10 The links between credit risk and funding cost
11 Cost of liquidity and fund transfer pricing
12 Liquidity risk and the cost of funding in derivative contracts
13 A sort of conclusion: towards a new treasury?
References
Index

Langue : Anglais

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque