r/FRM•
Methsi

How is Liquiditymetrics so bad ?

Hi,

Do you also have a issue with Riskmetrics and more specifically with Liquiditymetrics as a result of the war in Ukraine ?

They put every single security in RUB as illiquid or liquid solely based on its history, let’s say the 90 previous even if the exchanges are closed.

As we are on r/FRM I guess I’m not the only one in this situation, did you manage to fix it ?

And I know Liquiditymetrics is quite new but, come on…

Posted Mar 15, 2022, 9:15 AM UTC

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