Liquidity Risk, Efficiency and New Bank Business Models, Carbу Valverde Santiago, Cuadros Solas Pedro Jesъs, Rodrнguez Fernбndez Francisco
Автор: Amihud, Yakov Mendelson, Haim Pedersen, Lasse H. Название: Liquidity and asset prices ISBN: 1933019123 ISBN-13(EAN): 9781933019123 Издательство: Неизвестно Рейтинг: Цена: 11357.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Reviews the literature that studies the relationship between liquidity and asset prices. The authors review the theoretical literature that predicts how liquidity affects a security`s required return and discuss the empirical connection between the two.
Автор: Foucault, Thierry Название: Market Liquidity: Theory, Evidence, and Policy ISBN: 0199936242 ISBN-13(EAN): 9780199936243 Издательство: Oxford Academ Рейтинг: Цена: 9979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The way in which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical finance textbook. Market Liquidity offers a more accurate and authoritative take on liquidity and price discovery.
Pension fund benefits are crucial for pensioners' welfare and pension fund savings have accumulated to huge amounts, covering a major part of world-wide institutional investments. However, the literature on pension fund economics and finance is rather limited, caused, in part, to limited data availability. This book contributes to this literature and focuses on three important areas. The first is pension fund (in)efficiency, which has a huge impact on final benefits, particularly when annual spoilage accumulates over a lifetime. Scale economies, pension plans complexity and alternative pension saving plans are important issues.
The second area is investment behavior and risk-taking. A key question refers to the allocation of investments over high risk/high return and relatively safe assets. Bikker investigates whether pension funds follow the life-cycle hypothesis: more risk and return for pension funds with young participants. Many pension funds are rather limited in size, which may raise the question how financially sophisticated the pension fund decision makers are: rather professionals or closer to unskilled private persons?
The third field concerns two regulation issues. How do pension fund respond to shocks such as unexpected investment returns or changes in life expectancy? What are the welfare implications to the beneficiary for different methods of securing pension funding: solvency requirements, a pension guarantee fund, or sponsor support?
This groundbreaking book will challenge the way pension fund economics is thought about and practiced.
Автор: Erik Banks Название: Liquidity Risk ISBN: 113737439X ISBN-13(EAN): 9781137374394 Издательство: Springer Рейтинг: Цена: 9083.00 р. Наличие на складе: Поставка под заказ.
Описание: Liquidity Management is now a core consideration for banks and other financial institutions following the collapse of numerous well-known banks in 2007-8. This timely new edition will provide practical guidance on liquidity risk and its management - now mandatory under new regulation.
Автор: Dolgun, Muhammed Habib Mirakhor, Abbas Название: Alternative approach to liquidity risk management of islamic banks ISBN: 3110579995 ISBN-13(EAN): 9783110579994 Издательство: Walter de Gruyter Рейтинг: Цена: 16727.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Despite noticeable growth in Islamic banking and finance literature in recent years, very few published books in this area deal with supervisory and regulatory issues in Islamic banking - theoretically or empirically - and none with the critical issue of risks involved in liquidity management of Islamic banks. This unique book is the first of its kind in dealing with challenges these financial institutions face in the absence of interest rate mechanism and debt-based financial instruments. The book examines critically issues involve in managing the risk of liquidity management for these types of institutions, including those stemming from Basel requirements. It then offers an alternative regulatory framework more appropriately suited for such banks without compromising safety and security. The book's unique features and innovative dimensions diagnostically differentiate between Islamic banks and conventional banks as related to liquidity management risks. It proposes a risk-sharing regulatory framework that, once implemented, would mitigate risks posed by balance-sheet mismatches. The book aims to assist regulators, supervisors, Islamic finance practitioners, academicians and other relevant stakeholders.
Автор: Banks Название: Liquidity Risk ISBN: 1403933995 ISBN-13(EAN): 9781403933997 Издательство: Springer Рейтинг: Цена: 38992.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Liquidity Risk is a comprehensive treatment of the topic focusing on the nature of the risk, problems that arise in asset and funding liquidity and mechanisms that can be developed to monitor, measure and control such risks.
Автор: Allen Franklin, Carletti Elena, Krahnen Jan Pieter Название: Liquidity and Crises ISBN: 0195390717 ISBN-13(EAN): 9780195390711 Издательство: Oxford Academ Цена: 8870.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: One important cause of the 2007-2009 crisis was illiquidity combined with exposure of many financial institutions to liquidity needs. But what is liquidity and why is it so important for financial institutions to command enough liquidity? This book brings together classic articles and recent contributions to this important field.
Описание: This book introduces the “strike of default” (SOD) benchmark concept. The author determines the SOD through cross-sectional pricing between the credit market and the option market, considering the same underlying. The idea of the SOD is to combine the implied probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available.
Автор: Charpe Название: Financial Assets, Debt and Liquidity Crises ISBN: 1107546664 ISBN-13(EAN): 9781107546660 Издательство: Cambridge Academ Рейтинг: Цена: 6970.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The current financial crisis has led to a renewed interest in Keynesian economic models because they allow for a stronger relationship between the financial sector and the `real` economy. This book shows how we can extend the Keynesian approach to explain a variety of phenomena related to the current crisis.
Автор: Vuorenmaa Название: Lit and Dark Liquidity with Lost Time Data ISBN: 1137432608 ISBN-13(EAN): 9781137432605 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Since the 2008 financial crisis, researchers and policy makers have been looking to empirical data to distil both what happened and how a similar event can be avoided in the future. In Lit and Dark Liquidity with Lost Time Data, Vuorenmaa analyses liquidity to better understand the crux of the financial crisis.
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