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Market Liquidity Risk Management for Margin Operations


Aleksandr Gusev
(about the author)

Gusev Aleksandr Valeryevich – Postgraduate Student, Chair of Risk Management and Insurance, Department of Economics, Lomonosov Moscow State University, Leading Risk Manager, Brokerskiy Dom Otkrytie (Brokerage House Opening) OJSC

Published in:
Russian Journal of Entrepreneurship
– № 7-2 / July, 2010



Keywords: broker-dealer companies, liquidityattributes, margin lending, market liquidity, risk management, securities


Citation:
Aleksandr Gusev (2010). Market Liquidity Risk Management for Margin Operations. Russian Journal of Entrepreneurship, 11(7), 131-135. — url: http://bgscience.ru/com/lib/2369


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Abstract:

The article considers the basic theoretical aspects of the market liquidity risk and analyses factors affecting the liquidity of securities. The policy of compiling the list of liquid securities, used on the Russian stock exchanges is also examined. The author suggests practical methods for market liquidity risk management, which can be applied by broker-dealer companies when providing margin lending on the securities market.







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