Funding Liquidity Risk
Mostrando 1-2 de 2 artigos, teses e dissertações.
-
1. Funding liquidity risk measurement based on a stochastic approach / Mensuração do risco de liquidez de fluxo de caixa através de uma abordagem estocástica
This paper investigates the applicability of the quantitative model, based on a stochastic approach, proposed by Battaglia, Good &Onorato (2007), for funding liquidity risk measurement for the Brazilian market. For this purpose, the Cash Flow at Risk and the Liquidity at Risk were estimated for a fictitious portfolio, created to reflect in a simplified way t
Publicado em: 2010
-
2. A indústria de fundos de investimento: o poder regulamentar como garantia ao investidor e a responsabilidade civil do administrador de fundos
The Investment Fund Industry, concisely and objectively examines investment funds regulated by Comissão de Valores Mobiliários, pointing out the key management, portfolio management, and corporate governance aspects of this activity so important to the National Financial System, in parallel with the indispensable protection given to small investors and man
Publicado em: 2007