Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices

by Leonard Matz

Major events such as the Asian crisis in 1997, the Russian default on short-term debt in 1998, the downfall of the hedge fund long-term capital management in 1998 and the disruption in payment systems following the World Trade Center attack in 2001, all resulted in increased management's attention to liquidity risk. Banks have realized that adequate systems and processes for identifying, measuring, monitoring and controlling liquidity risks help them...

• Format: Hardcover
• Language: English
• ISBN: 0470821825
• ISBN13: 9780470821824
• Release Date: November 2006
• Publisher: Wiley
• Length: 395 Pages
• Weight: 2.50 lbs.
• Dimensions: 1.3" x 7.2" x 10.4"