Citations:liquidity pool

English citations of liquidity pool

  • 2016 August 1, CFA Institute, CFA Program Curriculum 2017 Level I, Volumes 1 - 6, John Wiley & Sons, →ISBN, page 565:
    A futures markets trader needs a liquidity pool to meet the daily mark to market. If liquidity is exhausted, the trader may be forced to unwind his position at an unfavorable time. Suppose you are using financial futures contracts to []
  • 2018 August 27, CFA Institute, CFA Program Curriculum 2019 Level I Volumes 1-6 Box Set, John Wiley & Sons, →ISBN, page 566:
    You have a liquidity pool (cash and cash equivalents) of λ dollars per contract and a time horizon of T trading days. For a given size liquidity pool, λ, Kolb, Gay, and Hunter (1985) developed an expression for the probability stating []
  • 2020 May 26, Pooya Farahvash, Asset-Liability and Liquidity Management, John Wiley & Sons, →ISBN, page 815:
    Maintaining a liquidity pool: A liquidity pool is a selection of highquality unencumbered assets that can be converted into cash quickly, either through outright sales or by borrowing against them in the repo market.