Eugenia Mykuliak, founder and executive director of B2PRIME Group, examines why liquidity risk has become one of the most underestimated threats facing modern portfolios. Mykuliak argues that ...

The LQA tool, which was developed over a six-year period and is the first system of its kind to use machine learning, according to Bloomberg, is aimed at providing bond risk managers, portfolio ...

On this episode of The Long View, economist Lubos Pastor, whose research focuses on financial markets and asset management, discusses measuring liquidity at the individual stock level. Here are a few ...

The Canadian Securities Administrators (“CSA”) have proposed amendments and changes to National Instrument 81-102 Investment ...

Amid challenging and volatile markets and negative stock performance in 2022, how can portfolio managers control portfolio liquidity risk effectively and maximise the returns from these investment ...

Compared with credit risk and market risk, accurate measurement of liquidity risk remains a significant challenge across the financial industry. This is a growing concern as regulators worldwide ...

This is a preview. Log in through your library . Abstract Liquidity risk is a separate risk distinct from the economic fundamentals that determine valuations in the stock and bond markets. It is a ...

As of 2019, the worldwide mutual fund industry had $55 trillion in total assets, according to the Investment Company Fact Book. [1] This figure has seen a consistent increase in the past decade and is ...

The Shadow Financial Regulatory Committee believes that increasing regulatory capital and liquidity requirements – particularly for large institutions that receive too-big-to-fail subsidies – are ...

Future bank liquidity crises are avoidable, if regulators have the stomach to do what's required, writes Donald Musso. The undeniable reality is that bank runs today are not cash oriented, they are ...

Following the global financial crisis that began in 2007–08, policy- makers have multiplied their efforts and implemented reforms to strengthen the resilience of the financial sector. But – while ...

Risk-taking has strongly returned to financial markets since the final quarter of 2022. While the consensus is for the party to continue, some observers call for caution as key indicators point to ...