have demonstrated that liquidity risk, often measured through bid-ask ... sometimes a hidden Markov model, to determine states that correspond to either high or low liquidity.

Join us for this Risk Live Australia in-person workshop to enhance your knowledge about liquidity risk management and gain valuable insights into the best practices for liquidity stress-testing. Learn ...

4 We conducted two rounds of interviews with representatives from four of the largest Canadian life insurers and analyzed several data sources to investigate how life insurers’ business model results ...

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 ...

Some experts, however, downplay the liquidity risk factor, saying funds offer a safer route to invest in small-cap stocks. Several small-cap mutual funds managing large assets will likely need ...

A new platform called JikoNet aims to establish a network enabling institutions to settle high-volume transactions in real ...