English (United Kingdom)

MARKET LIQUIDITY RISK: A SCENARIO BASED APPROACH 

Dario Cintioli, Head of Risk, StatPro

This paper explains the StatPro approach for measuring Liquidity Risk. The traditional problem of Liquidity Risk is that the data needed for calibrating these models is only available for liquid instruments, trading on a regular basis and for which books of bid/ask and volumes are available. For this reason the current approaches to measuring Liquidity Risk fail providing any indication for the most opaque and illiquid instruments, or where the measurement of Liquidity Risk is mostly needed.

StatPro has introduced a new approach based on liquidity scenarios, which is universal, because it covers potentially any financial asset, from equities, to bonds, to OTC derivatives under a homogeneous and consistent approach.

The Liquidity Risk measure is divided into six different components. The most important component re-builds, with a quantitative approach based on observed market data, the fair value bid and asks of all the financial instruments that can be priced via an arbitrage-free pricing function, providing a solid and consistent benchmark of Liquidity Risk.Download StatPro's Liquidity Risk Whitepaper

Market Liquidity Risk

What is Liquidity Risk? We can provide at least two definitions for it.

Funding Liquidity Risk. This definition refers to the Asset Liability Management (ALM) of an institution – normally a bank – identifying the gaps in the funding of the institution’s assets. E.g. in a bank there is usually a funding gap as the liabilities contain short-term deposits in large part against assets that invest in longer term horizons. Funding gaps generate a funding risk, the risk of rolling the short term funding at growing costs or even the risk of not being able to roll/over the shorter term liabilities.

Market Liquidity Risk. This is the risk of losing a certain amount of money when liquidating one or more positions in a portfolio. In financial terms, the loss is generated by the difference between the price at which the financial asset is marked and the price at which it can be sold.

This paper focuses on Market Liquidity Risk.

To download the full 9-page whitepaper on Market Liquidity Risk please click here

Read more about StatPro's Liquidity Risk module or download the Liquidity Risk factsheet

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