Liquidity Measurement

A Quantitative Liquidity Model for Banks [Repost]  eBooks & eLearning

Posted by tanas.olesya at Dec. 2, 2016
A Quantitative Liquidity Model for Banks  [Repost]

A Quantitative Liquidity Model for Banks by Christian Schmaltz
English | 27 Oct. 2009 | ISBN: 3834918229 | 237 Pages | PDF | 2 MB

Christian Schmaltz identifies product cash flows, funding spread, funding capacity, haircuts, and short-term interest rates as key liquidity variables.

Liquidity Risk Measurement and Management  eBooks & eLearning

Posted by Bayron at July 19, 2016
Liquidity Risk Measurement and Management

Liquidity Risk Measurement and Management: Basel III And Beyond by Leonard M. Matz
English | 2011 | ISBN: 1462892442, 1462892434 | 614 pages | EPUB | 3 MB
Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices (repost)

Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices by Leonard Matz and Peter Neu
English | ISBN: 0470821825 | 2007 | 412 pages | PDF | 4,2 MB

Major events such as the Asian crisis in 1997, the Russian default on short–term debt in 1998, the downfall of the hedge fund long–term capital management in 1998 and the disruption in payment systems following the World Trade Center attack in 2001, all resulted in increased management’s attention to liquidity risk.
Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices

Leonard Matz, "Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices"
English | ISBN: 0470821825 | 2007 | 412 pages | PDF | 4 MB

Managing Liquidity in Banks: A Top Down Approach  eBooks & eLearning

Posted by m_gobara at May 15, 2010
Managing Liquidity in Banks: A Top Down Approach

Managing Liquidity in Banks: A Top Down Approach
Wiley (June 9, 2009) | ISBN: 0470740469 | 304 pages | PDF | 2 MB

'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.' - Peter NEU, European Risk Team Leader, The Boston Consulting Group, and co author of Liquidity Risk Measurement and Management.

An Introduction to Market Risk Measurement { Repost }  

Posted by zuro753951 at May 16, 2009
 An Introduction to Market Risk Measurement { Repost }

An Introduction to Market Risk Measurement
Wiley | 2002-10-18 | ISBN: 0470847484 | 304 pages | PDF | 1,3 MB

This book presents the fundamentals of market risk. Divided into two parts, the first covers Value at Risk and Expected Tail Loss, and the second part provides a toolkit of techniques suitable for market risk management.
An Introduction to Market Risk Measurement includes coverage of: Parametric and non-parametric risk estimation Simulation Numerical Methods Liquidity Risks Risk Decomposition and Budgeting Backtesting Stress Testing Model Risk Divided into two parts, part one discusses the various risk measurement techniques, whilst part two provides a toolkit of the main tools required to understand market risk measurement.
Protective Measurement and Quantum Reality: Towards a New Understanding of Quantum Mechanics

Protective Measurement and Quantum Reality: Towards a New Understanding of Quantum Mechanics by Shan Gao
English | 2015 | ISBN: 1107069637 | 250 pages | PDF | 3,3 MB

Modern RF and Microwave Measurement Techniques (Repost)  eBooks & eLearning

Posted by roxul at Dec. 1, 2016
Modern RF and Microwave Measurement Techniques (Repost)

Valeria Teppati, Andrea Ferrero, Mohamed Sayed, "Modern RF and Microwave Measurement Techniques"
English | 2013 | ISBN: 1107036410 | English | 474 pages | PDF | 6.75 MB

Quantum Measurement  eBooks & eLearning

Posted by interes at Nov. 25, 2016
Quantum Measurement

Quantum Measurement (Theoretical and Mathematical Physics) by Paul Busch and Pekka J Lahti
English | 2016 | ISBN: 3319433873 | 542 pages | PDF | 6 MB
Flow Measurement Handbook: Industrial Designs, Operating Principles, Performance, and Applications, 2 edition

Flow Measurement Handbook: Industrial Designs, Operating Principles, Performance, and Applications, 2 edition by Roger C. Baker
English | 2016 | ISBN: 110704586X | 790 pages | PDF | 50,5 MB