Showing 1 - 10 of 823
Liquidität -- Liquiditätsrisiken -- Liquidity Value at Risk -- Finanzmarktkrise -- Baseler Liquiditätsanforderungen … werden. Zudem hat die Finanzkrise gezeigt, dass die Angemessenheit der Eigenkapitalausstattung auch von der Höhe des … Liquidität in einem Stressszenario für eine Bank bzw. das gesamte Finanzsystem eine bedeutende Rolle spielt, und geht auf die …
Persistent link: https://www.econbiz.de/10014016407
before the crisis, they too experienced serious difficulties due to insufficient liquidity buffers. Thus, for the first time …, after the GFC regulators realized that liquidity risk can jeopardize the orderly functioning of a bank and, in some cases … types of risk including credit, market, and operational risks. The GFC promoted liquidity risk to a significant place in …
Persistent link: https://www.econbiz.de/10012396811
This book explains how to restructure and successfully turn around a bank or financial institution at a time when the global financial system is facing a new wave of disruption ushered in by innovation from digital financial technology, or FinTech. It is argued that within banking this process...
Persistent link: https://www.econbiz.de/10012397111
This book examines the role of financial institutions in the financial markets during normal times, as well as during the global financial crisis. Chapter 1 offers a brief introduction to the research topics in the book, while Chapter 2 discusses the impact of financial derivatives on risk...
Persistent link: https://www.econbiz.de/10012398291
Christian Thomas stellt verschiedene Anwendungskonzepte der wissenschaftlichen Literatur sowie einer mittelständischen Sparkasse zur Abbildung von Liquiditätsrisikostresstests vor und beurteilt diese auf ihre Anwendbarkeit, Eignung als Stresstestmethodik sowie auf Konformität mit den...
Persistent link: https://www.econbiz.de/10014020235
The practice of quantitative risk management has reached unprecedented levels of refinement. The pricing, the assessment of risk as well as the computation of the capital requirements for highly complex transactions are performed through equally complex mathematical models, running on advanced...
Persistent link: https://www.econbiz.de/10012398025
This book analyses the connections between the banking industry in Europe and the companies it finances. Ferretti specifically studies how these bonds have evolved over time and questions whether now is the time for a change in the relationship’s dynamics. Chapters discuss the role of bank...
Persistent link: https://www.econbiz.de/10012397257
Introduction -- Liquidity Risk: Economic Issues -- Liquidity Risk: Regulatory Issues -- Economic Impacts of the New …The recent turmoil on financial markets has made evident the importance of efficient liquidity risk management for the … stability of banks. The measurement and management of liquidity risk must take into account economic factors such as the impact …
Persistent link: https://www.econbiz.de/10014016173
Part I: US Growth Policies in the Election Year -- Part II: Assessing the Impact of Labor Market Reforms -- Part III: Imbalances, Tensions and Possible Readjustments: Evidence from Intertemporal Accounting and the Financial Accounts -- Part IV: G20, Global Governance and Regional Integration --...
Persistent link: https://www.econbiz.de/10014016680
The book extensively discusses the structure and stability of the Hong Kong banking sector, using economic theory and advanced empirical econometric techniques. It is important for readers who are interested in studying the banking industry in general, and the Hong Kong banking sector in particular
Persistent link: https://www.econbiz.de/10012053812