Market liquidity risk: Difference between revisions
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imported>Doug Williamson (Create the page. Source: Liquidity risk page.) |
imported>Doug Williamson (Broaden, and link with Guide to risk management page.) |
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Market liquidity risk refers to the risk that market transactions will become impossible due to market disruptions or inadequate market depth. | Market liquidity risk refers to the risk that market transactions will become difficult or impossible due to market disruptions or inadequate market depth. | ||
Contrasted with, though also overlapping, funding liquidity risk. | Contrasted with, though also overlapping, funding liquidity risk. | ||
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*[[Liquidity risk]] | *[[Liquidity risk]] | ||
*[[Funding liquidity risk]] | *[[Funding liquidity risk]] | ||
*[[Guide to risk management]] | |||
[[Category:Financial_management]] | [[Category:Financial_management]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
Revision as of 13:12, 3 May 2015
Market liquidity risk refers to the risk that market transactions will become difficult or impossible due to market disruptions or inadequate market depth.
Contrasted with, though also overlapping, funding liquidity risk.
