
Buy-side risk managers doubt own liquidity metrics
Risk Hedge Europe attendees say they lack formal measures of liquidity

Buy-side risk managers polled at Risk Hedge Europe's annual conference disclosed they had little faith in their own liquidity metrics.
Only 39% of delegates, mostly from risk management desks, said in an online poll that they had formalised measures of liquidity and 85% said they needed better liquidity risk metrics.
Damian Handzy, global head of risk at StatPro, an investor analytics firm, said traditional yardsticks of days to liquidate and cost of liquidation were "not robust measures", even
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