I've recently been given a project which came with some documentation. In this documentation is a bullet point that reads:
- Liquidity Risk in Equity, Credit and Vol
I'm unsure as to whether vol is referring to volume or volatility and the only clues I have are database queries and table names:
- Query LiquidityVolDelete & Query MakeLiquidityVolRisk affect the LiquidityVolRisk table.
I can't access the query to see the variables (it's poorly designed and I'm refused access on these grounds), However the columns in the table are as follows:
Strategy, ProductType, Vega($), Maturity, RegionFinal, Ticker, EquityRiskName, BandOK, TypeLiquidity, MinMaturity(in Years), PctVol
However, not knowing much about about finance at all, I'm still none the wiser.
If anyone could help me with this, it would be most appreciated!