Foreign exchange markets are shaped by liquidity fluctuations, which can trigger return volatility and price jumps. Read more here.

Sessions will analyse different facets of liquidity including intraday liquidity risk indicators and quantifying the indirect liquidity cost. Case studies covering ILAAP and funds transfer pricing ...

Global survey of 300 risk executives by FT Longitude and SAS shows a dramatic increase in risk management IT infrastructure ...

Capital and liquidity requirements help mitigate default risk due to liquidity shortfalls ... which can occur even if the issuer remains solvent. The model establishes a relationship between ...

The European Systemic Risk Board (ESRB) has published a comprehensive report on liquidity risk that provides a detailed framework for monitoring systemic liquidity risks in the financial system ...

They will consider the strategic implications of FTP, including managing model limitations and adjusting risk parameters to reallocate capital. Through examples of product pricing and term liquidity ...