Examples of Minimum Liquidity Requirement in a sentence
Minimum Liquidity Requirement: This investability screen is applied at the individual security level.
DM and EM Minimum Liquidity Requirement: This investability screen is applied at the individual security level.
To be eligible for inclusion in a Market Investable Equity Universe, a security must have at least one eligible listing (as defined in section 2.2.1) that meets the Minimum Liquidity Requirement defined below, measured by:• Twelve month and 3-month Annual Traded Value Ratio (ATVR);• Three month Frequency of Trading.The ATVR mitigates the impact of extreme daily trading volumes and takes into account the free float-adjusted market capitalization of securities.
This rule is referred to as the Frontier Markets Minimum Liquidity Requirement.
Non constituents of the Investable Market Indexes are evaluated relative to the thresholds described in section 2.2.5.An existing constituent of the Investable Market Indexes may remain in a Market Investable Equity Universe if its 12-month ATVR falls below the Minimum Liquidity Requirement as long as it is above 2/3rd of the minimum level requirement of 20% for Developed Markets and 15% for Emerging Markets, i.e., 13.3% and 10%, respectively.