rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Evaluating, managing, and controlling the impacts of assets liquidity risk when trading financial securities in emerging markets
  name:
    name part: Al Janabi, Mazin A. M.
    name part: 1963-
    role:
      role term: creator
    role:
      role term: author.
  type of resource: text
  genre: bibliography
  genre: Case studies.
  origin info:
    place:
      place term: enk
    date issued: 2019
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource : illustrations.
  abstract: Growth in financial assets trading in emerging markets increases need for the measurement, management, and control of risks, particularly assets liquidity risk. Institutional investors, risk managers, portfolio managers, and financial institutions should not underestimate the impacts of this liquidity risk. This key factor can be estimated with Liquidity-Adjusted Value-at-Risk models to calculate the minimum capital requirement cushion, as stated in the international regulations of the Bank of International Settlements and Basel Committee on Banking Supervision and Capital Adequacy Requirements. In this research methods case study, I discuss methods for the assessment of liquidity risk and demonstrate the application of liquidity risk assessment in the modern risk management processes of financial institutions. This research methods case study bridges the gap in risk management literatures by providing real-world asset allocation tactics that can be used for trading portfolios under normal and adverse markets conditions. I arrived at this approach to computing Liquidity-Adjusted Value-at-Risk through the application of three distinct liquidity models and I used the obtained empirical results to draw conclusions about the liquidity of diverse equity portfolios of the Gulf Cooperation Council zone financial markets.
  target audience: specialized
  note: Mazin A. M. Al Janabi.
  note: Includes bibliographical references and index.
  subject:
    topic: Risk assessment
    genre: Case studies
  subject:
    topic: Liquidity (Economics)
  subject:
    topic: Corporations
    topic: Finance
  subject:
    topic: Évaluation du risque
    genre: Études de cas
  subject:
    topic: Liquidité (Économie politique)
  subject:
    topic: Corporations
    topic: Finance
  subject:
    topic: Liquidity (Economics)
  subject:
    topic: Risk assessment
  classification: HM1101 .A45 2019
  classification: 302.12
  related item:
    title info:
      title: SAGE Research Methods. Cases
  identifier: 9781526469304
  identifier: 1526469308
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: SGPBL
    record creation date: 190103
    record change date: 20240923170145.1
    record identifier: in00005492938
    language of cataloging:
      language term: eng