Risk and Liquidity [Elektronisk resurs]

• Acknowledgments; Contents; List of Figures; List of Tables; 1. Nature of Financial Risk; 2. Value-at-Risk and Capital; 3. Boom and Bust Driven by Value-at-Risk; 4. Dynamic Hedging; 5. Asset-Liability Management; 6. Financial System; 7. Lending Booms; 8. Case of Northern Rock; 9. Securitization and the Financial System; 10. A Fresh Start; References; Index. 

• This book presents the Clarendon Lectures in Finance by one of the leading exponents of financial booms and crises. Hyun Song Shin's work has shed light on the recent global financial crisis and he has been a central figure in the policy debates. The paradox of the global financial crisis is that it erupted in an era when risk management was at the core of the management of the most sophisticated financial institutions. This book explains why. The severity of the crisis is explained by financial development that put marketable assets at the heart of the financial system, and the increased soph 

Ämnesord

Financial institutions - Management. 

Financial risk management. 

Global Financial Crisis, 2008-2009. 

Risk. 

Genre

Electronic books.  (LCSH)

Klassifikation

HB615.S498 2010 (LCC)

338.5 (DDC)

Qaacc (kssb/8 (machine generated))