Slide 1 Liquidity ALM or Market Risk ? Jérôme Lebuchoux Slide 2 Liquidity Vague concept ? Standard approach Related to market liquidity on asset (volume, trades, prices,…
Slide 1www.prmia.org Incorporating Liquidity Risk into Funds Transfer Pricing: Progress and Challenges Welcome! Slide 2 www.prmia.org Incorporating Liquidity Risk into Funds…