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|c 5.00 USD
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|z 9781484324783
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Bouveret, Antoine.
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|a Liquidity Stress Tests for Investment Funds :
|b A Practical Guide /
|c Antoine Bouveret.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2017.
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| 300 |
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|a 1 online resource (34 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a This paper outlines a framework to perform liquidity stress tests for investment funds. Practical aspects related to the calibration of the redemption shock, the measurement of liquidity buffers and the assessment of the resilience of investment funds are discussed. The integration of liquidity stress tests with banking sector stress tests and possible bank-fund interlinkages are also covered.
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|a Mode of access: Internet
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|a IMF Working Papers; Working Paper ;
|v No. 2017/226
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2017/226/001.2017.issue-226-en.xml
|z IMF e-Library
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