Download This PaperWhen Trading in Emerging Markets, Assess Liquidity Risks
6 Pages Posted: 5 May 2021
Date Written: May 2, 2021
Abstract
Calculating liquid asset risk can be useful for any investor with a trade portfolio, as well as for financial institutions, as liquidity crises have been the force behind many bankruptcies. That is why more and more financial entities are using L-VaR techniques to measure the different trade risks. Specifically, they turn to custom-made internal risk-assessment models to respond to the traits of each institution.
Keywords: Emerging Markets, Liquidity-Adjusted Value at Risk, Liquidity Risk, Machine Learning, Portfolio Management, Risk Management
JEL Classification: C10, C13, G20, and G28
Suggested Citation: Suggested Citation
Al Janabi, Mazin A. M., When Trading in Emerging Markets, Assess Liquidity Risks (May 2, 2021). Available at SSRN: https://ssrn.com/abstract=3838379 or http://dx.doi.org/10.2139/ssrn.3838379
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