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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| פורמט: | כתב-עת |
| שפה: | English |
| יצא לאור: |
Washington, D.C. :
International Monetary Fund,
2017.
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| סדרה: | IMF Working Papers; Working Paper ;
No. 2017/226 |
| גישה מקוונת: | Full text available on IMF |