Coverart for item
The Resource Risk and liquidity, Hyun Song Shin

Risk and liquidity, Hyun Song Shin

Label
Risk and liquidity
Title
Risk and liquidity
Statement of responsibility
Hyun Song Shin
Creator
Subject
Language
eng
Member of
Cataloging source
UKM
http://library.link/vocab/creatorName
Shin, Hyun Song
Dewey number
338.5
Illustrations
illustrations
Index
index present
LC call number
HB615
LC item number
.S498 2010
Literary form
non fiction
Nature of contents
bibliography
Series statement
Clarendon lectures in finance
http://library.link/vocab/subjectName
  • Risk
  • Financial risk management
  • Financial institutions
  • Global Financial Crisis, 2008-2009
  • Weltwirtschaft
  • Konjunkturzyklus
Label
Risk and liquidity, Hyun Song Shin
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages [176]-181) 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
Nature of financial risk -- Value-at-risk and capital. Portfolio choice under VaR constraint ; Upward-sloping demand reactions ; Notes on further reading -- Boom and bust driven by value-at-risk. General equilibrium with value-at-risk ; Pricing of risk and credit supply ; Long-short strategy hedge fund ; Hedge fund with VaR constraint ; Endogenous risk ; Notes on further reading -- Dynamic hedging. Portfolio insurance ; Delta hedging ; Stock Market Crash of 1987 -- Asset-liability management. Review of basic concepts ; Example of a pension fund ; Example of Ivy League ; Prices as signals for investment -- Financial system. Accounting framework ; Realized allocations ; Market value of debt -- Lending booms. Credit risk model ; Value-at-risk and lending ; Credit boom ; Global imbalances ; Foreign holding of US debt securities ; Related literature -- Case of Northern Rock. Background ; Securitization process ; The run on Northern Rock ; Reassessing the run on Northern Rock ; Implications for financial regulation -- Securitization and the financial system. Accounting framework revisited ; Boom scenario ; Bust scenario ; Prescriptions ; Size of banking sector -- A fresh start
Control code
501395006
Dimensions
24 cm
Extent
xi, 192 pages
Isbn
9780199546367
Isbn Type
(alk. paper)
Lccn
2010925610
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)501395006
Label
Risk and liquidity, Hyun Song Shin
Publication
Bibliography note
Includes bibliographical references (pages [176]-181) 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
Nature of financial risk -- Value-at-risk and capital. Portfolio choice under VaR constraint ; Upward-sloping demand reactions ; Notes on further reading -- Boom and bust driven by value-at-risk. General equilibrium with value-at-risk ; Pricing of risk and credit supply ; Long-short strategy hedge fund ; Hedge fund with VaR constraint ; Endogenous risk ; Notes on further reading -- Dynamic hedging. Portfolio insurance ; Delta hedging ; Stock Market Crash of 1987 -- Asset-liability management. Review of basic concepts ; Example of a pension fund ; Example of Ivy League ; Prices as signals for investment -- Financial system. Accounting framework ; Realized allocations ; Market value of debt -- Lending booms. Credit risk model ; Value-at-risk and lending ; Credit boom ; Global imbalances ; Foreign holding of US debt securities ; Related literature -- Case of Northern Rock. Background ; Securitization process ; The run on Northern Rock ; Reassessing the run on Northern Rock ; Implications for financial regulation -- Securitization and the financial system. Accounting framework revisited ; Boom scenario ; Bust scenario ; Prescriptions ; Size of banking sector -- A fresh start
Control code
501395006
Dimensions
24 cm
Extent
xi, 192 pages
Isbn
9780199546367
Isbn Type
(alk. paper)
Lccn
2010925610
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)501395006

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