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Working on a Liquidity Risk Project?
Liquidity Modelling offers an interesting read. Robert Fiedler appear to have an interesting track record in the liquidity space. I’m not going to post my view on the book in this posting, however I am...
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Liquidity Risk: Counter-Balancing Capacity (CBC), Forward Liquidity Exposure...
Liquidity Risk Management, although printed in 2007, offers another interesting read on Forward Liquidity Exposure (FLE) – page 183. The Expected Cash Flow’s (ECF) provide some insight into the amount...
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Liquidity Risk – Data Modeling and More
There are are a number of interesting book on liquidity model available if you happen to want to get your head into this space. A Quantitative Liquidity Model for Banks and Liquidity Modelling are two...
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Tibco (StreamBase) and Software AG (Apama) Thoughts
Wall Street & Technology offers a view on the recent CEP buying spree. My view is that from a financial services perspective, having low latency messaging bus that connects active in-memory data...
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