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An examination of liquidity risk and liquidity risk measures
Includes bibliographical references (leaves 199-205).
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Economics
2014
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| _version_ | 1867613273609732096 |
|---|---|
| access_status_str | Open Access |
| author | Bhyat, Aneez |
| author2 | Becker, Ronald |
| author_browse | Becker, Ronald Bhyat, Aneez |
| author_facet | Becker, Ronald Bhyat, Aneez |
| author_sort | Bhyat, Aneez |
| collection | Thesis |
| description | Includes bibliographical references (leaves 199-205). |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/10113 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:33:31.121Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | School of Economics |
| publisherStr | School of Economics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/10113 An examination of liquidity risk and liquidity risk measures Bhyat, Aneez Becker, Ronald Financial Mathematics Includes bibliographical references (leaves 199-205). Liquidity risk represents a vacuum of rigour in the otherwise well-researched area of risk management. In both practice and theory most of finance is silent regarding its scope and effect. This is principally due to a lack of consensus regarding its definition and measurement. Current liquidity risk measures differ fairly widely in both respects. This thesis attempts at addressing this by consolidating and examining the principle liquidity risk measures used in financial literature. 2014-12-26T14:14:03Z 2014-12-26T14:14:03Z 2010 Master Thesis Masters MSc http://hdl.handle.net/11427/10113 eng application/pdf School of Economics Faculty of Commerce University of Cape Town |
| spellingShingle | Financial Mathematics Bhyat, Aneez An examination of liquidity risk and liquidity risk measures |
| thesis_degree_str | Master's |
| title | An examination of liquidity risk and liquidity risk measures |
| title_full | An examination of liquidity risk and liquidity risk measures |
| title_fullStr | An examination of liquidity risk and liquidity risk measures |
| title_full_unstemmed | An examination of liquidity risk and liquidity risk measures |
| title_short | An examination of liquidity risk and liquidity risk measures |
| title_sort | examination of liquidity risk and liquidity risk measures |
| topic | Financial Mathematics |
| url | http://hdl.handle.net/11427/10113 |
| work_keys_str_mv | AT bhyataneez anexaminationofliquidityriskandliquidityriskmeasures AT bhyataneez examinationofliquidityriskandliquidityriskmeasures |