Asset liability

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Working Paper 6.10.2021 Liquidity Stress Testing in Asset Management - Part 3. Managing the Asset-Liability Liquidity Risk

This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions.

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Working Paper 18.05.2021 Liquidity Stress Testing in Asset Management - Part 2. Modeling the Asset Liquidity Risk

This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first dimension covers liability liquidity risk (or funding liquidity) modeling, the second dimension focuses on asset liquidity risk (or market liquidity) modeling, and the third dimension considers the asset-liability management of the liquidity gap risk (or asset-liability matching).

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Working Paper
Working Paper 5.01.2021 Liquidity Stress Testing in Asset Management - Part 1. Modeling the Liability Liquidity Risk
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This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions.

More > 10 minutes
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