Liquidity Risk

Stop loss limits review triggers - volatility, breaches, capital, profitability, liquidity

Liquidity Risk Management – Framework for Capital estimation

7 mins read Capital estimation for Liquidity Risk Management is a difficult exercise. It comes up as part of the internal liquidity risk management process as well as the internal capital adequacy assessment process (ICAAP). This post and the liquidity risk management series that follows suggests a framework for ongoing discussion based on the work done by our team with a number of regional banking customers

Bear Stearns Liquidity Run

< 1 min read Timeline 20 December 2007: BS records 4th quarter loss, writes down mortgage assets of $1.9 billion. Sued by Barclays for