Proposed measure allows brokers to calculate stable, stock-specific liquidity add-ons
‘Stigma’ around some fund liquidity tools must end, say CROs
Fund managers are wary of using redemption gates and fees to manage outflows during crisis periods
Target2 ‘fingerprint’ could flag liquidity problems – research
Deviations from regular payment patterns are a sign something might be wrong
Holistic liquidity measures during Covid-19: Supply, demand, and market conditions
In late February and early March 2020, global markets experienced an unprecedented health crisis which increased both economic uncertainty and …
Eurex members divided over liquidity risk charges
Banks say proposed charge too conservative, debate whether add-on should be charged directly to clients
Cyber attack could freeze US liquidity – NY Fed paper
Attack on one bank could affect more than a third of banking system’s assets, researchers warn
Alternative Liquidity Measures
Is book depth a sufficiently representative measure of market liquidity? A look at trade matching performance under different market volatility …