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Liquidity at risk

Known as: LaR 
The Liquidity-at-Risk (short: LaR) is a quantity to measure financial risks and is the maximum net liquidity drain relative to the expected liquidity… 
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Related topics

Related topics

6 relations
Extreme value theoryMargin at riskProfit at riskRare events

Broader (1)

Monte Carlo methods in finance

Papers overview

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2015
2015
Performance Evaluation of Reactive Routing Protocols for VANETs in Urban Scenarios Following Good Simulation Practices
Vehicular Ad hoc networks (VANETs), which allow communications between vehicles and with the road infrastructure, have attracted… 
2009
2009
Haemorrhagic septicaemia in cattle and buffaloes *
  • 2009
  • Corpus ID: 29885308
Haemorrhagic septicaemia (HS) is a highly fatal disease in cattle and buffaloes, caused by specific serotypes of Pasteurella mul… 
2007
2007
Moral Hazard vs . Liquidity in Unemployment Insurance
It is well known that higher unemployment bene…ts lead to longer unemployment durations. This result has been interpreted as… 
2007
2007
Combined of magnetic field and thermophoresis particle deposition in free convection boundary layer from a vertical flat plate embedded in a porous medium
Deals with heat and mass transfer by steady laminar boundary layer flow of Newtonian, viscous fluid over a vertical flat plate… 
Highly Cited
2004
Highly Cited
2004
MOMENTUM RETURNS IN AUSTRALIAN EQUITIES: THE INFLUENCES OF SIZE, RISK, LIQUIDITY AND RETURN COMPUTATION
2003
2003
Trading Costs of Public Investors with Obligatory and Voluntary Market-Making: Evidence from Market Reforms
In 1997, the London Stock Exchange, like NASDAQ, allowed the public to compete directly with dealers in a subset of stocks… 
2003
2003
Upstairs, Downstairs: Electronic vs. Open Outcry Exchanges
Computerized trading has made great inroads in equity and derivatives markets, especially in Europe and Asia, but open outcry… 
2003
2003
Island Goes Dark: Transparency, Fragmentation, Liquidity Externalities, and Multimarket Regulation
In response to a regulatory enforcement, the Island electronic communications network recently stopped displaying its limit order… 
2001
2001
Chandra Detection of X-Ray Absorption Associated with a Damped Lyα System
We have observed three quasars, PKS 1127-145, Q1331+171, and Q0054+144, with the ACIS-S aboard the Chandra X-Ray Observatory in… 
1942
1942
The Free Border of The Intestinal Epithelial Cell of Vertebrates
1. The structure of the free border of the epithelial cells of the intestine has been investigated in various adult and larval… 
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