Risk USA 2003: Jarrow describes new research on liquidity risk

Speaking at the annual Risk USA conference in Boston, Jarrow sought to set his research apart from the growing body of literature on market microstructure. Although he praised this work, he suggested it might not be feasible to apply it in actual market situations.

Jarrow said his recent years of research on credit risk motivated his current interest in liquidity risk. Credit markets are relatively illiquid, and any attempts to infer probability of default and recovery rates from credit market

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net 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