Amid challenging and volatile markets and negative stock performance in 2022, how can portfolio managers control portfolio liquidity risk effectively and maximise the returns from these investment ...

On this episode of The Long View, economist Lubos Pastor, whose research focuses on financial markets and asset management, discusses measuring liquidity at the individual stock level. Here are a few ...

The LQA tool, which was developed over a six-year period and is the first system of its kind to use machine learning, according to Bloomberg, is aimed at providing bond risk managers, portfolio ...

Bloomberg unveiled its Liquidity Assessment Tool (LQA), a new solution aims to provide institutional investors with a quantitative approach to calculating liquidity risk across asset classes.

We typically think about how banks affect our personal credit, but banks spend quite a bit of time managing their own credit score. Liquidity risk is a measure of a bank's ability to meet its ...

This article was written by Fergus Trenholme, Liquidity Risk Specialist, and Christian Benson, Regulatory Affairs Specialist. Against the backdrop of geopolitical and economic turbulence and the need ...

NEW YORK--(BUSINESS WIRE)--IHS Markit (Nasdaq: INFO), a world leader in critical information, analytics and solutions, today announced that its joint liquidity risk management solution with MSCI has ...

SUMMARY: The Office of the Comptroller of the Currency (OCC), the Board of Governors of the Federal Reserve System (Board), and the Federal Deposit Insurance Corporation (FDIC) are requesting comment ...

Compared with credit risk and market risk, accurate measurement of liquidity risk remains a significant challenge across the financial industry. This is a growing concern as regulators worldwide ...

On April 16, the OCC released a request for comment on proposed revisions to its “Reporting and Recordkeeping Requirements Associated with Liquidity Coverage Ratio: Liquidity Risk Measurement, ...

On October 24, 2013, the Board of Governors of the Federal Reserve System, the Office of the Comptroller of the Currency, and the Federal Deposit Insurance Corporation proposed rules 1 implementing ...