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Titlebook: Quantification of Structural Liquidity Risk in Banks; Christoph Wieser Book 2022 The Editor(s) (if applicable) and The Author(s), under ex

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發(fā)表于 2025-3-21 19:53:46 | 只看該作者 |倒序瀏覽 |閱讀模式
書目名稱Quantification of Structural Liquidity Risk in Banks
編輯Christoph Wieser
視頻videohttp://file.papertrans.cn/781/780737/780737.mp4
叢書名稱BestMasters
圖書封面Titlebook: Quantification of Structural Liquidity Risk in Banks;  Christoph Wieser Book 2022 The Editor(s) (if applicable) and The Author(s), under ex
描述Structural liquidity risk is a material risk resulting from the core banking business of taking in short-term deposits and lending out long-term loans, thus allowing a maturity mismatch between assets and liabilities. At some point the long-term loans will require refinancing and the institution is at risk of an adverse development of refinancing costs..This book proposes a model for the quantification of structural liquidity risk and describes the underlying methodology and assumptions for stressing the refinancing costs. The change in present value between closing open liquidity positions under stressed refinancing costs compared to current costs is the calculated impact on risk-bearing capacity..
出版日期Book 2022
關鍵詞liquidity balance sheet; liquidity gap; Risk Measurement; maturity transformation; structural liquidity
版次1
doihttps://doi.org/10.1007/978-3-658-39593-3
isbn_softcover978-3-658-39592-6
isbn_ebook978-3-658-39593-3Series ISSN 2625-3577 Series E-ISSN 2625-3615
issn_series 2625-3577
copyrightThe Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Fachmedien Wies
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Christoph Wiesers this is a new contribution to the Social Model of DisabiliThe book describes the experience of Rafael Calderón-Almendros (the first person with Down syndrome to obtain a professional music degree in Spain) and his family. A confrontation arose with his school at the end of his compulsory secondary
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Christoph Wieserd his family. A confrontation arose with his school at the end of his compulsory secondary education stage. After Rafael had been a student in the centre from the start of his education, the institution lost its vision and denied the student his rights. The school used concealed segregation strategi
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Christoph Wieserd his family. A confrontation arose with his school at the end of his compulsory secondary education stage. After Rafael had been a student in the centre from the start of his education, the institution lost its vision and denied the student his rights. The school used concealed segregation strategi
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發(fā)表于 2025-3-23 01:33:07 | 只看該作者
ionships among education, dominance and identity in historical- and contemporary contexts. The cases reflect particular ways in which local-, group, and indigenous identities have been affected by a dominant discourse, how education can support or undermine identity, and how languages (including dom
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發(fā)表于 2025-3-23 08:57:21 | 只看該作者
Introduction,dity spread risk or liquidity maturity transformation risk. This risk is the result of a maturity mismatch of assets and liabilities. This mismatch arises from the bank’s core business activities of taking in short-term deposits and lending out long-term loans.
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