New challenges in managing Liquidity risk - Liquidity Black Holes – Martin Holovka
Martin Holovka
Master's thesis
New challenges in managing Liquidity risk - Liquidity Black Holes
New challenges in managing Liquidity risk - Liquidity Black Holes
Abstract:
V návaznosti na financní krizi v letech 2007/2008 se pojem "Liquidity Black Holes" stal casto diskutovaným tématem v akademických kruzích, stejne tak jako mezi portfolio manažeri po celém svete. Novejší pohled na likviditní riziko bere v potaz "Liquidity Black Holes", které se objevují, když likvidita zcela zmizí z urcitého trhu a ten se tak stává jednostranný. V zásade existují 2 kanály, pres které …moreAbstract:
Following the financial turmoil in 2007/2008 liquidity black holes (LBH) has become arising topic often discussed among academics as well as portfolio managers all around the world. More recent view on liquidity risk covers those liquidity black holes which occur when the liquidity completely dries up in a particular market and the market becomes one-sided. There are basically 2 channels through which …more
Language used: English
Date on which the thesis was submitted / produced: 26. 1. 2010
Identifier:
http://www.vse.cz/vskp/eid/24902
Thesis defence
- Date of defence: 14. 9. 2010
- Supervisor: Jiří Witzany
- Reader: Jana Burešová
Citation record
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- autentizovaným zaměstnancům ze stejné školy/fakulty
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Vysoká škola ekonomická v Prazehttp://www.vse.cz/vskp/eid/24902
Vysoká škola ekonomická v Praze
Master programme / field:
Finance a účetnictví / Finance
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