The Liquidity Risk Book


Go to the website of Incisive Media (RiskBooks)

« 2nd Edition of Liquidity Risk Modeling in stock now - ready to be delivered | Main | New Paper on the Website: The Liquifiability Index (LiX) of a Security »

LRC Presenting its Liquidity Stress Testing Methodology to the Basel Committe

LRC presented on Friday 20Jul2012 in Basel at the BIS its stress testing methodology for liquidity risk to the Research Task Force of the Basel Committee. A white paper is on its way.

Reader Comments

There are no comments for this journal entry. To create a new comment, use the form below.

PostPost a New Comment

Enter your information below to add a new comment.

My response is on my own website »
Author Email (optional):
Author URL (optional):
Some HTML allowed: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <code> <em> <i> <strike> <strong>