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The Spirit of New Financial Regulations
... including credit ratings agencies. -Lack of transparency in exposure measurement, valuations, contingent exposure, capital quality, risk concentrations -Liquidity risk management -Procyclical nature ...
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Carlo Acerbi, Research, RiskMetrics, on market risk
... risk, and how it has characterised the recent global financial crisis. Michael opens by asking Carlo how his approach to that of liquidity risk, seems to link directly to market valuation techniques, and ...
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First Roundup - Global Pricing Forum 2010 London
Liquidity risk rises from the joint presence of portfolio constraints and market illiquidity and is a key structural feature of financial markets, however it is an elusive concept; ‘it is an ...
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Full text of Federal Reserve's Bernanke to Congress
... TEXT The financial crisis also highlighted weaknesses in liquidity risk management at major financial institutions, including an overreliance on short-term funding. To address these issues, ...