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Liquidity Risk Managing Asset and Funding Risks - illustrated edition - Erik Banks (Palgrave Macmillan) - 2005 [1403933995].pdf

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文档介绍

文档介绍:Liquidity Risk
Managing Asset and Funding Risk
Erik Banks
LIQUIDITY RISK
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Liquidity Risk
Managing Asset and Funding Risk
ERIK BANKS
© Erik Banks 2005
All rights reserved. No reproduction, copy or transmission of this publication may be
made without written permission.
No paragraph of this publication may be reproduced, copied or transmitted save with
written permission or in accordance with the provisions of the Copyright,
Designs and Patents Act 1988, or under the terms of any licence permitting limited
copying issued by the Copyright Licensing Agency, 90 Tottenham Court Road,
London W1T 4LP.
Any person who does any unauthorised act in relation to this publication may be
liable to criminal prosecution and civil claims for damages.
The author has asserted his right to be identified as the author of this work in
accordance with the Copyright, Designs and Patents Act 1988.
First published 2005 by
PALGRAVE MACMILLAN
Houndmills, Basingstoke, Hampshire RG21 6XS and
175 Fifth Avenue, New York,
Companies and representatives throughout the world
PALGRAVE MACMILLAN is the global academic imprint of the Palgrave Macmillan
division of St. Martin’s Press, LLC and of Palgrave Macmillan Ltd. Macmillan® is a
registered trademark in the United States, United Kingdom and other countries.
Palgrave is a registered trademark in the European Union and other countries.
ISBN 1–4039–3399–5
This book is printed on paper suitable for recycling and made from fully managed
and sustained forest sources.
A catalogue record for this book is available from the British Library.
A catalog record for this book is available from the Library of Congress.
**********
14 13 12 11 10 09 08 07 06 05
Printed and bound in Great Britain by
Antony Rowe Ltd, Chippenham and Eastbourne
Contents
List of figures xi
List of tables xiii
List of boxes xv
Acknowledgments xvii
The author xix
List of acronyms xxi
PART I: ELEME