Liquidity Risk: Counter-Balancing Capacity (CBC), Forward Liquidity Exposure (FLE) and More
Liquidity Risk Management, although printed in 2007, offers another interesting read on Forward Liquidity Exposure (FLE) – page 183. The Expected Cash Flow’s (ECF) provide some insight into the amount of data that is generated from a compute grid with regards to liquidity risk e.g. page 192. Which again possibly offers an interesting play to hadoop/mapReduce as a way to analyze the data appropriately.
Finally, Counter-Balancing Capacity (co-authored by Dr. Robert E. Fiedler), discusses the Liquification Algorithm.
