Coverart for item
The Resource Market liquidity risk : implications for asset pricing, risk management, and financial regulation, Andria van der Merwe

Market liquidity risk : implications for asset pricing, risk management, and financial regulation, Andria van der Merwe

Label
Market liquidity risk : implications for asset pricing, risk management, and financial regulation
Title
Market liquidity risk
Title remainder
implications for asset pricing, risk management, and financial regulation
Statement of responsibility
Andria van der Merwe
Creator
Author
Subject
Language
eng
Summary
What is market liquidity? How can market liquidity be priced and managed? Understanding liquidity in the marketplace is no simple task but understanding the implications in the increasing complex financial systems is important to navigating the inevitable swings that occur. Andria van der Merwe's book offers an analytic, though accessible explanation of the impact that liquidity has on the normal functioning of markets. Van der Merwe begins with a brief historical overview of trading, liquidity, and financial markets before segueing into a look at major crises and how liquidity is affected by changing market dynamics. Van der Merwe builds on insights from microstructure theory to evaluate events of liquidity crises in light of the impact they have on the normal functioning of markets. She presents a framework of liquidity adjusted pricing for fixed income and credit-related securities like credit default swaps. The book also showcases the interactions between liquidity and credit, as well as the relationship between liquidity in stable and unstable markets. To conclude, a blueprint if offered for dealing with expected market liquidity issues in asset pricing and risk management.--
Assigning source
Provided by publisher
Cataloging source
DLC
http://library.link/vocab/creatorName
Van der Merwe, Andria
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Liquidity (Economics)
  • Finance
Label
Market liquidity risk : implications for asset pricing, risk management, and financial regulation, Andria van der Merwe
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Musings on liquidity -- Financial crises and liquidity traffic jams -- Market structures and institutional arrangements of trading -- Asset pricing and liquidity models -- Stories of liquidity and credit -- Financial regulation and liquidity risk management
Control code
FIEb17728216
Dimensions
25cm.
Extent
xiv, 200 pages
Isbn
9781137390448
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)899113959
Label
Market liquidity risk : implications for asset pricing, risk management, and financial regulation, Andria van der Merwe
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Musings on liquidity -- Financial crises and liquidity traffic jams -- Market structures and institutional arrangements of trading -- Asset pricing and liquidity models -- Stories of liquidity and credit -- Financial regulation and liquidity risk management
Control code
FIEb17728216
Dimensions
25cm.
Extent
xiv, 200 pages
Isbn
9781137390448
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)899113959

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