Most traditional Value at Risk models neglect market liquidity risk and hence only consider the market price risk (i ….e. risk associated with holding a certain position). In order to fully capture the market risk associated to holding and … trading a position, we first define market liquidity risk, its dimensions (tightness, depth, resiliency, immediacy) and causes …

Most traditional Value at Risk models neglect market liquidity risk and hence only consider the market price risk (i ….e. risk associated with holding a certain position). In order to fully capture the market risk associated to holding and … trading a position, we first define market liquidity risk, its dimensions (tightness, depth, resiliency, immediacy) and causes …

Effizienzbewertung von Risiko-Abmilderungsmaßnahmen. Diese Einführung wird begleitet durch konkrete Fallbeispiele, die in der … Gründer des Kompetenzzentrums RiskNET - The Risk Management Network. Er zählt zu den renommiertesten und führenden Experten … für Risiko- und Chancenmanagement und coacht seit rund 25 Jahren Unternehmen aller Branchen und Unternehmensgrößen rund um …