Related Books

Systemwide Liquidity Stress Testing Tool
Language: en
Pages: 54
Authors: Ms. Hiroko Oura
Categories: Business & Economics
Type: BOOK - Published: 2022-12-16 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

Developing a systemic liquidity stress testing tool is challenging due to data constraints and hard-to-model behavioral factors. There has yet to be a uniformly
Next Generation System-Wide Liquidity Stress Testing
Language: en
Pages: 63
Authors: Mr.Claus Puhr
Categories: Business & Economics
Type: BOOK - Published: 2012-01-01 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to s
A Framework for Systemwide Liquidity Analysis
Language: en
Pages: 51
Authors: Xiaodan Ding
Categories: Business & Economics
Type: BOOK - Published: 2024-05-17 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

We developed a novel Systemwide Liquidity (SWL) framework to identify liquidity stress in the system that goes beyond banks and to assess the role played by non
Stress Testing at the IMF
Language: en
Pages: 73
Authors: Mr.Tobias Adrian
Categories: Business & Economics
Type: BOOK - Published: 2020-02-05 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

This paper explains specifics of stress testing at the IMF. After a brief section on the evolution of stress tests at the IMF, the paper presents the key steps
Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems
Language: en
Pages: 56
Authors: Mr.Andreas A. Jobst
Categories: Business & Economics
Type: BOOK - Published: 2017-05-01 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solve