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Liquidity Risk Measurement and Management: Base L III And Beyond
     

Liquidity Risk Measurement and Management: Base L III And Beyond

by Leonard Matz
 

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Villains for the Great Meltdown of 2007-2008 seem plentiful. But the very concept of finding and punishing villains misses the target. Ideally, we learn from past failures. We perfect our craft. Lessons to be learned from the Great Meltdown are not just plentiful - they are also insightful.
In LIQUIDITY RISK MEASUREMENT AND MANAGENT -- BASEL III AND BEYOND,

Overview

Villains for the Great Meltdown of 2007-2008 seem plentiful. But the very concept of finding and punishing villains misses the target. Ideally, we learn from past failures. We perfect our craft. Lessons to be learned from the Great Meltdown are not just plentiful - they are also insightful.
In LIQUIDITY RISK MEASUREMENT AND MANAGENT -- BASEL III AND BEYOND, Mr. Matz provides detailed, practical analysis and recommendations covering every aspect of liquidity risk measurement and management.
•Examples of what went wrong are used extensively.
•Best practices procedures are explained.
•New regulatory guidance - both qualitative and quantitative, including Basel III - is discussed in detail.
•Source material and examples from many countries are included.
This is the "how to guide" for liquidity risk managers in financial institutions around the globe.

Product Details

ISBN-13:
9781462892457
Publisher:
Xlibris Corporation
Publication date:
07/20/2011
Sold by:
Barnes & Noble
Format:
NOOK Book
File size:
3 MB

Meet the Author

Leonard Matz is an author, consultant, and bank trainer.  He graduated from Case Western Reserve University in Cleveland, Ohio in 1973. After spending five years with the Federal Reserve as a bank examiner, he spent 14 years in various bank management positions.  Mr. Matz is the author of numerous books as well as magazine and journal articles.  His other books include Interest Rate Risk Management and the Self Paced Guide to Asset/Liability Management Training.  He is a frequent speaker and industry conferences and training programs and has been a member of the National Asset/Liability Management Association since 1989. 

Peter Neu is an author, consultant and former banker living with his wife in Frankfurt, Germany. He graduated in 1994 with a PhD from the University of Heidelberg in Theoretical Physics. After completing a post-doctorate position at MIT, Cambridge M.A., Peter Neu joined Group Risk Control of Dresdner Bank AG in 1997. As a member of Group Strategic Risk & Treasury Control, he worked on various market and credit risk projects and was involved in building Dresdner’s economic capital model before taking over the responsibility for liquidity risk control. In 2005, Peter Neu joined the Boston Consulting Group as its European head of a risk expert team. He frequently speaks at industry conferences and training courses and has published articles on credit risk and operational risk measurement.

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