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liquidity-risk
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skills/risk/liquidity-risk/SKILL.md
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# Liquidity Risk Assessment
> Bid-ask spreads, market impact, Amihud illiquidity, liquidity-adjusted VaR, and the illiquidity premium.
## When to Activate
- User evaluating the liquidity profile of a portfolio or individual positions
- Estimating market impact costs for large trades
- Computing liquidity-adjusted risk measures (LVaR)
- Assessing liquidity risk during stress periods
- Analyzing the illiquidity premium in asset pricing
- Designing execution strategies that minimize market impact
## Core Concepts
