Liquidity risk - The liquidity link - Liquidity risk management has become a major focus for banks since the market turbulence of last year. Despite a widely held view that economic capital should not be directly tied to liquidity risk, the author argues banks should take this into account in their economic capital calculations.
| Year of publication: |
2008
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| Authors: | Allen, Bob |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 21.2008, 2, p. 79-81
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