liquidity risk

Understanding a fund's exposure to liquidity risk, however, is quite another matter.

All of these factors made liquidity risk management especially challenging during this time.

There's even a risk of size, which means a liquidity risk.

It is thus a measure of the liquidity risk entailed by growth.

Accordingly, liquidity risk has to be managed in addition to market, credit and other risks.

The smaller markets often looked attractive but also carried huge liquidity risks.

Closer to home, municipal bond funds have exposed their liquidity risk.

Here too, the higher the liquidity risk, the higher the expected return on the asset or the lower is its price.

Regulators are primarily concerned about systemic implications of liquidity risk.

Bank directors will also be required to know of, and approve, major liquidity risks personally.

Certain techniques of asset-liability management can be applied to assessing liquidity risk.

Risk-averse investors naturally require higher expected return as compensation for liquidity risk.

Liquidity risk also encompasses poor management of excess funds.

Manifestation of liquidity risk is very different from a drop of price to zero.

Because of its tendency to compound other risks, it is difficult or impossible to isolate liquidity risk.

A simple test for liquidity risk is to look at future net cash flows on a day-by-day basis.

Chincarini notes that firms need to manage liquidity risk explicitly.

Corporate treasury is responsible for an investment bank's funding, capital structure management, and liquidity risk monitoring.

It measures both solvency risk and liquidity risk at the firm level.

Strengthening liquidity risk management, particularly to address potential mis-management issues related to short-term funding.

Furthermore, while in transit, securities were not available for use or investment, causing what has been called "pipeline liquidity risk".

Liquidity risk also tends to compound other risks.

A position can be hedged against market risk but still entail liquidity risk.

If an organization's cash flows are largely contingent, liquidity risk may be assessed using some form of scenario analysis.

As you know, the evaluation of this liquidity risk is not part of the stress test itself, the results of which will be made public.