BizTerm Definition
Liquidity risk report
Full Definition

A position report which gives information about the liquidity risk per currency versus limits. The liquidity risk is the risk of non-availability of sufficient liquidity. Related positions are: 1. Capital & P&L. 2. C/A Nature. 3. B/S Difference. 4. Call. 5. Liquidity - Spot. 6. Liquidity - Forward. See also Position, position administration tables, standard position codes, combined position code, risk management, foreign exchange risk, forex, open currency position, mismatch, interest risk, liquidity risk, forward revaluation, interest revaluation, break even and nostro projection.


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