An examination of liquidity risk and liquidity risk measures

Includes bibliographical references (leaves 199-205). === Liquidity risk represents a vacuum of rigour in the otherwise well-researched area of risk management. In both practice and theory most of finance is silent regarding its scope and effect. This is principally due to a lack of consensus regard...

Full description

Bibliographic Details
Main Author:	Bhyat, Aneez
Other Authors:	Becker, Ronald
Format:	Dissertation
Language:	English
Published:	University of Cape Town 2014
Subjects:	Financial Mathematics
Online Access:	http://hdl.handle.net/11427/10113

id	ndltd-netd.ac.za-oai-union.ndltd.org-uct-oai-localhost-11427-10113
record_format	oai_dc
spelling	ndltd-netd.ac.za-oai-union.ndltd.org-uct-oai-localhost-11427-101132020-10-06T05:11:18Z An examination of liquidity risk and liquidity risk measures Bhyat, Aneez Becker, Ronald Financial Mathematics Includes bibliographical references (leaves 199-205). Liquidity risk represents a vacuum of rigour in the otherwise well-researched area of risk management. In both practice and theory most of finance is silent regarding its scope and effect. This is principally due to a lack of consensus regarding its definition and measurement. Current liquidity risk measures differ fairly widely in both respects. This thesis attempts at addressing this by consolidating and examining the principle liquidity risk measures used in financial literature. 2014-12-26T14:14:03Z 2014-12-26T14:14:03Z 2010 Master Thesis Masters MSc http://hdl.handle.net/11427/10113 eng application/pdf University of Cape Town Faculty of Commerce School of Economics
collection	NDLTD
language	English
format	Dissertation
sources	NDLTD
topic	Financial Mathematics
spellingShingle	Financial Mathematics Bhyat, Aneez An examination of liquidity risk and liquidity risk measures
description	Includes bibliographical references (leaves 199-205). === Liquidity risk represents a vacuum of rigour in the otherwise well-researched area of risk management. In both practice and theory most of finance is silent regarding its scope and effect. This is principally due to a lack of consensus regarding its definition and measurement. Current liquidity risk measures differ fairly widely in both respects. This thesis attempts at addressing this by consolidating and examining the principle liquidity risk measures used in financial literature.
author2	Becker, Ronald
author_facet	Becker, Ronald Bhyat, Aneez
author	Bhyat, Aneez
author_sort	Bhyat, Aneez
title	An examination of liquidity risk and liquidity risk measures
title_short	An examination of liquidity risk and liquidity risk measures
title_full	An examination of liquidity risk and liquidity risk measures
title_fullStr	An examination of liquidity risk and liquidity risk measures
title_full_unstemmed	An examination of liquidity risk and liquidity risk measures
title_sort	examination of liquidity risk and liquidity risk measures
publisher	University of Cape Town
publishDate	2014
url	http://hdl.handle.net/11427/10113
work_keys_str_mv	AT bhyataneez anexaminationofliquidityriskandliquidityriskmeasures AT bhyataneez examinationofliquidityriskandliquidityriskmeasures
_version_	1719348909171539968

An examination of liquidity risk and liquidity risk measures

Similar Items