Similar Search Results

Special issue on asset price dynamics and risk management

Cheung, Yin-Wong (contributor) - 2000

Persistent link: https://www.econbiz.de/10001688733

Liquidity risk implications for market risk assessment in emerging markets

Stanković, Jelena Z.; Petrović, Evica - In: Journal of contemporary economic and business issues 5 (2018) 1, pp. 5-23

measure as a measure of market risk. The lack of a liquidity parameter in methodologies used to compute VaR significantly … liquidity risk on market risk assessment, which is obtained by using VaR. The most frequently used technique for VaR estimation … results of this study indicate that the application of a liquidity constraint in the VaR model provides more accurate …

Persistent link: https://www.econbiz.de/10011862214

Investment funds and financial stability : policy considerations

Garcia Pascual, Antonio (ed.); Singh, Ranjit A. (ed.); … - 2021

The paper's analysis underscores the importance of the ongoing Financial Stability Board-led process of identifying policy options, involving national authorities and the International Organization of Securities Commissions and other standard setters. In this context, the global nature of the...