Castagna, Antonio.

Measuring and managing liquidity risk [electronic resource] / Antonio Castagna and Francesco Fede. - Chichester, U.K. : Wiley, 2013. - xxii, 577 p. : ill. - Wiley finance . - Wiley finance series. .

Includes bibliographical references and index.

pt. I. Liquidity and banking activity -- pt. II. Tools to manage liquidity risk -- pt. III. Pricing liquidity risk.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.




Bank liquidity.
Risk management.


Electronic books.

HG1656.A3 / C37 2013eb