European University Institute Library

Risk and liquidity, Hyun Song Shin

Label
Risk and liquidity, Hyun Song Shin
Language
eng
Bibliography note
Includes bibliographical references (pages [176]-181) and index
Illustrations
illustrations
Index
index present
Literary Form
non fiction
Main title
Risk and liquidity
Nature of contents
bibliography
Oclc number
501395006
Responsibility statement
Hyun Song Shin
Series statement
Clarendon lectures in finance
Table Of Contents
Nature of financial risk -- Value-at-risk and capital -- Boom and bust driven by value-at-risk -- Dynamic hedging -- Asset-liability management -- Financial system -- Lending booms -- Case of Northern Rock -- Securitization and the financial system -- A fresh start
Content
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