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...
| 第一著者: | |
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| その他の著者: | , |
| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2017.
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| シリーズ: | IMF Working Papers; Working Paper ;
No. 2017/102 |
| オンライン･アクセス: | Full text available on IMF |