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Liquidity Risk Management: teorie ed applicazioni

We know that active management of liquidity risk is central to a company’s success. However recent turmoil has highlighted clear deficiencies in banks’ liquidity risk management. This paper attempts to identify, monitor, measure, and control liquidity risk in a timely and comprehensive manner. The paper is divided into four principal chapters. The first is devoted to exploring the different aspects of liquidity risk, with an emphasis on liquidity risk in relation to other financial risk. The second analyses the methodologies and tools for the management of liquidity risk. The third focuses on previous studies of funding and market liquidity measurement. The last chapter attempts to investigate the main differences in liquidity risk management utilized by some of the banking groups of various EU countries.

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5 ABSTRACT We know that active management of liquidity risk is central to a company’s success. However recent turmoil has highlighted clear deficiencies in banks’ liquidity risk management. This paper attempts to identify, monitor, measure, and control liquidity risk in a timely and comprehensive manner. The paper is divided into four principal chapters. The first is devoted to exploring the different aspects of liquidity risk, with an emphasis on liquidity risk in relation to other financial risk. The second analyses the methodologies and tools for the management of liquidity risk. The third focuses on previous studies of funding and market liquidity measurement. The last chapter attempts to investigate the main differences in liquidity risk management utilized by some of the banking groups of various EU countries. ABSTRACTO Sabemos que la gerencia activa del riesgo de liquidez es primordial para alcanzar el éxito de una compañía. Las recientes conmociones del mercado han desatado deficiencias claras en el campo de la gerencia del riesgo de liquidez de los bancos. El presente documento intenta identificar, supervisar, medir, y controlar el riesgo de liquidez de una manera oportuna y comprensiva. El documento se divide en cuatro capítulos principales. El primero trata de identificar los diferentes aspectos del riesgo de liquidez, comparando este riesgo en especial con otros riesgos financieros. El segundo analiza las metodologías y las herramientas necesarias para una adecuada gerencia del riesgo de liquidez. El tercero se basa en estudios realizados anteriormente sobre funding y market liquidity measurement. El ultimo capítulo se propone de establecer las principales diferencias existentes en la gerencia del riesgo de liquidez entre algunos grupos de actividades bancarias de los países de UE.

Laurea liv.II (specialistica)

Facoltà: Economia

Autore: Virginia Tomaro Contatta »

Composta da 111 pagine.

 

Questa tesi ha raggiunto 2097 click dal 30/06/2010.

 

Consultata integralmente 10 volte.

Disponibile in PDF, la consultazione è esclusivamente in formato digitale.