skip to content
Evaluating, managing, and controlling the impacts of assets liquidity risk when trading financial securities in emerging markets Preview this item
ClosePreview this item
Checking...

Evaluating, managing, and controlling the impacts of assets liquidity risk when trading financial securities in emerging markets

Author: Mazin A M Al Janabi
Publisher: London : SAGE Publications Ltd, 2019.
Series: SAGE Research Methods. Cases.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Growth in financial assets trading in emerging markets increases need for the measurement, management, and control of risks, particularly assets liquidity risk. Institutional investors, risk managers, portfolio managers, and financial institutions should not underestimate the impacts of this liquidity risk. This key factor can be estimated with Liquidity-Adjusted Value-at-Risk models to calculate the minimum capital  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Case studies
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Mazin A M Al Janabi
ISBN: 9781526469304 1526469308
OCLC Number: 1084524038
Description: 1 online resource : illustrations.
Series Title: SAGE Research Methods. Cases.
Responsibility: Mazin A. M. Al Janabi.

Abstract:

Growth in financial assets trading in emerging markets increases need for the measurement, management, and control of risks, particularly assets liquidity risk. Institutional investors, risk managers, portfolio managers, and financial institutions should not underestimate the impacts of this liquidity risk. This key factor can be estimated with Liquidity-Adjusted Value-at-Risk models to calculate the minimum capital requirement cushion, as stated in the international regulations of the Bank of International Settlements and Basel Committee on Banking Supervision and Capital Adequacy Requirements. In this research methods case study, I discuss methods for the assessment of liquidity risk and demonstrate the application of liquidity risk assessment in the modern risk management processes of financial institutions. This research methods case study bridges the gap in risk management literatures by providing real-world asset allocation tactics that can be used for trading portfolios under normal and adverse markets conditions. I arrived at this approach to computing Liquidity-Adjusted Value-at-Risk through the application of three distinct liquidity models and I used the obtained empirical results to draw conclusions about the liquidity of diverse equity portfolios of the Gulf Cooperation Council zone financial markets.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/1084524038> # Evaluating, managing, and controlling the impacts of assets liquidity risk when trading financial securities in emerging markets
    a schema:Book, schema:MediaObject, schema:CreativeWork ;
    library:oclcnum "1084524038" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/8898493741#Topic/corporations_finance> ; # Corporations--Finance
    schema:about <http://dewey.info/class/302.12/e23/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/8898493741#Topic/liquidity_economics> ; # Liquidity (Economics)
    schema:about <http://experiment.worldcat.org/entity/work/data/8898493741#Topic/risk_assessment> ; # Risk assessment
    schema:author <http://experiment.worldcat.org/entity/work/data/8898493741#Person/al_janabi_mazin_a_m_1963> ; # Mazin A. M. Al Janabi
    schema:bookFormat schema:EBook ;
    schema:datePublished "2019" ;
    schema:description "Growth in financial assets trading in emerging markets increases need for the measurement, management, and control of risks, particularly assets liquidity risk. Institutional investors, risk managers, portfolio managers, and financial institutions should not underestimate the impacts of this liquidity risk. This key factor can be estimated with Liquidity-Adjusted Value-at-Risk models to calculate the minimum capital requirement cushion, as stated in the international regulations of the Bank of International Settlements and Basel Committee on Banking Supervision and Capital Adequacy Requirements. In this research methods case study, I discuss methods for the assessment of liquidity risk and demonstrate the application of liquidity risk assessment in the modern risk management processes of financial institutions. This research methods case study bridges the gap in risk management literatures by providing real-world asset allocation tactics that can be used for trading portfolios under normal and adverse markets conditions. I arrived at this approach to computing Liquidity-Adjusted Value-at-Risk through the application of three distinct liquidity models and I used the obtained empirical results to draw conclusions about the liquidity of diverse equity portfolios of the Gulf Cooperation Council zone financial markets."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/8898493741> ;
    schema:genre "Case studies"@en ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/8898493741#Series/sage_research_methods_cases> ; # SAGE Research Methods. Cases.
    schema:name "Evaluating, managing, and controlling the impacts of assets liquidity risk when trading financial securities in emerging markets"@en ;
    schema:productID "1084524038" ;
    schema:url <http://methods.sagepub.com/case/evaluating-impact-of-liquidity-risk-trading-securities-in-emerging-markets> ;
    schema:workExample <http://worldcat.org/isbn/9781526469304> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/1084524038> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/8898493741#Person/al_janabi_mazin_a_m_1963> # Mazin A. M. Al Janabi
    a schema:Person ;
    schema:birthDate "1963" ;
    schema:familyName "Al Janabi" ;
    schema:givenName "Mazin A. M." ;
    schema:name "Mazin A. M. Al Janabi" ;
    .

<http://experiment.worldcat.org/entity/work/data/8898493741#Series/sage_research_methods_cases> # SAGE Research Methods. Cases.
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/1084524038> ; # Evaluating, managing, and controlling the impacts of assets liquidity risk when trading financial securities in emerging markets
    schema:name "SAGE Research Methods. Cases." ;
    schema:name "SAGE Research Methods. Cases" ;
    .

<http://experiment.worldcat.org/entity/work/data/8898493741#Topic/corporations_finance> # Corporations--Finance
    a schema:Intangible ;
    schema:name "Corporations--Finance"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/8898493741#Topic/liquidity_economics> # Liquidity (Economics)
    a schema:Intangible ;
    schema:name "Liquidity (Economics)"@en ;
    .

<http://worldcat.org/isbn/9781526469304>
    a schema:ProductModel ;
    schema:isbn "1526469308" ;
    schema:isbn "9781526469304" ;
    .

<http://www.worldcat.org/title/-/oclc/1084524038>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
    schema:about <http://www.worldcat.org/oclc/1084524038> ; # Evaluating, managing, and controlling the impacts of assets liquidity risk when trading financial securities in emerging markets
    schema:dateModified "2019-03-12" ;
    void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.