Market liquidity risk: Difference between revisions
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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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== See also == | == See also == | ||
*[[Funding liquidity risk]] | |||
*[[Guide to risk management]] | |||
* [[Liquidity]] | |||
*[[Liquidity risk]] | *[[Liquidity risk]] | ||
[[Category:Financial_management]] | [[Category:Financial_management]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
Latest revision as of 20:55, 4 July 2022
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.
