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Matz, Leonard: Liquidity Risk Measurement and M...
29,99 € *
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Erscheinungsdatum: 20.07.2011, Medium: Taschenbuch, Einband: Kartoniert / Broschiert, Titel: Liquidity Risk Measurement and Management, Titelzusatz: Base L III And Beyond, Autor: Matz, Leonard, Verlag: Xlibris, Sprache: Englisch, Schlagworte: BUSINESS & ECONOMICS // Banks & Banking, Rubrik: Wirtschaft // Einzelne Wirtschaftszweige, Seiten: 616, Informationen: Paperback, Gewicht: 916 gr, Verkäufer: averdo

Anbieter: averdo
Stand: 29.10.2020
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Modern Bank Management
61,90 € *
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In times of global competition, banks, as service organizations, must search a manner not only to reach new clients, but also to maintain the existing ones. The specificity of financial services and their elasticity is hard to realize from the unique market of bank products. Clients, in this situation, have the choice of a full palette of similar services. They probably choose the best way for themselves. This work presents a review of available literature which is used to meet the objectives of the reported research. It is structured as follows: a familiarisation of the main features accompanying the Asset-Backed Commercial Paper as a most common form of SPV funding and as a starting point of pricing the stand-by facility, models and approaches that might be helpful in solving given problems. Following Merton and Matz, and Neu, it is known that the contingent claim can be treated as an option. The present monograph is an analysis of the chosen areas of bank management. The author hopes that the knowledge contained in this publication will help understand specific banks management using modern (innovative) products and models of analysis.

Anbieter: Dodax
Stand: 29.10.2020
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Modern Bank Management
77,90 CHF *
ggf. zzgl. Versand

In times of global competition, banks, as service organizations, must search a manner not only to reach new clients, but also to maintain the existing ones. The specificity of financial services and their elasticity is hard to realize from the unique market of bank products. Clients, in this situation, have the choice of a full palette of similar services. They probably choose the best way for themselves. This work presents a review of available literature which is used to meet the objectives of the reported research. It is structured as follows: a familiarisation of the main features accompanying the Asset-Backed Commercial Paper as a most common form of SPV funding and as a starting point of pricing the stand-by facility; models and approaches that might be helpful in solving given problems. Following Merton and Matz, and Neu, it is known that the contingent claim can be treated as an option. The present monograph is an analysis of the chosen areas of bank management. The author hopes that the knowledge contained in this publication will help understand specific banks management using modern (innovative) products and models of analysis.

Anbieter: Orell Fuessli CH
Stand: 29.10.2020
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Managing Liquidity in Banks
45,00 CHF *
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&quote;Liquidity risk is a topic growing immensely in importance in risk management. It has been much neglected by financial institutions and regulators in recent years and receives, in the course of the sub-prime crisis, sudden and great attention. This book is well-structured and provides a comprehensive and systematic approach to the topic. It will help risk controllers to systematically set up a liquidity risk framework in their bank.&quote; Peter NEU, European Risk Team Leader, The Boston Consulting Group, and co author of Liquidity Risk Measurement and Management &quote;Mr Duttweiler's book is a welcome addition to the literature on liquidity risk measurement and management. In addition to his contributions to liquidity risk theory and liquidity pricing, the author provides a good overview of all of the critical elements.&quote; Leonard Matz, International Solution Manager, Liquidity Risk and co-author of Liquidity Risk Measurement and Management Liquidity Risk Management has gained importance over recent years and particularly in the last year, as major bank failures have led to a re-evaluation of the significance of liquidity in stressed market conditions. Liquidity risk is closely related to market risk and solvency, suggesting its significance in times of volatile and 'bear' markets, where a single bank's failure can have dramatic effects on market liquidity. The term liquidity is not well-define, and a comprehensive understanding of its common elements is often missing within a banking organisation. In too many cases, liquidity risk management has not been developed with a coherent framework and generally accepted terms and methods, creating weaknesses in its structure and vulnerability to market risk. In this title, Duttweiler advances the study of quantitative liquidity risk management with the concept of the 'Liquidity Balance Sheet', which allocates portfolios into a specific structure, and consequently is able to account for potentially negative surprises so that the necessary buffers can be quantified. The book begins with an overview of liquidity as part of financial policy and highlights the importance of liquidity as part of a general business concept and as protector and supporter of a business as a going concern. The author examines the role o liquidity in helping managers to achieve high-level liquidity aims to support operating units to achieve business goals. He looks at quantitative methods of assessing a banks liquidity levels, including LaR and VaR, to establish an integrated concept in which liquidity is incorporated into the framework of financial policies. He also presents methods, tools, scenarios and concepts to create a policy framework for liquidity and to support contingency planning.

Anbieter: Orell Fuessli CH
Stand: 29.10.2020
Zum Angebot
Modern Bank Management
54,99 € *
ggf. zzgl. Versand

In times of global competition, banks, as service organizations, must search a manner not only to reach new clients, but also to maintain the existing ones. The specificity of financial services and their elasticity is hard to realize from the unique market of bank products. Clients, in this situation, have the choice of a full palette of similar services. They probably choose the best way for themselves. This work presents a review of available literature which is used to meet the objectives of the reported research. It is structured as follows: a familiarisation of the main features accompanying the Asset-Backed Commercial Paper as a most common form of SPV funding and as a starting point of pricing the stand-by facility; models and approaches that might be helpful in solving given problems. Following Merton and Matz, and Neu, it is known that the contingent claim can be treated as an option. The present monograph is an analysis of the chosen areas of bank management. The author hopes that the knowledge contained in this publication will help understand specific banks management using modern (innovative) products and models of analysis.

Anbieter: Thalia AT
Stand: 29.10.2020
Zum Angebot
Managing Liquidity in Banks
40,99 € *
ggf. zzgl. Versand

&quote;Liquidity risk is a topic growing immensely in importance in risk management. It has been much neglected by financial institutions and regulators in recent years and receives, in the course of the sub-prime crisis, sudden and great attention. This book is well-structured and provides a comprehensive and systematic approach to the topic. It will help risk controllers to systematically set up a liquidity risk framework in their bank.&quote; Peter NEU, European Risk Team Leader, The Boston Consulting Group, and co author of Liquidity Risk Measurement and Management &quote;Mr Duttweiler's book is a welcome addition to the literature on liquidity risk measurement and management. In addition to his contributions to liquidity risk theory and liquidity pricing, the author provides a good overview of all of the critical elements.&quote; Leonard Matz, International Solution Manager, Liquidity Risk and co-author of Liquidity Risk Measurement and Management Liquidity Risk Management has gained importance over recent years and particularly in the last year, as major bank failures have led to a re-evaluation of the significance of liquidity in stressed market conditions. Liquidity risk is closely related to market risk and solvency, suggesting its significance in times of volatile and 'bear' markets, where a single bank's failure can have dramatic effects on market liquidity. The term liquidity is not well-define, and a comprehensive understanding of its common elements is often missing within a banking organisation. In too many cases, liquidity risk management has not been developed with a coherent framework and generally accepted terms and methods, creating weaknesses in its structure and vulnerability to market risk. In this title, Duttweiler advances the study of quantitative liquidity risk management with the concept of the 'Liquidity Balance Sheet', which allocates portfolios into a specific structure, and consequently is able to account for potentially negative surprises so that the necessary buffers can be quantified. The book begins with an overview of liquidity as part of financial policy and highlights the importance of liquidity as part of a general business concept and as protector and supporter of a business as a going concern. The author examines the role o liquidity in helping managers to achieve high-level liquidity aims to support operating units to achieve business goals. He looks at quantitative methods of assessing a banks liquidity levels, including LaR and VaR, to establish an integrated concept in which liquidity is incorporated into the framework of financial policies. He also presents methods, tools, scenarios and concepts to create a policy framework for liquidity and to support contingency planning.

Anbieter: Thalia AT
Stand: 29.10.2020
Zum Angebot