1. Branislav

    P1.T1.R5 Brunnemmeier - funding and market liquidity risk

    Dear David , I will kindly ask for help regarding this topic. Suppose if I want to quantify market and funding liquidity risk separately. Under this my first taught is: - for funding liquidity risk what will be PnL loss in case of utilizing expensive sources of funding ( suppose negative...
  2. WhizzKidd

    Funded vs Un-Funded

    Hi @David Harper CFA FRM, What is the concept of "funding cost" being mentioned in the chapter? What is the difference between a funded derivative vs. an un-funded one? And what is the funding/liquidity risk related to? I understand it as the ability to obtain a loan and the i-rate one has to...
  3. Arka Bose

    Funding liquidity risk

    How can funding liquidity risk be converted from counter party risk? I can't get it in Gregory Chapter 5. Also, can anyone clear me on this' the institution will incur a funding cost when uncollateralized trade moves in their favor and experience a benefit when reverse happens'.
  4. K

    Funding Liquidity risk in collaterals: Gregory

    Hi David, Please can you explain how does funding liquidity risk play a role with collaterals.. You have mentioned a paragraph on page 43 in Chapter 5 of Gregory about this. Thanks Kavita