An examination of liquidity risk and liquidity risk measures

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dc.contributor.advisorBecker, Ronalden_ZA
dc.contributor.authorBhyat, Aneezen_ZA
dc.date.accessioned2014-12-26T14:14:03Z
dc.date.available2014-12-26T14:14:03Z
dc.date.issued2010en_ZA
dc.descriptionIncludes bibliographical references (leaves 199-205).en_ZA
dc.description.abstractLiquidity 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.en_ZA
dc.identifier.apacitationBhyat, A. (2010). <i>An examination of liquidity risk and liquidity risk measures</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Economics. Retrieved from http://hdl.handle.net/11427/10113en_ZA
dc.identifier.chicagocitationBhyat, Aneez. <i>"An examination of liquidity risk and liquidity risk measures."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Economics, 2010. http://hdl.handle.net/11427/10113en_ZA
dc.identifier.citationBhyat, A. 2010. An examination of liquidity risk and liquidity risk measures. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Bhyat, Aneez AB - 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. DA - 2010 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2010 T1 - An examination of liquidity risk and liquidity risk measures TI - An examination of liquidity risk and liquidity risk measures UR - http://hdl.handle.net/11427/10113 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/10113
dc.identifier.vancouvercitationBhyat A. An examination of liquidity risk and liquidity risk measures. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Economics, 2010 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/10113en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentSchool of Economicsen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherFinancial Mathematicsen_ZA
dc.titleAn examination of liquidity risk and liquidity risk measuresen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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