On Tuesday 30th September, Thomson Reuters hosted 'The Liquidity Risk Forum'.
This forum is part of a series of events focused around the issue of Valuation Risk and the challenges posed in managing these risks in current market conditions.

The lively panel discussion further highlighted that recent events in the global financial markets have put even more emphasis on the critical issue of liquidity risk and valuation transparency.

An overwhelming 96% of delegates believed that the current risk management frameworks do not allow for proper identification and measurement of liquidity risks.  And whilst there were mixed thoughts around whether the risk management tools and techniques to hedge and mitigate liquidity currently exist, the majority shared the view that more needs to be done to ensure that the existing tools are being effectively used and regulated.

The debate and numerous questions only proved that this topic is far from over and will no doubt be the subject of future forums

The lively panel discussion further highlighted that recent events in the global financial markets have put even more emphasis on the critical issue of liquidity risk and valuation transparency.

An overwhelming 96% of delegates believed that the current risk management frameworks do not allow for proper identification and measurement of liquidity risks.  And whilst there were mixed thoughts around whether the risk management tools and techniques to hedge and mitigate liquidity currently exist, the majority shared the view that more needs to be done to ensure that the existing tools are being effectively used and regulated.

The debate and numerous questions only proved that this topic is far from over and will no doubt be the subject of future forums