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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: