Книга: «Option Pricing in the Presence of Liquidity Risk»
|
Производитель: "Неизвестный" Liquidity risk is always present in our financial system and has in the last years been a major contribution to the financial crisis. Market liquidity risk has an effect on for example security prices, risk management, and the speed of arbitrage. The banks and their funding liquidity drives the market liquidity risk. Liquidity crisis arises through losses, increasing margins, tightened risk management, and increased volatility. When this happens the traditional liquidity providers becomes liquidity demanders which affect prices in a negative way. To get a sound understanding of liquidity risk we have to specify and describe liquidity. Market liquidity and funding liquidity are two kinds of liquidity. Market liquidity can be described as good when a security is easy to trade. Easy to trade is defined as small bid ask spread, small price impact and high resilience. If a bank or investor have good funding liquidity they have good availability of funds by their own... ISBN:9783639358056 Издательство: "Неизвестный" (2011)
ISBN: 9783639358056 |
Неизвестный
- неизве́стный
- I м. разг.
Тот, о ком нет сведений.
II прил.
1.Такой, о котором нет сведений; неведомый, незнакомый.
2.Не пользующийся известностью, признанием.
Толковый словарь Ефремовой. Т. Ф. Ефремова. 2000.
Источник: Неизвестный
См. также в других словарях:
David Easley — Residence U.S. Nationality … Wikipedia
Late-2000s financial crisis — The TED spread (in red) increased significantly during the financial crisis, reflecting an increase in perceived credit risk … Wikipedia
Commodity Futures Modernization Act of 2000 — The Commodity Futures Modernization Act of 2000 (CFMA) is United States federal legislation that officially ensured the deregulation of financial products known as over the counter derivatives. It was signed into law on December 21, 2000 by… … Wikipedia
Economic Affairs — ▪ 2006 Introduction In 2005 rising U.S. deficits, tight monetary policies, and higher oil prices triggered by hurricane damage in the Gulf of Mexico were moderating influences on the world economy and on U.S. stock markets, but some other… … Universalium
international relations — a branch of political science dealing with the relations between nations. [1970 75] * * * Study of the relations of states with each other and with international organizations and certain subnational entities (e.g., bureaucracies and political… … Universalium
National Asset Management Agency — Agency overview Formed Late 2009 Jurisdiction Ireland … Wikipedia
