Risk 07: Robert Parker warns of liquidity risk

Speaking this morning at the Risk 07 conference in London, he warned that the alternative asset sector could face a sudden drop in liquidity - as happened last year with the collapse of Connecticut hedge fund Amaranth Advisors.

"A classic example of where liquidity risk was critical was Amaranth," Parker said. "The problem was not that they had default risk, but that there was a major market movement in natural gas futures, and one of the reasons for that was that there was a very concentrated

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