Liquidity Risk

Larry Li ()
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Larry Li: JP Morgan

A chapter in Commercial Banking Risk Management, 2017, pp 103-119 from Palgrave Macmillan

Abstract: Abstract Liquidity risk is the risk arising from a firm’s inability to meet contractual and contingent obligations through normal cycles as well as during stress events. Liquidity risk is an important risk category largely due to the fact that many crises were attributable to liquid risk not managed well under volatile markets and stress. As a result, there is a significant liquidity risk component in many of the regulatory requirements since 2008. Consequently, the financial industry has been reshaped and is still adapting to better address the liquidity risk concerns in both normal and stressed scenarios. This chapter aims to provide an overall picture of these ever changing landscapes and associated challenges.

Keywords: Risk Management; Financial Institution; Legal Entity; Liquidity Risk; High Frequency Trading (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-59442-6_5

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DOI: 10.1057/978-1-137-59442-6_5

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