Risk Awards 2015: Software is like Facebook for bond traders - but useful
Risk Awards 2015: Credit fund profited from October meltdown
More Liquidity risk articles
Value-at-risk (VaR) is a common tool applied by market makers to monitor the risk of any trading position. The conventional VaR model assumes a frictionless market, which is seldom the case. The 2008 financial...
We present the results of a business solution on how to measure credit and counterparty risk, with the main focus on over-the-counter derivatives. Moreover, we use this approach to include the measurement...
Liquidity provision in energy derivatives is not Vitol's role, says Taylor
Be open about liability illiquidity, urge panellists
Concerns raised about liquidity in stressed environments
New proposals are positive, but banks warn they will still fall short of the ratio's minimum
Interest rate derivatives house of the year: Goldman Sachs
As interest rates rise, big fixed-rate receivers such as pension funds will all slide out-of-the-money at the same time, potentially triggering huge margin calls. Some are already trying to soften t...
Results of an industry study reveal the scale of the liquidity burden that would fall on CCPs clearing physically delivered forex options – but a net settlement mechanism could reduce the number b...
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.