流動性リスクとは?
流動性リスク The risk that a portfolio or asset cannot be bought or sold quickly enough in the market to prevent or minimize a loss, especially under stressed market conditions.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “流動性リスク” Used in Practice?
流動性リスクの評価は、ポートフォリオ構築とストレステストの中心であり、とくに流動性の低い資産を保有する機関投資家に重要である。
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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流動性リスクとは?
The risk that a portfolio or asset cannot be bought or sold quickly enough in the market to prevent or minimize a loss, especially under stressed market conditions.
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