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White Paper - Liquidity Risk Management in a Post-Crisis World

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Until recently, liquidity risk has not been a primary factor taken into consideration by banks when developing business strategies. To an extent, this may have been understandable in the past as banks have traditionally traded relatively simple securities in highly liquid markets.

However, incentivized by the advancements in financial engineering and increasing competitive pressures over the last 10 years, banks have begun to trade more heavily in complex financial instruments and in more obscure markets.

This report looks at liquidity risk management in a post crisis world.

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