Liquidity Stress Tests for Investment Funds : A Practical Guide /

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 stre...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Bouveret, Antoine
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2017.
Cyfres:IMF Working Papers; Working Paper ; No. 2017/226
Mynediad Ar-lein:Full text available on IMF