Risk 07: Robert Parker warns of liquidity risk

Speaking this morning at the Risk 07 conference in London, he warned that the alternative asset sector could face a sudden drop in liquidity - as happened last year with the collapse of Connecticut hedge fund Amaranth Advisors.

"A classic example of where liquidity risk was critical was Amaranth," Parker said. "The problem was not that they had default risk, but that there was a major market movement in natural gas futures, and one of the reasons for that was that there was a very concentrated r

To continue reading...

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 indvidual account here: