A fluid discussion
Risk management in general, and liquidity risk management in particular, are evolving quickly. Asia Risk picks representative excerpts from a new book on the subject
Scenarios, as the adage goes, are the language of risk. And liquidity risk a very scenario specific.
Scenarios are far more important to liquidity risk measurement and management than for credit risk, rate risk or operations risk. The need for liquidity arises in many very dissimilar banking situations. The range of potential risk scenarios is far more varied. Both the nature and size of a liquidity event vary by scenario. Customer and counterparty options to withdraw indeterminate maturity
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