Liquidity risk management has been a key issue for the various financial market authorities since the financial crisis of 2008, seeking to reduce systemic risk by preserving financial market stability, investor protection and maintaining the robustness of investment funds.
This article will describe recent developments in relation to liquidity risk management. It was written by Iya MARTKOPLICHVILI, Senior Associate, Under the supervision of Mark SHAW, Partner, Wildgen S.A.