Risk allocation under liquidity constraints

B-Tier
Journal: Journal of Banking & Finance
Year: 2014
Volume: 49
Issue: C
Pages: 1-9

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Risk allocation games are cooperative games that are used to attribute the risk of a financial entity to its divisions. In this paper, we extend the literature on risk allocation games by incorporating liquidity considerations. A liquidity policy specifies state-dependent liquidity requirements that a portfolio should obey. To comply with the liquidity policy, a financial entity may have to liquidate part of its assets, which is costly.

Technical Details

RePEc Handle
repec:eee:jbfina:v:49:y:2014:i:c:p:1-9
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25