Quantitative measurement and management of liquidity risk in a banking context [electronic resource] / Michael Jacobs.
Material type:
FilmSeries: Henry Stewart talksBusiness & management collection. Risk management for sovereign institutions: Publisher: London : Henry Stewart Talks, 2012Description: 1 online resource (1 streaming video file (39 min.) : color, sound)Subject(s): Bank liquidity | Banks and banking -- Risk management | Financial risk management | Quantitative researchOnline resources: Click here to access online | Series Animated audio-visual presentation with synchronized narration.
Title from title frames.
Contents: Liquidity risk management and measurement -- Empirics and stylized facts -- A road map to understand aspects of liquidity -- Conceptual considerations -- How to look at liquidity -- Segway to quantification: liquidity balance sheet -- A quantitative framework -- Simple & Theoretic liquidity risk models.
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Mode of access: World Wide Web.