Téléchargez le livre : Quantification of Structural Liquidity Risk in Banks

Quantification of Structural Liquidity Risk in Banks

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Éditeur :

Springer Gabler


Collection :

BestMasters

Paru le : 2022-10-20

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Description

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.
Pages
68 pages
Collection
BestMasters
Parution
2022-10-20
Marque
Springer Gabler
EAN papier
9783658395926
EAN PDF
9783658395933
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
6
Taille du fichier
1126 Ko
Prix
52,74 €
EAN EPUB
9783658395933
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
6
Taille du fichier
4424 Ko
Prix
52,74 €

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