market liquidity risk

The Market Liquidity Risk paper is available to download.

Therefore, securities with higher market liquidity risk have higher required return, as per the liquidity-adjusted CAPM.

It was created to eliminate market liquidity risks associated with Asian market participants trading in faraway commodities exchanges such as New York and London.

Basel III (or the Third Basel Accord) is a global, voluntary regulatory standard on bank capital adequacy, stress testing and market liquidity risk.

The firm benefited from consultation on new rules such as BASEL III - a global regulatory standard on bank capital adequacy, stress testing and market liquidity risk - and the insurance-industry-targeted Solvency II.

He was the winner of the 2011 Bernacer Prize to the best European economist under the age of 40 for his original research contributions on how the interaction between market liquidity risk and funding liquidity risk can create liquidity spirals and systemic financial crises.