Liquidity Risk pp 201-210 | Cite as

Summary: Toward Active Liquidity Risk Management

  • Erik Banks
Part of the Finance and Capital Markets Series book series (FCMS)

Abstract

As we conclude our review and analysis of liquidity risk, we consider the prospects for active liquidity risk management over the medium term. It is clear that companies (and sovereigns) have become more attuned to risks and risk management over the past two decades: volatile markets, dislocations, systemic stresses, and resulting losses have played an important part in heightening risk awareness, generally to good effect. With little to indicate that the economic and financial operating environment will become more benign in coming years, rigorous risk management will remain essential.

Keywords

Crystallization Stake Exter Hedging 

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Copyright information

© Erik Banks 2005

Authors and Affiliations

  • Erik Banks

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