Practice Question Set: Hull, RMFI, Chapter 24: Liquidity Risk

Hull RMFI, Chapter 24: Liquidity Risk Practice Question set contains 8 pages covering the following learning objectives:

* Explain and calculate liquidity trading risk via cost of liquidation and liquidity-adjusted VaR (LVaR).

* Identify liquidity funding risk, funding sources, and lessons learned from real cases: Northern Rock, Ashanti Goldfields, and Metallgesellschaft.

* Evaluate Basel III liquidity risk ratios and BIS principles for sound liquidity risk management.

* Explain liquidity black holes and identify the causes of positive feedback trading.

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