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...
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| Format: | Tidsskrift |
| Sprog: | English |
| Udgivet: |
Washington, D.C. :
International Monetary Fund,
2017.
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| Serier: | IMF Working Papers; Working Paper ;
No. 2017/226 |
| Online adgang: | Full text available on IMF |