Quantification of Structural Liquidity Risk in Banks

Discover the essential insights into financial stability with Quantification of Structural Liquidity Risk in Banks by Christoph Wieser. Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG in 2022, this first edition spans 68 pages and provides a comprehensive examination of structural liquidity risk in banking institutions.

As long-term loans approach their refinancing phases, banks face the critical challenge of managing refinancing costs. Wieser's book introduces a robust model for quantifying this risk, detailing the methodology and assumptions necessary for effectively stress-testing refinancing costs. Whether you are a banking professional, a financial analyst, or a student of finance, this book offers valuable perspectives on mitigating risks associated with liquidity management.

Enhance your understanding of financial risk management and secure your copy today!