Market liquidity risk: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Broaden, and link with Guide to risk management page.) |
imported>Doug Williamson (Layout.) |
||
| Line 6: | Line 6: | ||
== See also == | == See also == | ||
*[[Funding liquidity risk]] | *[[Funding liquidity risk]] | ||
*[[Guide to risk management]] | *[[Guide to risk management]] | ||
* [[Liquidity]] | |||
*[[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.
