LIQUIDITY RISK: Stemming the flow - Few banks hold capital against their liquidity risk exposures, arguing that liquidity risk makes no material contribution to potential unexpected loss. Bob Allen of the Australian Prudential Regulation Authority proposes a possible approach to risk.
| Year of publication: |
2006
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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. 19.2006, 8, p. 47-49
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