Bank Liquidity Risk Management and Measurement
Current Liquidity Risk Measurement and Management Techniques
- 80 stránek
- 3 hodiny čtení
Focusing on the impact of the sub-prime crisis, this book examines how various factors influence banks' ability to maintain financial stability during stress. It critiques existing liquidity risk models for their inadequacy in addressing extreme events that affect funding and market risk. The author aims to identify essential elements necessary for developing a comprehensive and effective tool for measuring and managing liquidity risk, advocating for a unified approach that can be widely adopted by financial institutions.
