Menu

Liquidity Stress Testing in Asset Management

June 17, 2021

How can financial institutions model asset liquidity risk? Thierry Roncalli, Amina Cherief, Fatma Karray-Meziou and Margaux Regnault explain the main concepts of asset liquidity and propose a practical framework for performing liquidity stress testing.

BylawsCode of ConductPrivacy NoticeTerms of Use © 2024 Global Association of Risk Professionals