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When prime brokers fail : the unheeded risk to hedge funds, banks, and the financial industry

Aikman, J. S. - 2010 - 1. ed.

"When Prime Brokers Fail" is a detailed look at the relationship between hedge funds and their brokerages and the risks that multiply in extraordinary markets. This relationship has been the source of unexpected risk for banks lending to highly leveraged hedge funds, as well as for the funds...

Persistent link: https://www.econbiz.de/10003910408

Basel III and liquidity

Petersen, Mark A.; Hlatshwayo, L. N. P.; … - In: Economics of debt, (pp. 197-235). 2013

Persistent link: https://www.econbiz.de/10010233339

Bailouts or bail-ins? : responding to financial crises in emerging economies

Roubini, Nouriel; Setser, Brad - 2004

Persistent link: https://www.econbiz.de/10001838193

Risk management and financial institutions

Hull, John - 2018 - Fifth edition

.3 The Capital Asset Pricing Model -- 1.3.1 Assumptions -- 1.3.2 Alpha -- 1.4 Arbitrage Pricing Theory -- 1.5 Risk vs. Return … (Answers at End of Book) -- Further Questions -- 13 Historical Simulation and Extreme Value Theory -- 13.1 The Methodology … the Portfolio -- 13.3.4 Bootstrap Method -- 13.4 Computational Issues -- 13.5 Extreme Value Theory -- 13.5.1 The Key …