Liquidity Risk

Liquidity Risk: Comparing Regulations Across Jurisdictions and the Role of Central Banks

Published in 2007, at the outset of the financial crisis, this analysis is still enlightening. Liquidity risk regulatory approaches across countries are examined alongside the roles, limitations and responsibilities of both supervisors and financial entities in identifying and implementing effective liquidity risk management policies and practices. In addition, the paper takes a first step toward suggesting the direction that supervisors can begin to take in encouraging best practices for liquidity risk management, including an endorsement of dynamic stochastic analytical methodologies that go beyond conventional techniques for assessing future risk exposure.

The paper, written by Fabio Battaglia and Mario Onorato of Algorithmics, a leading vendor of risk management solutions for banks and financial institutions, can be downloaded here:

Additional links:

Liquidity Risk Management: Assessing and Planning for Adverse Events

here

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