Systemwide Liquidity Stress Testing Tool
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Language: en
Pages: 54
Pages: 54
Type: BOOK - Published: 2022-12-16 - Publisher: International Monetary Fund
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
Language: en
Pages: 63
Pages: 63
Type: BOOK - Published: 2012-01-01 - Publisher: International Monetary Fund
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
Language: en
Pages: 51
Pages: 51
Type: BOOK - Published: 2024-05-17 - Publisher: International Monetary Fund
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
Language: en
Pages: 73
Pages: 73
Type: BOOK - Published: 2020-02-05 - Publisher: International Monetary Fund
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
Language: en
Pages: 56
Pages: 56
Type: BOOK - Published: 2017-05-01 - Publisher: International Monetary Fund
Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solve