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Risk Books Managing Illiquid Assets: Perspectives and Challenges

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£145.00 £98.57 £108.70 £118.83 £128.96 £139.09 £149.22 11 August 2026 01 September 2026 22 September 2026 13 October 2026 03 November 2026
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Description

Valuation and management of illiquid assets is an ongoing concern within financial institutions, even during so-called 'normal' low volatility market conditions. When markets are volatile, going through a liquidity squeeze, or during a full blown credit crisis, the concern can quickly morph into a full time preoccupation. In this new book, the authors cover several aspects of valuation and the on-going management of illiquid assets that contribute to this preoccupation, including: Perspectives and challenges of liquidity risk management; External methods and approaches available in the literature for valuing illiquid assets; Liquidity issues relating to the US mortgage debt market; Principal regulatory responses to the financial crisis on liquidity risk management; Key themes relating to liquidity risk in the Basel III regime; A new mathematical model for incorporating a liquidity value adjustment for over the counter contracts; Risk management best practices; and The limitations of existing risk management systems with a view to the future of risk management. By bringing together the perspective of experts and practitioners on managing these high-risk, and frequently complex, financial assets, all of the key issues related to illiquid asset valuation are explored.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
28 August 2012
Listed Since
03 May 2013

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