Market liquidity risk and Maturity ladder: Difference between pages

Revision as of 08:56, 12 August 2016

Liquidity risk management.

A report identifying the timing at which assets and liabilities mature, and any mismatches.

Also known as a liquidity gap report or mismatch report.

@@ Line 1: / Line 1: @@
-Market liquidity risk refers to the risk that market transactions will become difficult or impossible due to market disruptions or inadequate market depth.
+''Liquidity risk management.''
-Contrasted with, though also overlapping, funding liquidity risk.
+A report identifying the timing at which assets and liabilities mature, and any mismatches.
+Also known as a ''liquidity gap report'' or ''mismatch report''.
 == See also ==
-*[[Liquidity risk]]
+* [[Assets]]
-*[[Funding liquidity risk]]
+* [[Gap report]]
-*[[Guide to risk management]]
+* [[Interest gap]]
+* [[Interest rate risk]]
-[[Category:Financial_management]]
+* [[Liabilities]]
-[[Category:Manage_risks]]
+* [[Liquidity]]
+* [[Liquidity gap]]
+* [[Exposure]]