Excess cash still too expensive to hold, say dealers
SEC stress tests provide foresight of damaging scenarios and increase time to react
More Illiquidity risk articles
Monetary policy and regulation have amplified illiquidity, says IMF official
Apple and WD-40 Company liquidity remarkably similar over 10 years
COO in interview cites equity-like evolution and regulation squeezing liquidity
Hedge funds need to step in, says CIO Williams
Illiquid hedge funds vehicle continues to find opportunities
Falling over-the-counter energy volumes in Europe and the US push liquidity to top of risk management agenda
The chief economist of Sweden’s debt office fears new rules on available-for-sale securities will make government bonds less liquid
This paper examines the effects of introducing an auto-collateralization scheme in a simulated securities settlement system. Using artificially generated data, it shows that auto-collateralization can...
A reliance on liquid demand deposits may pose problems for Indonesian banks with no other obvious sources of funding
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.