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Liquidity Risk Assessment By A V Vedpuriswar October 4, 2009
Introduction ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Understanding liquidity risk ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Anticipating daily liquidity needs ,[object Object],[object Object],[object Object],[object Object]
Liquidity ladder ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Liquidity characteristics of assets ,[object Object],[object Object],[object Object],[object Object],[object Object]
Sources of liquidity risk ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Types of liquidity risk ,[object Object],[object Object],[object Object]
Asset liquidity risk ,[object Object],[object Object]
Funding liquidity risk ,[object Object],[object Object],[object Object],[object Object]
Collateral Issues ,[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object]
Liquidity Black Holes ,[object Object],[object Object],[object Object],[object Object],[object Object]
Understanding herd behaviour ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
The Crash of 1987 ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Regulatory issues ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Need for diversity ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Quantifying  liquidity risk ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Multiple positions ,[object Object],[object Object]
Time horizon ,[object Object],[object Object],[object Object],[object Object]
Lines of defence ,[object Object],[object Object],[object Object],[object Object]
Liquidity, model and market risks ,[object Object],[object Object],[object Object],[object Object]
Standby facilities ,[object Object],[object Object],[object Object],[object Object]

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Liquidity Risk Oct 4

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