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What is liquidity risk?

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  • Jose A. Lopez

Abstract

Increased financial globalization, the development of new financial instruments, and changing macroeconomic conditions have led to a renewed examination of liquidity risk. This Economic Letter highlights key elements of liquidity risk measurement and management.

Suggested Citation

  • Jose A. Lopez, 2008. "What is liquidity risk?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct24.
    • Handle: RePEc:fip:fedfel:y:2008:i:oct24:n:2008-33
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    References listed on IDEAS

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    1. Jose A. Lopez, 2005. "Stress tests: useful complements to financial risk models," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun24.
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    Cited by:

    1. Rötheli, Tobias F., 2010. "Causes of the financial crisis: Risk misperception, policy mistakes, and banks' bounded rationality," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 39(2), pages 119-126, April.
    2. Kumaresan, Renuga, 2019. "The Effects of Macroeconomics Factors towards the Starbucks Corporation," MPRA Paper 97243, University Library of Munich, Germany, revised 15 Nov 2019.
    3. Aw, Yi Ying, 2019. "Corporate Governance, impact of company’s performance and risk of Mitsubishi Electric Corporation," MPRA Paper 97277, University Library of Munich, Germany, revised 15 Nov 2019.
    4. Thu Phan & Kevin Daly & Anh-Tuan Doan, 2018. "The effects of risks and environmental factors on bank cost efficiency: A study in East Asia and Pacific region," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1510719-151, January.

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