Global Finance Liquidity Risk Revisited : Development of a Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant Research & Analytics and Us Head of Portfolio Construction Teams

GLOBAL FINANCE LIQUIDITY RISK REVISITED: Development of A Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant Research & Analytics and US Head of Portfolio Construction Teams:Presentations To: JP Morgan Global Head of Quant Research & Analytics-JP Morgan US Head of Portfolio Construction Executive Director and Quantitative-Financial Engineers-Developers Team.Our JP Morgan World Headquarters presentations titled Global Finance Liquidity Risk Revisited: JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of Funds: 17 Asset Classes were recently ranked in the SSRN's Top Ten download list for: Portfolio Management eJournal. Given current relevance and interest in the ongoing state of Global Financial Markets wherein Liquidity Risk is playing a central role in addition to Credit Risk and Market Risk, we are publishing for the first time the Liquidity Risk, Credit Risk and Market Risk contextual focus on our framework and process underlying the Development of the Framework for Liquidity Assessment in Portfolio Construction Processes for managing the $500-$600 Billion AUM Portfolio of Funds-of-Funds of Alternative Assets subject to Alternative Risks and associated focus on Risk Modeling and Risk Management Methods and Measures. The Process and Frameworks along with associated prior Presentations and Papers published on SSRN provides a holistic and aggregate as well as more specific understanding of how to develop and deploy Quantitative Finance Risk Models, Methods and Measures for Managing Risk in Complex Portfolios composed of Diverse Alternative Assets associated with Diverse Alternative Risks