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
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