Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems /
Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solvency stress testing. The ability to adequately identify, model and assess the impact of liquidity shocks, which are infrequent but can have a...
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| Andre forfattere: | , |
| Format: | Tidsskrift |
| Sprog: | English |
| Udgivet: |
Washington, D.C. :
International Monetary Fund,
2017.
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| Serier: | IMF Working Papers; Working Paper ;
No. 2017/102 |
| Online adgang: | Full text available on IMF |