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Liquidity risk plays role in broader risk management
Section 2 provides a brief description of liquidity risk and the rationale for regulating liquidity in the light of international experience.
Though 23% of credit union executives surveyed said their institution experienced an increase in liquidity risk, 59% of respondents don't expect a change during the next year, according to NAFCU's Flash Report.
Liquidity risk management is a micro concern at the level of companies and a macro concern at the level of the regulators and central banks who need to ensure sound and functional markets.
Market's Risk Appetite: The general market's sentiment towards liquidity risk premium can be a significant factor.
Consequently, simply attributing changes in yield spreads to changes in market inflation expectations and ignoring the liquidity risk premium could lead to overstated inflation expectations.
Although the TIPS market is deepening, it does not approach the depth of nominal Treasury notes, suggesting that the liquidity risk for TIPS might be important.
The federal banking, thrift, and credit union regulatory agencies on July 23, 2003, issued guidance on the appropriate use of the Federal Reserve's new primary credit discount window program in depository institutions' liquidity risk management and contingency planning.
These include liquidity risk, both within the fund and with individual investments; human risk, because a hedge fund is only as good as its managers and traders; and size risk, because as a fund grows, trading becomes more difficult and suitable investment opportunities are harder to find.
As in New York, regulators in other states are keeping their eyes on GICs, said Neil Vance, chairman of the NAIC's Life Liquidity Risk Working Group and managing actuary for the New Jersey Department of Banking and Insurance.
Perspectives and challenges of liquidity risk management;
The Securities and Exchange Commission today voted to extend by six months the deadline by which open-end funds must comply with certain elements of the Commission's liquidity risk management program rule.